| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,651.5 |
6,646.5 |
-5.0 |
-0.1% |
6,702.0 |
| High |
6,682.0 |
6,662.0 |
-20.0 |
-0.3% |
6,709.5 |
| Low |
6,635.0 |
6,575.5 |
-59.5 |
-0.9% |
6,626.5 |
| Close |
6,651.0 |
6,594.0 |
-57.0 |
-0.9% |
6,651.0 |
| Range |
47.0 |
86.5 |
39.5 |
84.0% |
83.0 |
| ATR |
59.4 |
61.3 |
1.9 |
3.3% |
0.0 |
| Volume |
101,881 |
115,028 |
13,147 |
12.9% |
412,582 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,870.0 |
6,818.5 |
6,641.5 |
|
| R3 |
6,783.5 |
6,732.0 |
6,618.0 |
|
| R2 |
6,697.0 |
6,697.0 |
6,610.0 |
|
| R1 |
6,645.5 |
6,645.5 |
6,602.0 |
6,628.0 |
| PP |
6,610.5 |
6,610.5 |
6,610.5 |
6,602.0 |
| S1 |
6,559.0 |
6,559.0 |
6,586.0 |
6,541.5 |
| S2 |
6,524.0 |
6,524.0 |
6,578.0 |
|
| S3 |
6,437.5 |
6,472.5 |
6,570.0 |
|
| S4 |
6,351.0 |
6,386.0 |
6,546.5 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,911.5 |
6,864.0 |
6,696.5 |
|
| R3 |
6,828.5 |
6,781.0 |
6,674.0 |
|
| R2 |
6,745.5 |
6,745.5 |
6,666.0 |
|
| R1 |
6,698.0 |
6,698.0 |
6,658.5 |
6,680.0 |
| PP |
6,662.5 |
6,662.5 |
6,662.5 |
6,653.5 |
| S1 |
6,615.0 |
6,615.0 |
6,643.5 |
6,597.0 |
| S2 |
6,579.5 |
6,579.5 |
6,636.0 |
|
| S3 |
6,496.5 |
6,532.0 |
6,628.0 |
|
| S4 |
6,413.5 |
6,449.0 |
6,605.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,696.5 |
6,575.5 |
121.0 |
1.8% |
56.5 |
0.9% |
15% |
False |
True |
88,179 |
| 10 |
6,712.5 |
6,575.5 |
137.0 |
2.1% |
52.5 |
0.8% |
14% |
False |
True |
82,033 |
| 20 |
6,772.5 |
6,575.5 |
197.0 |
3.0% |
62.0 |
0.9% |
9% |
False |
True |
93,329 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
64.5 |
1.0% |
60% |
False |
False |
91,660 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
62.5 |
1.0% |
60% |
False |
False |
94,056 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
63.0 |
1.0% |
60% |
False |
False |
70,833 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
61.0 |
0.9% |
60% |
False |
False |
56,711 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.8% |
60.5 |
0.9% |
76% |
False |
False |
47,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,029.5 |
|
2.618 |
6,888.5 |
|
1.618 |
6,802.0 |
|
1.000 |
6,748.5 |
|
0.618 |
6,715.5 |
|
HIGH |
6,662.0 |
|
0.618 |
6,629.0 |
|
0.500 |
6,619.0 |
|
0.382 |
6,608.5 |
|
LOW |
6,575.5 |
|
0.618 |
6,522.0 |
|
1.000 |
6,489.0 |
|
1.618 |
6,435.5 |
|
2.618 |
6,349.0 |
|
4.250 |
6,208.0 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,619.0 |
6,629.0 |
| PP |
6,610.5 |
6,617.0 |
| S1 |
6,602.0 |
6,605.5 |
|