| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,646.5 |
6,583.0 |
-63.5 |
-1.0% |
6,702.0 |
| High |
6,662.0 |
6,587.5 |
-74.5 |
-1.1% |
6,709.5 |
| Low |
6,575.5 |
6,511.0 |
-64.5 |
-1.0% |
6,626.5 |
| Close |
6,594.0 |
6,537.5 |
-56.5 |
-0.9% |
6,651.0 |
| Range |
86.5 |
76.5 |
-10.0 |
-11.6% |
83.0 |
| ATR |
61.3 |
62.9 |
1.5 |
2.5% |
0.0 |
| Volume |
115,028 |
115,668 |
640 |
0.6% |
412,582 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,775.0 |
6,732.5 |
6,579.5 |
|
| R3 |
6,698.5 |
6,656.0 |
6,558.5 |
|
| R2 |
6,622.0 |
6,622.0 |
6,551.5 |
|
| R1 |
6,579.5 |
6,579.5 |
6,544.5 |
6,562.5 |
| PP |
6,545.5 |
6,545.5 |
6,545.5 |
6,537.0 |
| S1 |
6,503.0 |
6,503.0 |
6,530.5 |
6,486.0 |
| S2 |
6,469.0 |
6,469.0 |
6,523.5 |
|
| S3 |
6,392.5 |
6,426.5 |
6,516.5 |
|
| S4 |
6,316.0 |
6,350.0 |
6,495.5 |
|
|
| 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 |
6,682.0 |
6,511.0 |
171.0 |
2.6% |
58.0 |
0.9% |
15% |
False |
True |
91,055 |
| 10 |
6,712.5 |
6,511.0 |
201.5 |
3.1% |
57.0 |
0.9% |
13% |
False |
True |
86,001 |
| 20 |
6,763.5 |
6,511.0 |
252.5 |
3.9% |
61.5 |
0.9% |
10% |
False |
True |
95,341 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
63.5 |
1.0% |
49% |
False |
False |
92,004 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
63.0 |
1.0% |
49% |
False |
False |
95,542 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.0 |
1.0% |
49% |
False |
False |
72,278 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
61.5 |
0.9% |
49% |
False |
False |
57,867 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.9% |
61.0 |
0.9% |
69% |
False |
False |
48,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,912.5 |
|
2.618 |
6,788.0 |
|
1.618 |
6,711.5 |
|
1.000 |
6,664.0 |
|
0.618 |
6,635.0 |
|
HIGH |
6,587.5 |
|
0.618 |
6,558.5 |
|
0.500 |
6,549.0 |
|
0.382 |
6,540.0 |
|
LOW |
6,511.0 |
|
0.618 |
6,463.5 |
|
1.000 |
6,434.5 |
|
1.618 |
6,387.0 |
|
2.618 |
6,310.5 |
|
4.250 |
6,186.0 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,549.0 |
6,596.5 |
| PP |
6,545.5 |
6,577.0 |
| S1 |
6,541.5 |
6,557.0 |
|