| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,583.0 |
6,532.5 |
-50.5 |
-0.8% |
6,702.0 |
| High |
6,587.5 |
6,553.5 |
-34.0 |
-0.5% |
6,709.5 |
| Low |
6,511.0 |
6,464.5 |
-46.5 |
-0.7% |
6,626.5 |
| Close |
6,537.5 |
6,511.0 |
-26.5 |
-0.4% |
6,651.0 |
| Range |
76.5 |
89.0 |
12.5 |
16.3% |
83.0 |
| ATR |
62.9 |
64.8 |
1.9 |
3.0% |
0.0 |
| Volume |
115,668 |
101,057 |
-14,611 |
-12.6% |
412,582 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,776.5 |
6,733.0 |
6,560.0 |
|
| R3 |
6,687.5 |
6,644.0 |
6,535.5 |
|
| R2 |
6,598.5 |
6,598.5 |
6,527.5 |
|
| R1 |
6,555.0 |
6,555.0 |
6,519.0 |
6,532.0 |
| PP |
6,509.5 |
6,509.5 |
6,509.5 |
6,498.5 |
| S1 |
6,466.0 |
6,466.0 |
6,503.0 |
6,443.0 |
| S2 |
6,420.5 |
6,420.5 |
6,494.5 |
|
| S3 |
6,331.5 |
6,377.0 |
6,486.5 |
|
| S4 |
6,242.5 |
6,288.0 |
6,462.0 |
|
|
| 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 |
6,464.5 |
217.5 |
3.3% |
68.5 |
1.1% |
21% |
False |
True |
100,409 |
| 10 |
6,711.0 |
6,464.5 |
246.5 |
3.8% |
59.5 |
0.9% |
19% |
False |
True |
87,507 |
| 20 |
6,763.5 |
6,464.5 |
299.0 |
4.6% |
64.5 |
1.0% |
16% |
False |
True |
92,955 |
| 40 |
6,798.0 |
6,312.5 |
485.5 |
7.5% |
64.5 |
1.0% |
41% |
False |
False |
91,739 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.0 |
1.0% |
44% |
False |
False |
97,007 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
64.0 |
1.0% |
44% |
False |
False |
73,541 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.8% |
62.0 |
1.0% |
44% |
False |
False |
58,877 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
13.0% |
61.0 |
0.9% |
66% |
False |
False |
49,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,932.0 |
|
2.618 |
6,786.5 |
|
1.618 |
6,697.5 |
|
1.000 |
6,642.5 |
|
0.618 |
6,608.5 |
|
HIGH |
6,553.5 |
|
0.618 |
6,519.5 |
|
0.500 |
6,509.0 |
|
0.382 |
6,498.5 |
|
LOW |
6,464.5 |
|
0.618 |
6,409.5 |
|
1.000 |
6,375.5 |
|
1.618 |
6,320.5 |
|
2.618 |
6,231.5 |
|
4.250 |
6,086.0 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,510.5 |
6,563.0 |
| PP |
6,509.5 |
6,546.0 |
| S1 |
6,509.0 |
6,528.5 |
|