| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,532.5 |
6,505.5 |
-27.0 |
-0.4% |
6,702.0 |
| High |
6,553.5 |
6,519.0 |
-34.5 |
-0.5% |
6,709.5 |
| Low |
6,464.5 |
6,479.5 |
15.0 |
0.2% |
6,626.5 |
| Close |
6,511.0 |
6,492.0 |
-19.0 |
-0.3% |
6,651.0 |
| Range |
89.0 |
39.5 |
-49.5 |
-55.6% |
83.0 |
| ATR |
64.8 |
62.9 |
-1.8 |
-2.8% |
0.0 |
| Volume |
101,057 |
99,197 |
-1,860 |
-1.8% |
412,582 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,615.5 |
6,593.0 |
6,513.5 |
|
| R3 |
6,576.0 |
6,553.5 |
6,503.0 |
|
| R2 |
6,536.5 |
6,536.5 |
6,499.0 |
|
| R1 |
6,514.0 |
6,514.0 |
6,495.5 |
6,505.5 |
| PP |
6,497.0 |
6,497.0 |
6,497.0 |
6,492.5 |
| S1 |
6,474.5 |
6,474.5 |
6,488.5 |
6,466.0 |
| S2 |
6,457.5 |
6,457.5 |
6,485.0 |
|
| S3 |
6,418.0 |
6,435.0 |
6,481.0 |
|
| S4 |
6,378.5 |
6,395.5 |
6,470.5 |
|
|
| 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 |
6,464.5 |
217.5 |
3.4% |
67.5 |
1.0% |
13% |
False |
False |
106,566 |
| 10 |
6,711.0 |
6,464.5 |
246.5 |
3.8% |
57.5 |
0.9% |
11% |
False |
False |
89,859 |
| 20 |
6,728.0 |
6,464.5 |
263.5 |
4.1% |
59.5 |
0.9% |
10% |
False |
False |
91,766 |
| 40 |
6,798.0 |
6,405.0 |
393.0 |
6.1% |
62.5 |
1.0% |
22% |
False |
False |
92,132 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
64.0 |
1.0% |
40% |
False |
False |
98,130 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
64.0 |
1.0% |
40% |
False |
False |
74,778 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.9% |
62.0 |
1.0% |
40% |
False |
False |
59,869 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
13.0% |
61.5 |
0.9% |
64% |
False |
False |
49,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,687.0 |
|
2.618 |
6,622.5 |
|
1.618 |
6,583.0 |
|
1.000 |
6,558.5 |
|
0.618 |
6,543.5 |
|
HIGH |
6,519.0 |
|
0.618 |
6,504.0 |
|
0.500 |
6,499.0 |
|
0.382 |
6,494.5 |
|
LOW |
6,479.5 |
|
0.618 |
6,455.0 |
|
1.000 |
6,440.0 |
|
1.618 |
6,415.5 |
|
2.618 |
6,376.0 |
|
4.250 |
6,311.5 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,499.0 |
6,526.0 |
| PP |
6,497.0 |
6,514.5 |
| S1 |
6,494.5 |
6,503.5 |
|