| 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 |
3,469.00 |
3,493.00 |
24.00 |
0.7% |
3,422.50 |
| High |
3,496.50 |
3,501.25 |
4.75 |
0.1% |
3,496.50 |
| Low |
3,468.75 |
3,476.75 |
8.00 |
0.2% |
3,420.25 |
| Close |
3,487.50 |
3,483.00 |
-4.50 |
-0.1% |
3,487.50 |
| Range |
27.75 |
24.50 |
-3.25 |
-11.7% |
76.25 |
| ATR |
34.13 |
33.44 |
-0.69 |
-2.0% |
0.00 |
| Volume |
97,742 |
231,123 |
133,381 |
136.5% |
611,006 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,560.50 |
3,546.25 |
3,496.50 |
|
| R3 |
3,536.00 |
3,521.75 |
3,489.75 |
|
| R2 |
3,511.50 |
3,511.50 |
3,487.50 |
|
| R1 |
3,497.25 |
3,497.25 |
3,485.25 |
3,492.00 |
| PP |
3,487.00 |
3,487.00 |
3,487.00 |
3,484.50 |
| S1 |
3,472.75 |
3,472.75 |
3,480.75 |
3,467.50 |
| S2 |
3,462.50 |
3,462.50 |
3,478.50 |
|
| S3 |
3,438.00 |
3,448.25 |
3,476.25 |
|
| S4 |
3,413.50 |
3,423.75 |
3,469.50 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,696.75 |
3,668.50 |
3,529.50 |
|
| R3 |
3,620.50 |
3,592.25 |
3,508.50 |
|
| R2 |
3,544.25 |
3,544.25 |
3,501.50 |
|
| R1 |
3,516.00 |
3,516.00 |
3,494.50 |
3,530.00 |
| PP |
3,468.00 |
3,468.00 |
3,468.00 |
3,475.25 |
| S1 |
3,439.75 |
3,439.75 |
3,480.50 |
3,454.00 |
| S2 |
3,391.75 |
3,391.75 |
3,473.50 |
|
| S3 |
3,315.50 |
3,363.50 |
3,466.50 |
|
| S4 |
3,239.25 |
3,287.25 |
3,445.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,501.25 |
3,420.25 |
81.00 |
2.3% |
25.75 |
0.7% |
77% |
True |
False |
168,425 |
| 10 |
3,501.25 |
3,358.50 |
142.75 |
4.1% |
31.25 |
0.9% |
87% |
True |
False |
198,292 |
| 20 |
3,501.25 |
3,310.00 |
191.25 |
5.5% |
34.00 |
1.0% |
90% |
True |
False |
213,735 |
| 40 |
3,501.25 |
3,110.75 |
390.50 |
11.2% |
38.00 |
1.1% |
95% |
True |
False |
238,086 |
| 60 |
3,501.25 |
3,110.75 |
390.50 |
11.2% |
36.50 |
1.1% |
95% |
True |
False |
224,876 |
| 80 |
3,501.25 |
3,049.25 |
452.00 |
13.0% |
35.75 |
1.0% |
96% |
True |
False |
168,794 |
| 100 |
3,501.25 |
3,016.75 |
484.50 |
13.9% |
32.00 |
0.9% |
96% |
True |
False |
135,057 |
| 120 |
3,501.25 |
2,813.00 |
688.25 |
19.8% |
30.00 |
0.9% |
97% |
True |
False |
112,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,605.50 |
|
2.618 |
3,565.50 |
|
1.618 |
3,541.00 |
|
1.000 |
3,525.75 |
|
0.618 |
3,516.50 |
|
HIGH |
3,501.25 |
|
0.618 |
3,492.00 |
|
0.500 |
3,489.00 |
|
0.382 |
3,486.00 |
|
LOW |
3,476.75 |
|
0.618 |
3,461.50 |
|
1.000 |
3,452.25 |
|
1.618 |
3,437.00 |
|
2.618 |
3,412.50 |
|
4.250 |
3,372.50 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,489.00 |
3,479.75 |
| PP |
3,487.00 |
3,476.75 |
| S1 |
3,485.00 |
3,473.50 |
|