| 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 |
3,483.75 |
3,476.25 |
-7.50 |
-0.2% |
3,422.50 |
| High |
3,488.75 |
3,494.00 |
5.25 |
0.2% |
3,496.50 |
| Low |
3,466.25 |
3,453.25 |
-13.00 |
-0.4% |
3,420.25 |
| Close |
3,475.75 |
3,482.50 |
6.75 |
0.2% |
3,487.50 |
| Range |
22.50 |
40.75 |
18.25 |
81.1% |
76.25 |
| ATR |
32.66 |
33.24 |
0.58 |
1.8% |
0.00 |
| Volume |
224,700 |
281,577 |
56,877 |
25.3% |
611,006 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,598.75 |
3,581.50 |
3,505.00 |
|
| R3 |
3,558.00 |
3,540.75 |
3,493.75 |
|
| R2 |
3,517.25 |
3,517.25 |
3,490.00 |
|
| R1 |
3,500.00 |
3,500.00 |
3,486.25 |
3,508.50 |
| PP |
3,476.50 |
3,476.50 |
3,476.50 |
3,481.00 |
| S1 |
3,459.25 |
3,459.25 |
3,478.75 |
3,468.00 |
| S2 |
3,435.75 |
3,435.75 |
3,475.00 |
|
| S3 |
3,395.00 |
3,418.50 |
3,471.25 |
|
| S4 |
3,354.25 |
3,377.75 |
3,460.00 |
|
|
| 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 |
3,445.75 |
55.50 |
1.6% |
28.50 |
0.8% |
66% |
False |
False |
196,303 |
| 10 |
3,501.25 |
3,358.50 |
142.75 |
4.1% |
30.00 |
0.9% |
87% |
False |
False |
200,704 |
| 20 |
3,501.25 |
3,310.00 |
191.25 |
5.5% |
34.25 |
1.0% |
90% |
False |
False |
220,695 |
| 40 |
3,501.25 |
3,110.75 |
390.50 |
11.2% |
37.00 |
1.1% |
95% |
False |
False |
234,313 |
| 60 |
3,501.25 |
3,110.75 |
390.50 |
11.2% |
36.50 |
1.0% |
95% |
False |
False |
233,083 |
| 80 |
3,501.25 |
3,049.25 |
452.00 |
13.0% |
36.00 |
1.0% |
96% |
False |
False |
175,117 |
| 100 |
3,501.25 |
3,016.75 |
484.50 |
13.9% |
32.50 |
0.9% |
96% |
False |
False |
140,119 |
| 120 |
3,501.25 |
2,813.00 |
688.25 |
19.8% |
30.00 |
0.9% |
97% |
False |
False |
116,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,667.25 |
|
2.618 |
3,600.75 |
|
1.618 |
3,560.00 |
|
1.000 |
3,534.75 |
|
0.618 |
3,519.25 |
|
HIGH |
3,494.00 |
|
0.618 |
3,478.50 |
|
0.500 |
3,473.50 |
|
0.382 |
3,468.75 |
|
LOW |
3,453.25 |
|
0.618 |
3,428.00 |
|
1.000 |
3,412.50 |
|
1.618 |
3,387.25 |
|
2.618 |
3,346.50 |
|
4.250 |
3,280.00 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,479.50 |
3,480.75 |
| PP |
3,476.50 |
3,479.00 |
| S1 |
3,473.50 |
3,477.25 |
|