| 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 |
3,476.25 |
3,482.50 |
6.25 |
0.2% |
3,422.50 |
| High |
3,494.00 |
3,492.00 |
-2.00 |
-0.1% |
3,496.50 |
| Low |
3,453.25 |
3,468.75 |
15.50 |
0.4% |
3,420.25 |
| Close |
3,482.50 |
3,478.75 |
-3.75 |
-0.1% |
3,487.50 |
| Range |
40.75 |
23.25 |
-17.50 |
-42.9% |
76.25 |
| ATR |
33.24 |
32.52 |
-0.71 |
-2.1% |
0.00 |
| Volume |
281,577 |
250,042 |
-31,535 |
-11.2% |
611,006 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,549.50 |
3,537.50 |
3,491.50 |
|
| R3 |
3,526.25 |
3,514.25 |
3,485.25 |
|
| R2 |
3,503.00 |
3,503.00 |
3,483.00 |
|
| R1 |
3,491.00 |
3,491.00 |
3,481.00 |
3,485.50 |
| PP |
3,479.75 |
3,479.75 |
3,479.75 |
3,477.00 |
| S1 |
3,467.75 |
3,467.75 |
3,476.50 |
3,462.00 |
| S2 |
3,456.50 |
3,456.50 |
3,474.50 |
|
| S3 |
3,433.25 |
3,444.50 |
3,472.25 |
|
| S4 |
3,410.00 |
3,421.25 |
3,466.00 |
|
|
| 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 |
3,453.25 |
48.00 |
1.4% |
27.75 |
0.8% |
53% |
False |
False |
217,036 |
| 10 |
3,501.25 |
3,360.25 |
141.00 |
4.1% |
28.50 |
0.8% |
84% |
False |
False |
196,690 |
| 20 |
3,501.25 |
3,310.00 |
191.25 |
5.5% |
34.00 |
1.0% |
88% |
False |
False |
222,293 |
| 40 |
3,501.25 |
3,132.75 |
368.50 |
10.6% |
36.25 |
1.0% |
94% |
False |
False |
229,525 |
| 60 |
3,501.25 |
3,110.75 |
390.50 |
11.2% |
36.50 |
1.0% |
94% |
False |
False |
236,736 |
| 80 |
3,501.25 |
3,049.25 |
452.00 |
13.0% |
36.00 |
1.0% |
95% |
False |
False |
178,240 |
| 100 |
3,501.25 |
3,016.75 |
484.50 |
13.9% |
32.50 |
0.9% |
95% |
False |
False |
142,619 |
| 120 |
3,501.25 |
2,813.00 |
688.25 |
19.8% |
30.00 |
0.9% |
97% |
False |
False |
118,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,590.75 |
|
2.618 |
3,552.75 |
|
1.618 |
3,529.50 |
|
1.000 |
3,515.25 |
|
0.618 |
3,506.25 |
|
HIGH |
3,492.00 |
|
0.618 |
3,483.00 |
|
0.500 |
3,480.50 |
|
0.382 |
3,477.75 |
|
LOW |
3,468.75 |
|
0.618 |
3,454.50 |
|
1.000 |
3,445.50 |
|
1.618 |
3,431.25 |
|
2.618 |
3,408.00 |
|
4.250 |
3,370.00 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,480.50 |
3,477.00 |
| PP |
3,479.75 |
3,475.25 |
| S1 |
3,479.25 |
3,473.50 |
|