| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,482.50 |
3,478.00 |
-4.50 |
-0.1% |
3,493.00 |
| High |
3,492.00 |
3,511.00 |
19.00 |
0.5% |
3,511.00 |
| Low |
3,468.75 |
3,477.00 |
8.25 |
0.2% |
3,453.25 |
| Close |
3,478.75 |
3,504.00 |
25.25 |
0.7% |
3,504.00 |
| Range |
23.25 |
34.00 |
10.75 |
46.2% |
57.75 |
| ATR |
32.52 |
32.63 |
0.11 |
0.3% |
0.00 |
| Volume |
250,042 |
254,913 |
4,871 |
1.9% |
1,242,355 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,599.25 |
3,585.75 |
3,522.75 |
|
| R3 |
3,565.25 |
3,551.75 |
3,513.25 |
|
| R2 |
3,531.25 |
3,531.25 |
3,510.25 |
|
| R1 |
3,517.75 |
3,517.75 |
3,507.00 |
3,524.50 |
| PP |
3,497.25 |
3,497.25 |
3,497.25 |
3,500.75 |
| S1 |
3,483.75 |
3,483.75 |
3,501.00 |
3,490.50 |
| S2 |
3,463.25 |
3,463.25 |
3,497.75 |
|
| S3 |
3,429.25 |
3,449.75 |
3,494.75 |
|
| S4 |
3,395.25 |
3,415.75 |
3,485.25 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,662.75 |
3,641.00 |
3,535.75 |
|
| R3 |
3,605.00 |
3,583.25 |
3,520.00 |
|
| R2 |
3,547.25 |
3,547.25 |
3,514.50 |
|
| R1 |
3,525.50 |
3,525.50 |
3,509.25 |
3,536.50 |
| PP |
3,489.50 |
3,489.50 |
3,489.50 |
3,494.75 |
| S1 |
3,467.75 |
3,467.75 |
3,498.75 |
3,478.50 |
| S2 |
3,431.75 |
3,431.75 |
3,493.50 |
|
| S3 |
3,374.00 |
3,410.00 |
3,488.00 |
|
| S4 |
3,316.25 |
3,352.25 |
3,472.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,511.00 |
3,453.25 |
57.75 |
1.6% |
29.00 |
0.8% |
88% |
True |
False |
248,471 |
| 10 |
3,511.00 |
3,400.00 |
111.00 |
3.2% |
27.25 |
0.8% |
94% |
True |
False |
201,719 |
| 20 |
3,511.00 |
3,310.00 |
201.00 |
5.7% |
32.00 |
0.9% |
97% |
True |
False |
214,814 |
| 40 |
3,511.00 |
3,175.75 |
335.25 |
9.6% |
35.25 |
1.0% |
98% |
True |
False |
227,343 |
| 60 |
3,511.00 |
3,110.75 |
400.25 |
11.4% |
36.75 |
1.0% |
98% |
True |
False |
239,102 |
| 80 |
3,511.00 |
3,049.25 |
461.75 |
13.2% |
36.00 |
1.0% |
98% |
True |
False |
181,424 |
| 100 |
3,511.00 |
3,016.75 |
494.25 |
14.1% |
32.75 |
0.9% |
99% |
True |
False |
145,168 |
| 120 |
3,511.00 |
2,813.00 |
698.00 |
19.9% |
30.25 |
0.9% |
99% |
True |
False |
120,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,655.50 |
|
2.618 |
3,600.00 |
|
1.618 |
3,566.00 |
|
1.000 |
3,545.00 |
|
0.618 |
3,532.00 |
|
HIGH |
3,511.00 |
|
0.618 |
3,498.00 |
|
0.500 |
3,494.00 |
|
0.382 |
3,490.00 |
|
LOW |
3,477.00 |
|
0.618 |
3,456.00 |
|
1.000 |
3,443.00 |
|
1.618 |
3,422.00 |
|
2.618 |
3,388.00 |
|
4.250 |
3,332.50 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,500.75 |
3,496.75 |
| PP |
3,497.25 |
3,489.50 |
| S1 |
3,494.00 |
3,482.00 |
|