| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,079.0 |
3,064.0 |
-15.0 |
-0.5% |
3,062.0 |
| High |
3,087.0 |
3,069.0 |
-18.0 |
-0.6% |
3,092.0 |
| Low |
3,065.0 |
3,004.0 |
-61.0 |
-2.0% |
3,055.0 |
| Close |
3,074.0 |
3,014.0 |
-60.0 |
-2.0% |
3,081.0 |
| Range |
22.0 |
65.0 |
43.0 |
195.5% |
37.0 |
| ATR |
29.8 |
32.7 |
2.9 |
9.6% |
0.0 |
| Volume |
52,904 |
63,305 |
10,401 |
19.7% |
239,166 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,224.0 |
3,184.0 |
3,049.8 |
|
| R3 |
3,159.0 |
3,119.0 |
3,031.9 |
|
| R2 |
3,094.0 |
3,094.0 |
3,025.9 |
|
| R1 |
3,054.0 |
3,054.0 |
3,020.0 |
3,041.5 |
| PP |
3,029.0 |
3,029.0 |
3,029.0 |
3,022.8 |
| S1 |
2,989.0 |
2,989.0 |
3,008.0 |
2,976.5 |
| S2 |
2,964.0 |
2,964.0 |
3,002.1 |
|
| S3 |
2,899.0 |
2,924.0 |
2,996.1 |
|
| S4 |
2,834.0 |
2,859.0 |
2,978.3 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.0 |
3,171.0 |
3,101.4 |
|
| R3 |
3,150.0 |
3,134.0 |
3,091.2 |
|
| R2 |
3,113.0 |
3,113.0 |
3,087.8 |
|
| R1 |
3,097.0 |
3,097.0 |
3,084.4 |
3,105.0 |
| PP |
3,076.0 |
3,076.0 |
3,076.0 |
3,080.0 |
| S1 |
3,060.0 |
3,060.0 |
3,077.6 |
3,068.0 |
| S2 |
3,039.0 |
3,039.0 |
3,074.2 |
|
| S3 |
3,002.0 |
3,023.0 |
3,070.8 |
|
| S4 |
2,965.0 |
2,986.0 |
3,060.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,092.0 |
3,004.0 |
88.0 |
2.9% |
29.0 |
1.0% |
11% |
False |
True |
46,746 |
| 10 |
3,092.0 |
3,004.0 |
88.0 |
2.9% |
27.3 |
0.9% |
11% |
False |
True |
36,427 |
| 20 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
32.3 |
1.1% |
23% |
False |
False |
20,522 |
| 40 |
3,096.0 |
2,880.0 |
216.0 |
7.2% |
30.4 |
1.0% |
62% |
False |
False |
10,707 |
| 60 |
3,096.0 |
2,830.0 |
266.0 |
8.8% |
29.1 |
1.0% |
69% |
False |
False |
7,195 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.9% |
27.6 |
0.9% |
79% |
False |
False |
5,410 |
| 100 |
3,096.0 |
2,663.0 |
433.0 |
14.4% |
24.5 |
0.8% |
81% |
False |
False |
4,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,345.3 |
|
2.618 |
3,239.2 |
|
1.618 |
3,174.2 |
|
1.000 |
3,134.0 |
|
0.618 |
3,109.2 |
|
HIGH |
3,069.0 |
|
0.618 |
3,044.2 |
|
0.500 |
3,036.5 |
|
0.382 |
3,028.8 |
|
LOW |
3,004.0 |
|
0.618 |
2,963.8 |
|
1.000 |
2,939.0 |
|
1.618 |
2,898.8 |
|
2.618 |
2,833.8 |
|
4.250 |
2,727.8 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,036.5 |
3,047.5 |
| PP |
3,029.0 |
3,036.3 |
| S1 |
3,021.5 |
3,025.2 |
|