| 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 |
3,064.0 |
3,018.0 |
-46.0 |
-1.5% |
3,062.0 |
| High |
3,069.0 |
3,021.0 |
-48.0 |
-1.6% |
3,092.0 |
| Low |
3,004.0 |
2,961.0 |
-43.0 |
-1.4% |
3,055.0 |
| Close |
3,014.0 |
2,987.0 |
-27.0 |
-0.9% |
3,081.0 |
| Range |
65.0 |
60.0 |
-5.0 |
-7.7% |
37.0 |
| ATR |
32.7 |
34.6 |
2.0 |
6.0% |
0.0 |
| Volume |
63,305 |
104,124 |
40,819 |
64.5% |
239,166 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,169.7 |
3,138.3 |
3,020.0 |
|
| R3 |
3,109.7 |
3,078.3 |
3,003.5 |
|
| R2 |
3,049.7 |
3,049.7 |
2,998.0 |
|
| R1 |
3,018.3 |
3,018.3 |
2,992.5 |
3,004.0 |
| PP |
2,989.7 |
2,989.7 |
2,989.7 |
2,982.5 |
| S1 |
2,958.3 |
2,958.3 |
2,981.5 |
2,944.0 |
| S2 |
2,929.7 |
2,929.7 |
2,976.0 |
|
| S3 |
2,869.7 |
2,898.3 |
2,970.5 |
|
| S4 |
2,809.7 |
2,838.3 |
2,954.0 |
|
|
| 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 |
2,961.0 |
131.0 |
4.4% |
36.6 |
1.2% |
20% |
False |
True |
55,402 |
| 10 |
3,092.0 |
2,961.0 |
131.0 |
4.4% |
29.4 |
1.0% |
20% |
False |
True |
46,817 |
| 20 |
3,096.0 |
2,961.0 |
135.0 |
4.5% |
34.3 |
1.1% |
19% |
False |
True |
25,720 |
| 40 |
3,096.0 |
2,909.0 |
187.0 |
6.3% |
31.3 |
1.0% |
42% |
False |
False |
13,307 |
| 60 |
3,096.0 |
2,831.0 |
265.0 |
8.9% |
29.8 |
1.0% |
59% |
False |
False |
8,929 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.0% |
28.3 |
0.9% |
72% |
False |
False |
6,712 |
| 100 |
3,096.0 |
2,679.0 |
417.0 |
14.0% |
25.1 |
0.8% |
74% |
False |
False |
5,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,276.0 |
|
2.618 |
3,178.1 |
|
1.618 |
3,118.1 |
|
1.000 |
3,081.0 |
|
0.618 |
3,058.1 |
|
HIGH |
3,021.0 |
|
0.618 |
2,998.1 |
|
0.500 |
2,991.0 |
|
0.382 |
2,983.9 |
|
LOW |
2,961.0 |
|
0.618 |
2,923.9 |
|
1.000 |
2,901.0 |
|
1.618 |
2,863.9 |
|
2.618 |
2,803.9 |
|
4.250 |
2,706.0 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,991.0 |
3,024.0 |
| PP |
2,989.7 |
3,011.7 |
| S1 |
2,988.3 |
2,999.3 |
|