| 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 |
3,018.0 |
2,978.0 |
-40.0 |
-1.3% |
3,062.0 |
| High |
3,021.0 |
2,992.0 |
-29.0 |
-1.0% |
3,092.0 |
| Low |
2,961.0 |
2,943.0 |
-18.0 |
-0.6% |
3,055.0 |
| Close |
2,987.0 |
2,952.0 |
-35.0 |
-1.2% |
3,081.0 |
| Range |
60.0 |
49.0 |
-11.0 |
-18.3% |
37.0 |
| ATR |
34.6 |
35.7 |
1.0 |
3.0% |
0.0 |
| Volume |
104,124 |
91,257 |
-12,867 |
-12.4% |
239,166 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.3 |
3,079.7 |
2,979.0 |
|
| R3 |
3,060.3 |
3,030.7 |
2,965.5 |
|
| R2 |
3,011.3 |
3,011.3 |
2,961.0 |
|
| R1 |
2,981.7 |
2,981.7 |
2,956.5 |
2,972.0 |
| PP |
2,962.3 |
2,962.3 |
2,962.3 |
2,957.5 |
| S1 |
2,932.7 |
2,932.7 |
2,947.5 |
2,923.0 |
| S2 |
2,913.3 |
2,913.3 |
2,943.0 |
|
| S3 |
2,864.3 |
2,883.7 |
2,938.5 |
|
| S4 |
2,815.3 |
2,834.7 |
2,925.1 |
|
|
| 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 |
3,091.0 |
2,943.0 |
148.0 |
5.0% |
42.8 |
1.4% |
6% |
False |
True |
70,359 |
| 10 |
3,092.0 |
2,943.0 |
149.0 |
5.0% |
30.5 |
1.0% |
6% |
False |
True |
55,348 |
| 20 |
3,092.0 |
2,943.0 |
149.0 |
5.0% |
32.3 |
1.1% |
6% |
False |
True |
30,260 |
| 40 |
3,096.0 |
2,943.0 |
153.0 |
5.2% |
31.0 |
1.0% |
6% |
False |
True |
15,583 |
| 60 |
3,096.0 |
2,842.0 |
254.0 |
8.6% |
30.3 |
1.0% |
43% |
False |
False |
10,450 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.1% |
28.6 |
1.0% |
63% |
False |
False |
7,852 |
| 100 |
3,096.0 |
2,691.0 |
405.0 |
13.7% |
25.3 |
0.9% |
64% |
False |
False |
6,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,200.3 |
|
2.618 |
3,120.3 |
|
1.618 |
3,071.3 |
|
1.000 |
3,041.0 |
|
0.618 |
3,022.3 |
|
HIGH |
2,992.0 |
|
0.618 |
2,973.3 |
|
0.500 |
2,967.5 |
|
0.382 |
2,961.7 |
|
LOW |
2,943.0 |
|
0.618 |
2,912.7 |
|
1.000 |
2,894.0 |
|
1.618 |
2,863.7 |
|
2.618 |
2,814.7 |
|
4.250 |
2,734.8 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,967.5 |
3,006.0 |
| PP |
2,962.3 |
2,988.0 |
| S1 |
2,957.2 |
2,970.0 |
|