| 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 |
2,978.0 |
2,955.0 |
-23.0 |
-0.8% |
3,079.0 |
| High |
2,992.0 |
2,987.0 |
-5.0 |
-0.2% |
3,087.0 |
| Low |
2,943.0 |
2,930.0 |
-13.0 |
-0.4% |
2,930.0 |
| Close |
2,952.0 |
2,977.0 |
25.0 |
0.8% |
2,977.0 |
| Range |
49.0 |
57.0 |
8.0 |
16.3% |
157.0 |
| ATR |
35.7 |
37.2 |
1.5 |
4.3% |
0.0 |
| Volume |
91,257 |
69,353 |
-21,904 |
-24.0% |
380,943 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,135.7 |
3,113.3 |
3,008.4 |
|
| R3 |
3,078.7 |
3,056.3 |
2,992.7 |
|
| R2 |
3,021.7 |
3,021.7 |
2,987.5 |
|
| R1 |
2,999.3 |
2,999.3 |
2,982.2 |
3,010.5 |
| PP |
2,964.7 |
2,964.7 |
2,964.7 |
2,970.3 |
| S1 |
2,942.3 |
2,942.3 |
2,971.8 |
2,953.5 |
| S2 |
2,907.7 |
2,907.7 |
2,966.6 |
|
| S3 |
2,850.7 |
2,885.3 |
2,961.3 |
|
| S4 |
2,793.7 |
2,828.3 |
2,945.7 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,469.0 |
3,380.0 |
3,063.4 |
|
| R3 |
3,312.0 |
3,223.0 |
3,020.2 |
|
| R2 |
3,155.0 |
3,155.0 |
3,005.8 |
|
| R1 |
3,066.0 |
3,066.0 |
2,991.4 |
3,032.0 |
| PP |
2,998.0 |
2,998.0 |
2,998.0 |
2,981.0 |
| S1 |
2,909.0 |
2,909.0 |
2,962.6 |
2,875.0 |
| S2 |
2,841.0 |
2,841.0 |
2,948.2 |
|
| S3 |
2,684.0 |
2,752.0 |
2,933.8 |
|
| S4 |
2,527.0 |
2,595.0 |
2,890.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,087.0 |
2,930.0 |
157.0 |
5.3% |
50.6 |
1.7% |
30% |
False |
True |
76,188 |
| 10 |
3,092.0 |
2,930.0 |
162.0 |
5.4% |
33.7 |
1.1% |
29% |
False |
True |
62,010 |
| 20 |
3,092.0 |
2,930.0 |
162.0 |
5.4% |
33.1 |
1.1% |
29% |
False |
True |
33,632 |
| 40 |
3,096.0 |
2,930.0 |
166.0 |
5.6% |
31.9 |
1.1% |
28% |
False |
True |
17,315 |
| 60 |
3,096.0 |
2,857.0 |
239.0 |
8.0% |
31.1 |
1.0% |
50% |
False |
False |
11,604 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
13.0% |
29.1 |
1.0% |
69% |
False |
False |
8,719 |
| 100 |
3,096.0 |
2,696.0 |
400.0 |
13.4% |
25.8 |
0.9% |
70% |
False |
False |
6,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,229.3 |
|
2.618 |
3,136.2 |
|
1.618 |
3,079.2 |
|
1.000 |
3,044.0 |
|
0.618 |
3,022.2 |
|
HIGH |
2,987.0 |
|
0.618 |
2,965.2 |
|
0.500 |
2,958.5 |
|
0.382 |
2,951.8 |
|
LOW |
2,930.0 |
|
0.618 |
2,894.8 |
|
1.000 |
2,873.0 |
|
1.618 |
2,837.8 |
|
2.618 |
2,780.8 |
|
4.250 |
2,687.8 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,970.8 |
2,976.5 |
| PP |
2,964.7 |
2,976.0 |
| S1 |
2,958.5 |
2,975.5 |
|