| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
6,610.0 |
6,588.5 |
-21.5 |
-0.3% |
6,640.0 |
| High |
6,632.0 |
6,600.0 |
-32.0 |
-0.5% |
6,658.5 |
| Low |
6,592.0 |
6,531.0 |
-61.0 |
-0.9% |
6,582.5 |
| Close |
6,604.0 |
6,546.0 |
-58.0 |
-0.9% |
6,604.0 |
| Range |
40.0 |
69.0 |
29.0 |
72.5% |
76.0 |
| ATR |
45.3 |
47.3 |
2.0 |
4.4% |
0.0 |
| Volume |
14,571 |
1,066 |
-13,505 |
-92.7% |
42,600 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,766.0 |
6,725.0 |
6,584.0 |
|
| R3 |
6,697.0 |
6,656.0 |
6,565.0 |
|
| R2 |
6,628.0 |
6,628.0 |
6,558.5 |
|
| R1 |
6,587.0 |
6,587.0 |
6,552.5 |
6,573.0 |
| PP |
6,559.0 |
6,559.0 |
6,559.0 |
6,552.0 |
| S1 |
6,518.0 |
6,518.0 |
6,539.5 |
6,504.0 |
| S2 |
6,490.0 |
6,490.0 |
6,533.5 |
|
| S3 |
6,421.0 |
6,449.0 |
6,527.0 |
|
| S4 |
6,352.0 |
6,380.0 |
6,508.0 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,843.0 |
6,799.5 |
6,646.0 |
|
| R3 |
6,767.0 |
6,723.5 |
6,625.0 |
|
| R2 |
6,691.0 |
6,691.0 |
6,618.0 |
|
| R1 |
6,647.5 |
6,647.5 |
6,611.0 |
6,631.0 |
| PP |
6,615.0 |
6,615.0 |
6,615.0 |
6,607.0 |
| S1 |
6,571.5 |
6,571.5 |
6,597.0 |
6,555.0 |
| S2 |
6,539.0 |
6,539.0 |
6,590.0 |
|
| S3 |
6,463.0 |
6,495.5 |
6,583.0 |
|
| S4 |
6,387.0 |
6,419.5 |
6,562.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,633.0 |
6,531.0 |
102.0 |
1.6% |
42.0 |
0.6% |
15% |
False |
True |
8,729 |
| 10 |
6,658.5 |
6,531.0 |
127.5 |
1.9% |
37.5 |
0.6% |
12% |
False |
True |
4,395 |
| 20 |
6,706.5 |
6,531.0 |
175.5 |
2.7% |
46.0 |
0.7% |
9% |
False |
True |
2,816 |
| 40 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
37.5 |
0.6% |
58% |
False |
False |
1,477 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
28.5 |
0.4% |
58% |
False |
False |
1,021 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
23.5 |
0.4% |
58% |
False |
False |
770 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.1% |
18.5 |
0.3% |
58% |
False |
False |
623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,893.0 |
|
2.618 |
6,780.5 |
|
1.618 |
6,711.5 |
|
1.000 |
6,669.0 |
|
0.618 |
6,642.5 |
|
HIGH |
6,600.0 |
|
0.618 |
6,573.5 |
|
0.500 |
6,565.5 |
|
0.382 |
6,557.5 |
|
LOW |
6,531.0 |
|
0.618 |
6,488.5 |
|
1.000 |
6,462.0 |
|
1.618 |
6,419.5 |
|
2.618 |
6,350.5 |
|
4.250 |
6,238.0 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,565.5 |
6,581.5 |
| PP |
6,559.0 |
6,569.5 |
| S1 |
6,552.5 |
6,558.0 |
|