| 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 |
3,473.25 |
3,472.00 |
-1.25 |
0.0% |
3,420.00 |
| High |
3,481.75 |
3,488.00 |
6.25 |
0.2% |
3,490.00 |
| Low |
3,460.75 |
3,447.75 |
-13.00 |
-0.4% |
3,416.00 |
| Close |
3,470.00 |
3,476.75 |
6.75 |
0.2% |
3,481.50 |
| Range |
21.00 |
40.25 |
19.25 |
91.7% |
74.00 |
| ATR |
28.66 |
29.49 |
0.83 |
2.9% |
0.00 |
| Volume |
359 |
2,132 |
1,773 |
493.9% |
2,146 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,591.50 |
3,574.50 |
3,499.00 |
|
| R3 |
3,551.25 |
3,534.25 |
3,487.75 |
|
| R2 |
3,511.00 |
3,511.00 |
3,484.25 |
|
| R1 |
3,494.00 |
3,494.00 |
3,480.50 |
3,502.50 |
| PP |
3,470.75 |
3,470.75 |
3,470.75 |
3,475.00 |
| S1 |
3,453.75 |
3,453.75 |
3,473.00 |
3,462.25 |
| S2 |
3,430.50 |
3,430.50 |
3,469.25 |
|
| S3 |
3,390.25 |
3,413.50 |
3,465.75 |
|
| S4 |
3,350.00 |
3,373.25 |
3,454.50 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,684.50 |
3,657.00 |
3,522.25 |
|
| R3 |
3,610.50 |
3,583.00 |
3,501.75 |
|
| R2 |
3,536.50 |
3,536.50 |
3,495.00 |
|
| R1 |
3,509.00 |
3,509.00 |
3,488.25 |
3,522.75 |
| PP |
3,462.50 |
3,462.50 |
3,462.50 |
3,469.50 |
| S1 |
3,435.00 |
3,435.00 |
3,474.75 |
3,448.75 |
| S2 |
3,388.50 |
3,388.50 |
3,468.00 |
|
| S3 |
3,314.50 |
3,361.00 |
3,461.25 |
|
| S4 |
3,240.50 |
3,287.00 |
3,440.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,493.50 |
3,440.00 |
53.50 |
1.5% |
26.50 |
0.8% |
69% |
False |
False |
965 |
| 10 |
3,493.50 |
3,354.00 |
139.50 |
4.0% |
28.00 |
0.8% |
88% |
False |
False |
807 |
| 20 |
3,493.50 |
3,308.25 |
185.25 |
5.3% |
30.50 |
0.9% |
91% |
False |
False |
455 |
| 40 |
3,493.50 |
3,110.00 |
383.50 |
11.0% |
31.25 |
0.9% |
96% |
False |
False |
318 |
| 60 |
3,493.50 |
3,110.00 |
383.50 |
11.0% |
27.50 |
0.8% |
96% |
False |
False |
268 |
| 80 |
3,493.50 |
3,045.00 |
448.50 |
12.9% |
21.50 |
0.6% |
96% |
False |
False |
201 |
| 100 |
3,493.50 |
3,012.75 |
480.75 |
13.8% |
17.75 |
0.5% |
97% |
False |
False |
161 |
| 120 |
3,493.50 |
2,831.25 |
662.25 |
19.0% |
15.50 |
0.4% |
97% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,659.00 |
|
2.618 |
3,593.25 |
|
1.618 |
3,553.00 |
|
1.000 |
3,528.25 |
|
0.618 |
3,512.75 |
|
HIGH |
3,488.00 |
|
0.618 |
3,472.50 |
|
0.500 |
3,468.00 |
|
0.382 |
3,463.25 |
|
LOW |
3,447.75 |
|
0.618 |
3,423.00 |
|
1.000 |
3,407.50 |
|
1.618 |
3,382.75 |
|
2.618 |
3,342.50 |
|
4.250 |
3,276.75 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,473.75 |
3,474.75 |
| PP |
3,470.75 |
3,472.75 |
| S1 |
3,468.00 |
3,470.50 |
|