| 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 |
3,472.00 |
3,476.00 |
4.00 |
0.1% |
3,420.00 |
| High |
3,488.00 |
3,485.75 |
-2.25 |
-0.1% |
3,490.00 |
| Low |
3,447.75 |
3,463.25 |
15.50 |
0.4% |
3,416.00 |
| Close |
3,476.75 |
3,473.00 |
-3.75 |
-0.1% |
3,481.50 |
| Range |
40.25 |
22.50 |
-17.75 |
-44.1% |
74.00 |
| ATR |
29.49 |
28.99 |
-0.50 |
-1.7% |
0.00 |
| Volume |
2,132 |
3,213 |
1,081 |
50.7% |
2,146 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,541.50 |
3,529.75 |
3,485.50 |
|
| R3 |
3,519.00 |
3,507.25 |
3,479.25 |
|
| R2 |
3,496.50 |
3,496.50 |
3,477.00 |
|
| R1 |
3,484.75 |
3,484.75 |
3,475.00 |
3,479.50 |
| PP |
3,474.00 |
3,474.00 |
3,474.00 |
3,471.25 |
| S1 |
3,462.25 |
3,462.25 |
3,471.00 |
3,457.00 |
| S2 |
3,451.50 |
3,451.50 |
3,469.00 |
|
| S3 |
3,429.00 |
3,439.75 |
3,466.75 |
|
| S4 |
3,406.50 |
3,417.25 |
3,460.50 |
|
|
| 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 |
3,447.75 |
45.75 |
1.3% |
26.25 |
0.8% |
55% |
False |
False |
1,352 |
| 10 |
3,493.50 |
3,356.00 |
137.50 |
4.0% |
26.75 |
0.8% |
85% |
False |
False |
1,040 |
| 20 |
3,493.50 |
3,308.25 |
185.25 |
5.3% |
30.50 |
0.9% |
89% |
False |
False |
615 |
| 40 |
3,493.50 |
3,135.00 |
358.50 |
10.3% |
30.75 |
0.9% |
94% |
False |
False |
392 |
| 60 |
3,493.50 |
3,110.00 |
383.50 |
11.0% |
27.75 |
0.8% |
95% |
False |
False |
321 |
| 80 |
3,493.50 |
3,045.00 |
448.50 |
12.9% |
21.75 |
0.6% |
95% |
False |
False |
241 |
| 100 |
3,493.50 |
3,012.75 |
480.75 |
13.8% |
18.00 |
0.5% |
96% |
False |
False |
193 |
| 120 |
3,493.50 |
2,831.25 |
662.25 |
19.1% |
15.75 |
0.5% |
97% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,581.50 |
|
2.618 |
3,544.75 |
|
1.618 |
3,522.25 |
|
1.000 |
3,508.25 |
|
0.618 |
3,499.75 |
|
HIGH |
3,485.75 |
|
0.618 |
3,477.25 |
|
0.500 |
3,474.50 |
|
0.382 |
3,471.75 |
|
LOW |
3,463.25 |
|
0.618 |
3,449.25 |
|
1.000 |
3,440.75 |
|
1.618 |
3,426.75 |
|
2.618 |
3,404.25 |
|
4.250 |
3,367.50 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,474.50 |
3,471.25 |
| PP |
3,474.00 |
3,469.50 |
| S1 |
3,473.50 |
3,468.00 |
|