| 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 |
3,476.00 |
3,473.50 |
-2.50 |
-0.1% |
3,489.50 |
| High |
3,485.75 |
3,505.00 |
19.25 |
0.6% |
3,505.00 |
| Low |
3,463.25 |
3,471.25 |
8.00 |
0.2% |
3,447.75 |
| Close |
3,473.00 |
3,498.25 |
25.25 |
0.7% |
3,498.25 |
| Range |
22.50 |
33.75 |
11.25 |
50.0% |
57.25 |
| ATR |
28.99 |
29.33 |
0.34 |
1.2% |
0.00 |
| Volume |
3,213 |
4,733 |
1,520 |
47.3% |
11,032 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,592.75 |
3,579.25 |
3,516.75 |
|
| R3 |
3,559.00 |
3,545.50 |
3,507.50 |
|
| R2 |
3,525.25 |
3,525.25 |
3,504.50 |
|
| R1 |
3,511.75 |
3,511.75 |
3,501.25 |
3,518.50 |
| PP |
3,491.50 |
3,491.50 |
3,491.50 |
3,495.00 |
| S1 |
3,478.00 |
3,478.00 |
3,495.25 |
3,484.75 |
| S2 |
3,457.75 |
3,457.75 |
3,492.00 |
|
| S3 |
3,424.00 |
3,444.25 |
3,489.00 |
|
| S4 |
3,390.25 |
3,410.50 |
3,479.75 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.50 |
3,634.00 |
3,529.75 |
|
| R3 |
3,598.25 |
3,576.75 |
3,514.00 |
|
| R2 |
3,541.00 |
3,541.00 |
3,508.75 |
|
| R1 |
3,519.50 |
3,519.50 |
3,503.50 |
3,530.25 |
| PP |
3,483.75 |
3,483.75 |
3,483.75 |
3,489.00 |
| S1 |
3,462.25 |
3,462.25 |
3,493.00 |
3,473.00 |
| S2 |
3,426.50 |
3,426.50 |
3,487.75 |
|
| S3 |
3,369.25 |
3,405.00 |
3,482.50 |
|
| S4 |
3,312.00 |
3,347.75 |
3,466.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,505.00 |
3,447.75 |
57.25 |
1.6% |
28.00 |
0.8% |
88% |
True |
False |
2,206 |
| 10 |
3,505.00 |
3,395.50 |
109.50 |
3.1% |
25.75 |
0.7% |
94% |
True |
False |
1,441 |
| 20 |
3,505.00 |
3,308.50 |
196.50 |
5.6% |
28.50 |
0.8% |
97% |
True |
False |
851 |
| 40 |
3,505.00 |
3,188.75 |
316.25 |
9.0% |
30.00 |
0.9% |
98% |
True |
False |
500 |
| 60 |
3,505.00 |
3,110.00 |
395.00 |
11.3% |
28.25 |
0.8% |
98% |
True |
False |
400 |
| 80 |
3,505.00 |
3,045.00 |
460.00 |
13.1% |
22.00 |
0.6% |
99% |
True |
False |
300 |
| 100 |
3,505.00 |
3,012.75 |
492.25 |
14.1% |
18.25 |
0.5% |
99% |
True |
False |
240 |
| 120 |
3,505.00 |
2,831.25 |
673.75 |
19.3% |
16.00 |
0.5% |
99% |
True |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,648.50 |
|
2.618 |
3,593.25 |
|
1.618 |
3,559.50 |
|
1.000 |
3,538.75 |
|
0.618 |
3,525.75 |
|
HIGH |
3,505.00 |
|
0.618 |
3,492.00 |
|
0.500 |
3,488.00 |
|
0.382 |
3,484.25 |
|
LOW |
3,471.25 |
|
0.618 |
3,450.50 |
|
1.000 |
3,437.50 |
|
1.618 |
3,416.75 |
|
2.618 |
3,383.00 |
|
4.250 |
3,327.75 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,495.00 |
3,491.00 |
| PP |
3,491.50 |
3,483.75 |
| S1 |
3,488.00 |
3,476.50 |
|