| 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 |
1,222.0 |
1,224.3 |
2.3 |
0.2% |
1,246.8 |
| High |
1,227.2 |
1,251.0 |
23.8 |
1.9% |
1,255.8 |
| Low |
1,216.4 |
1,213.1 |
-3.3 |
-0.3% |
1,229.4 |
| Close |
1,222.3 |
1,248.7 |
26.4 |
2.2% |
1,252.1 |
| Range |
10.8 |
37.9 |
27.1 |
250.9% |
26.4 |
| ATR |
17.8 |
19.2 |
1.4 |
8.1% |
0.0 |
| Volume |
1,352 |
1,023 |
-329 |
-24.3% |
7,275 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.3 |
1,337.9 |
1,269.5 |
|
| R3 |
1,313.4 |
1,300.0 |
1,259.1 |
|
| R2 |
1,275.5 |
1,275.5 |
1,255.6 |
|
| R1 |
1,262.1 |
1,262.1 |
1,252.2 |
1,268.8 |
| PP |
1,237.6 |
1,237.6 |
1,237.6 |
1,241.0 |
| S1 |
1,224.2 |
1,224.2 |
1,245.2 |
1,230.9 |
| S2 |
1,199.7 |
1,199.7 |
1,241.8 |
|
| S3 |
1,161.8 |
1,186.3 |
1,238.3 |
|
| S4 |
1,123.9 |
1,148.4 |
1,227.9 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.0 |
1,314.9 |
1,266.6 |
|
| R3 |
1,298.6 |
1,288.5 |
1,259.4 |
|
| R2 |
1,272.2 |
1,272.2 |
1,256.9 |
|
| R1 |
1,262.1 |
1,262.1 |
1,254.5 |
1,267.2 |
| PP |
1,245.8 |
1,245.8 |
1,245.8 |
1,248.3 |
| S1 |
1,235.7 |
1,235.7 |
1,249.7 |
1,240.8 |
| S2 |
1,219.4 |
1,219.4 |
1,247.3 |
|
| S3 |
1,193.0 |
1,209.3 |
1,244.8 |
|
| S4 |
1,166.6 |
1,182.9 |
1,237.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.8 |
1,213.1 |
42.7 |
3.4% |
22.2 |
1.8% |
83% |
False |
True |
1,494 |
| 10 |
1,278.1 |
1,213.1 |
65.0 |
5.2% |
19.9 |
1.6% |
55% |
False |
True |
1,401 |
| 20 |
1,326.1 |
1,213.1 |
113.0 |
9.0% |
16.8 |
1.3% |
32% |
False |
True |
1,510 |
| 40 |
1,362.0 |
1,213.1 |
148.9 |
11.9% |
17.5 |
1.4% |
24% |
False |
True |
1,070 |
| 60 |
1,376.1 |
1,213.1 |
163.0 |
13.1% |
17.8 |
1.4% |
22% |
False |
True |
861 |
| 80 |
1,431.7 |
1,213.1 |
218.6 |
17.5% |
17.5 |
1.4% |
16% |
False |
True |
807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,412.1 |
|
2.618 |
1,350.2 |
|
1.618 |
1,312.3 |
|
1.000 |
1,288.9 |
|
0.618 |
1,274.4 |
|
HIGH |
1,251.0 |
|
0.618 |
1,236.5 |
|
0.500 |
1,232.1 |
|
0.382 |
1,227.6 |
|
LOW |
1,213.1 |
|
0.618 |
1,189.7 |
|
1.000 |
1,175.2 |
|
1.618 |
1,151.8 |
|
2.618 |
1,113.9 |
|
4.250 |
1,052.0 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.2 |
1,243.2 |
| PP |
1,237.6 |
1,237.6 |
| S1 |
1,232.1 |
1,232.1 |
|