| 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 |
1,224.3 |
1,243.0 |
18.7 |
1.5% |
1,246.8 |
| High |
1,251.0 |
1,243.0 |
-8.0 |
-0.6% |
1,255.8 |
| Low |
1,213.1 |
1,218.2 |
5.1 |
0.4% |
1,229.4 |
| Close |
1,248.7 |
1,233.3 |
-15.4 |
-1.2% |
1,252.1 |
| Range |
37.9 |
24.8 |
-13.1 |
-34.6% |
26.4 |
| ATR |
19.2 |
20.0 |
0.8 |
4.2% |
0.0 |
| Volume |
1,023 |
1,289 |
266 |
26.0% |
7,275 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.9 |
1,294.4 |
1,246.9 |
|
| R3 |
1,281.1 |
1,269.6 |
1,240.1 |
|
| R2 |
1,256.3 |
1,256.3 |
1,237.8 |
|
| R1 |
1,244.8 |
1,244.8 |
1,235.6 |
1,238.2 |
| PP |
1,231.5 |
1,231.5 |
1,231.5 |
1,228.2 |
| S1 |
1,220.0 |
1,220.0 |
1,231.0 |
1,213.4 |
| S2 |
1,206.7 |
1,206.7 |
1,228.8 |
|
| S3 |
1,181.9 |
1,195.2 |
1,226.5 |
|
| S4 |
1,157.1 |
1,170.4 |
1,219.7 |
|
|
| 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 |
3.5% |
24.1 |
2.0% |
47% |
False |
False |
1,289 |
| 10 |
1,255.8 |
1,213.1 |
42.7 |
3.5% |
18.9 |
1.5% |
47% |
False |
False |
1,439 |
| 20 |
1,326.1 |
1,213.1 |
113.0 |
9.2% |
17.6 |
1.4% |
18% |
False |
False |
1,500 |
| 40 |
1,362.0 |
1,213.1 |
148.9 |
12.1% |
17.5 |
1.4% |
14% |
False |
False |
1,096 |
| 60 |
1,376.1 |
1,213.1 |
163.0 |
13.2% |
18.2 |
1.5% |
12% |
False |
False |
876 |
| 80 |
1,431.7 |
1,213.1 |
218.6 |
17.7% |
17.7 |
1.4% |
9% |
False |
False |
817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,348.4 |
|
2.618 |
1,307.9 |
|
1.618 |
1,283.1 |
|
1.000 |
1,267.8 |
|
0.618 |
1,258.3 |
|
HIGH |
1,243.0 |
|
0.618 |
1,233.5 |
|
0.500 |
1,230.6 |
|
0.382 |
1,227.7 |
|
LOW |
1,218.2 |
|
0.618 |
1,202.9 |
|
1.000 |
1,193.4 |
|
1.618 |
1,178.1 |
|
2.618 |
1,153.3 |
|
4.250 |
1,112.8 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.4 |
1,232.9 |
| PP |
1,231.5 |
1,232.5 |
| S1 |
1,230.6 |
1,232.1 |
|