| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
5,334.0 |
5,267.0 |
-67.0 |
-1.3% |
5,368.0 |
| High |
5,352.0 |
5,292.0 |
-60.0 |
-1.1% |
5,390.0 |
| Low |
5,274.0 |
5,252.0 |
-22.0 |
-0.4% |
5,314.0 |
| Close |
5,286.0 |
5,254.0 |
-32.0 |
-0.6% |
5,329.0 |
| Range |
78.0 |
40.0 |
-38.0 |
-48.7% |
76.0 |
| ATR |
49.7 |
49.0 |
-0.7 |
-1.4% |
0.0 |
| Volume |
26,788 |
23,248 |
-3,540 |
-13.2% |
102,595 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,386.0 |
5,360.0 |
5,276.0 |
|
| R3 |
5,346.0 |
5,320.0 |
5,265.0 |
|
| R2 |
5,306.0 |
5,306.0 |
5,261.3 |
|
| R1 |
5,280.0 |
5,280.0 |
5,257.7 |
5,273.0 |
| PP |
5,266.0 |
5,266.0 |
5,266.0 |
5,262.5 |
| S1 |
5,240.0 |
5,240.0 |
5,250.3 |
5,233.0 |
| S2 |
5,226.0 |
5,226.0 |
5,246.7 |
|
| S3 |
5,186.0 |
5,200.0 |
5,243.0 |
|
| S4 |
5,146.0 |
5,160.0 |
5,232.0 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,572.3 |
5,526.7 |
5,370.8 |
|
| R3 |
5,496.3 |
5,450.7 |
5,349.9 |
|
| R2 |
5,420.3 |
5,420.3 |
5,342.9 |
|
| R1 |
5,374.7 |
5,374.7 |
5,336.0 |
5,359.5 |
| PP |
5,344.3 |
5,344.3 |
5,344.3 |
5,336.8 |
| S1 |
5,298.7 |
5,298.7 |
5,322.0 |
5,283.5 |
| S2 |
5,268.3 |
5,268.3 |
5,315.1 |
|
| S3 |
5,192.3 |
5,222.7 |
5,308.1 |
|
| S4 |
5,116.3 |
5,146.7 |
5,287.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,379.0 |
5,252.0 |
127.0 |
2.4% |
48.0 |
0.9% |
2% |
False |
True |
21,547 |
| 10 |
5,390.0 |
5,252.0 |
138.0 |
2.6% |
41.3 |
0.8% |
1% |
False |
True |
22,489 |
| 20 |
5,465.0 |
5,252.0 |
213.0 |
4.1% |
45.6 |
0.9% |
1% |
False |
True |
23,915 |
| 40 |
5,465.0 |
5,106.0 |
359.0 |
6.8% |
41.4 |
0.8% |
41% |
False |
False |
22,045 |
| 60 |
5,465.0 |
5,106.0 |
359.0 |
6.8% |
40.5 |
0.8% |
41% |
False |
False |
24,392 |
| 80 |
5,465.0 |
5,000.0 |
465.0 |
8.9% |
35.5 |
0.7% |
55% |
False |
False |
18,371 |
| 100 |
5,465.0 |
4,927.0 |
538.0 |
10.2% |
32.4 |
0.6% |
61% |
False |
False |
14,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,462.0 |
|
2.618 |
5,396.7 |
|
1.618 |
5,356.7 |
|
1.000 |
5,332.0 |
|
0.618 |
5,316.7 |
|
HIGH |
5,292.0 |
|
0.618 |
5,276.7 |
|
0.500 |
5,272.0 |
|
0.382 |
5,267.3 |
|
LOW |
5,252.0 |
|
0.618 |
5,227.3 |
|
1.000 |
5,212.0 |
|
1.618 |
5,187.3 |
|
2.618 |
5,147.3 |
|
4.250 |
5,082.0 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,272.0 |
5,308.0 |
| PP |
5,266.0 |
5,290.0 |
| S1 |
5,260.0 |
5,272.0 |
|