| 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 |
5,276.0 |
5,198.0 |
-78.0 |
-1.5% |
5,334.0 |
| High |
5,282.0 |
5,204.0 |
-78.0 |
-1.5% |
5,352.0 |
| Low |
5,204.0 |
5,152.0 |
-52.0 |
-1.0% |
5,152.0 |
| Close |
5,211.0 |
5,184.0 |
-27.0 |
-0.5% |
5,184.0 |
| Range |
78.0 |
52.0 |
-26.0 |
-33.3% |
200.0 |
| ATR |
52.4 |
52.9 |
0.5 |
0.9% |
0.0 |
| Volume |
28,195 |
23,740 |
-4,455 |
-15.8% |
132,630 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,336.0 |
5,312.0 |
5,212.6 |
|
| R3 |
5,284.0 |
5,260.0 |
5,198.3 |
|
| R2 |
5,232.0 |
5,232.0 |
5,193.5 |
|
| R1 |
5,208.0 |
5,208.0 |
5,188.8 |
5,194.0 |
| PP |
5,180.0 |
5,180.0 |
5,180.0 |
5,173.0 |
| S1 |
5,156.0 |
5,156.0 |
5,179.2 |
5,142.0 |
| S2 |
5,128.0 |
5,128.0 |
5,174.5 |
|
| S3 |
5,076.0 |
5,104.0 |
5,169.7 |
|
| S4 |
5,024.0 |
5,052.0 |
5,155.4 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,829.3 |
5,706.7 |
5,294.0 |
|
| R3 |
5,629.3 |
5,506.7 |
5,239.0 |
|
| R2 |
5,429.3 |
5,429.3 |
5,220.7 |
|
| R1 |
5,306.7 |
5,306.7 |
5,202.3 |
5,268.0 |
| PP |
5,229.3 |
5,229.3 |
5,229.3 |
5,210.0 |
| S1 |
5,106.7 |
5,106.7 |
5,165.7 |
5,068.0 |
| S2 |
5,029.3 |
5,029.3 |
5,147.3 |
|
| S3 |
4,829.3 |
4,906.7 |
5,129.0 |
|
| S4 |
4,629.3 |
4,706.7 |
5,074.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,352.0 |
5,152.0 |
200.0 |
3.9% |
63.4 |
1.2% |
16% |
False |
True |
26,526 |
| 10 |
5,390.0 |
5,152.0 |
238.0 |
4.6% |
50.1 |
1.0% |
13% |
False |
True |
23,522 |
| 20 |
5,465.0 |
5,152.0 |
313.0 |
6.0% |
50.9 |
1.0% |
10% |
False |
True |
24,433 |
| 40 |
5,465.0 |
5,152.0 |
313.0 |
6.0% |
43.3 |
0.8% |
10% |
False |
True |
22,698 |
| 60 |
5,465.0 |
5,106.0 |
359.0 |
6.9% |
42.7 |
0.8% |
22% |
False |
False |
25,398 |
| 80 |
5,465.0 |
5,000.0 |
465.0 |
9.0% |
37.8 |
0.7% |
40% |
False |
False |
19,397 |
| 100 |
5,465.0 |
4,963.0 |
502.0 |
9.7% |
34.0 |
0.7% |
44% |
False |
False |
15,537 |
| 120 |
5,465.0 |
4,621.0 |
844.0 |
16.3% |
30.2 |
0.6% |
67% |
False |
False |
12,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,425.0 |
|
2.618 |
5,340.1 |
|
1.618 |
5,288.1 |
|
1.000 |
5,256.0 |
|
0.618 |
5,236.1 |
|
HIGH |
5,204.0 |
|
0.618 |
5,184.1 |
|
0.500 |
5,178.0 |
|
0.382 |
5,171.9 |
|
LOW |
5,152.0 |
|
0.618 |
5,119.9 |
|
1.000 |
5,100.0 |
|
1.618 |
5,067.9 |
|
2.618 |
5,015.9 |
|
4.250 |
4,931.0 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,182.0 |
5,219.5 |
| PP |
5,180.0 |
5,207.7 |
| S1 |
5,178.0 |
5,195.8 |
|