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 |
16,087.12 |
16,004.72 |
-82.40 |
-0.5% |
16,072.09 |
High |
16,098.00 |
16,004.72 |
-93.28 |
-0.6% |
16,174.51 |
Low |
15,986.23 |
15,859.68 |
-126.55 |
-0.8% |
16,055.46 |
Close |
16,008.77 |
15,914.62 |
-94.15 |
-0.6% |
16,086.41 |
Range |
111.77 |
145.04 |
33.27 |
29.8% |
119.05 |
ATR |
103.36 |
106.63 |
3.27 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,361.46 |
16,283.08 |
15,994.39 |
|
R3 |
16,216.42 |
16,138.04 |
15,954.51 |
|
R2 |
16,071.38 |
16,071.38 |
15,941.21 |
|
R1 |
15,993.00 |
15,993.00 |
15,927.92 |
15,959.67 |
PP |
15,926.34 |
15,926.34 |
15,926.34 |
15,909.68 |
S1 |
15,847.96 |
15,847.96 |
15,901.32 |
15,814.63 |
S2 |
15,781.30 |
15,781.30 |
15,888.03 |
|
S3 |
15,636.26 |
15,702.92 |
15,874.73 |
|
S4 |
15,491.22 |
15,557.88 |
15,834.85 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,462.61 |
16,393.56 |
16,151.89 |
|
R3 |
16,343.56 |
16,274.51 |
16,119.15 |
|
R2 |
16,224.51 |
16,224.51 |
16,108.24 |
|
R1 |
16,155.46 |
16,155.46 |
16,097.32 |
16,189.99 |
PP |
16,105.46 |
16,105.46 |
16,105.46 |
16,122.72 |
S1 |
16,036.41 |
16,036.41 |
16,075.50 |
16,070.94 |
S2 |
15,986.41 |
15,986.41 |
16,064.58 |
|
S3 |
15,867.36 |
15,917.36 |
16,053.67 |
|
S4 |
15,748.31 |
15,798.31 |
16,020.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,174.51 |
15,859.68 |
314.83 |
2.0% |
91.43 |
0.6% |
17% |
False |
True |
|
10 |
16,174.51 |
15,859.68 |
314.83 |
2.0% |
94.54 |
0.6% |
17% |
False |
True |
|
20 |
16,174.51 |
15,522.18 |
652.33 |
4.1% |
107.23 |
0.7% |
60% |
False |
False |
|
40 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
117.61 |
0.7% |
82% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
120.19 |
0.8% |
82% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
122.21 |
0.8% |
82% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
118.17 |
0.7% |
82% |
False |
False |
|
120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.2% |
126.61 |
0.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,621.14 |
2.618 |
16,384.43 |
1.618 |
16,239.39 |
1.000 |
16,149.76 |
0.618 |
16,094.35 |
HIGH |
16,004.72 |
0.618 |
15,949.31 |
0.500 |
15,932.20 |
0.382 |
15,915.09 |
LOW |
15,859.68 |
0.618 |
15,770.05 |
1.000 |
15,714.64 |
1.618 |
15,625.01 |
2.618 |
15,479.97 |
4.250 |
15,243.26 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,932.20 |
16,017.10 |
PP |
15,926.34 |
15,982.94 |
S1 |
15,920.48 |
15,948.78 |
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