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 |
16,004.72 |
15,910.51 |
-94.21 |
-0.6% |
16,072.09 |
High |
16,004.72 |
15,960.36 |
-44.36 |
-0.3% |
16,174.51 |
Low |
15,859.68 |
15,791.29 |
-68.39 |
-0.4% |
16,055.46 |
Close |
15,914.62 |
15,889.77 |
-24.85 |
-0.2% |
16,086.41 |
Range |
145.04 |
169.07 |
24.03 |
16.6% |
119.05 |
ATR |
106.63 |
111.09 |
4.46 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,387.68 |
16,307.80 |
15,982.76 |
|
R3 |
16,218.61 |
16,138.73 |
15,936.26 |
|
R2 |
16,049.54 |
16,049.54 |
15,920.77 |
|
R1 |
15,969.66 |
15,969.66 |
15,905.27 |
15,925.07 |
PP |
15,880.47 |
15,880.47 |
15,880.47 |
15,858.18 |
S1 |
15,800.59 |
15,800.59 |
15,874.27 |
15,756.00 |
S2 |
15,711.40 |
15,711.40 |
15,858.77 |
|
S3 |
15,542.33 |
15,631.52 |
15,843.28 |
|
S4 |
15,373.26 |
15,462.45 |
15,796.78 |
|
|
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 |
15,791.29 |
383.22 |
2.4% |
115.38 |
0.7% |
26% |
False |
True |
|
10 |
16,174.51 |
15,791.29 |
383.22 |
2.4% |
103.24 |
0.6% |
26% |
False |
True |
|
20 |
16,174.51 |
15,579.35 |
595.16 |
3.7% |
109.20 |
0.7% |
52% |
False |
False |
|
40 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
117.72 |
0.7% |
80% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
120.92 |
0.8% |
80% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
123.30 |
0.8% |
80% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
119.32 |
0.8% |
80% |
False |
False |
|
120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.2% |
126.67 |
0.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,678.91 |
2.618 |
16,402.99 |
1.618 |
16,233.92 |
1.000 |
16,129.43 |
0.618 |
16,064.85 |
HIGH |
15,960.36 |
0.618 |
15,895.78 |
0.500 |
15,875.83 |
0.382 |
15,855.87 |
LOW |
15,791.29 |
0.618 |
15,686.80 |
1.000 |
15,622.22 |
1.618 |
15,517.73 |
2.618 |
15,348.66 |
4.250 |
15,072.74 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,885.12 |
15,944.65 |
PP |
15,880.47 |
15,926.35 |
S1 |
15,875.83 |
15,908.06 |
|