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 |
15,910.51 |
15,886.50 |
-24.01 |
-0.2% |
16,072.09 |
High |
15,960.36 |
15,896.19 |
-64.17 |
-0.4% |
16,174.51 |
Low |
15,791.29 |
15,809.37 |
18.08 |
0.1% |
16,055.46 |
Close |
15,889.77 |
15,821.51 |
-68.26 |
-0.4% |
16,086.41 |
Range |
169.07 |
86.82 |
-82.25 |
-48.6% |
119.05 |
ATR |
111.09 |
109.36 |
-1.73 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,102.82 |
16,048.98 |
15,869.26 |
|
R3 |
16,016.00 |
15,962.16 |
15,845.39 |
|
R2 |
15,929.18 |
15,929.18 |
15,837.43 |
|
R1 |
15,875.34 |
15,875.34 |
15,829.47 |
15,858.85 |
PP |
15,842.36 |
15,842.36 |
15,842.36 |
15,834.11 |
S1 |
15,788.52 |
15,788.52 |
15,813.55 |
15,772.03 |
S2 |
15,755.54 |
15,755.54 |
15,805.59 |
|
S3 |
15,668.72 |
15,701.70 |
15,797.63 |
|
S4 |
15,581.90 |
15,614.88 |
15,773.76 |
|
|
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% |
122.61 |
0.8% |
8% |
False |
False |
|
10 |
16,174.51 |
15,791.29 |
383.22 |
2.4% |
96.77 |
0.6% |
8% |
False |
False |
|
20 |
16,174.51 |
15,579.35 |
595.16 |
3.8% |
107.46 |
0.7% |
41% |
False |
False |
|
40 |
16,174.51 |
14,806.39 |
1,368.12 |
8.6% |
116.56 |
0.7% |
74% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
120.16 |
0.8% |
76% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
122.37 |
0.8% |
76% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.2% |
119.37 |
0.8% |
76% |
False |
False |
|
120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.3% |
125.87 |
0.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,265.18 |
2.618 |
16,123.48 |
1.618 |
16,036.66 |
1.000 |
15,983.01 |
0.618 |
15,949.84 |
HIGH |
15,896.19 |
0.618 |
15,863.02 |
0.500 |
15,852.78 |
0.382 |
15,842.54 |
LOW |
15,809.37 |
0.618 |
15,755.72 |
1.000 |
15,722.55 |
1.618 |
15,668.90 |
2.618 |
15,582.08 |
4.250 |
15,440.39 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,852.78 |
15,898.01 |
PP |
15,842.36 |
15,872.51 |
S1 |
15,831.93 |
15,847.01 |
|