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 |
15,886.50 |
15,825.55 |
-60.95 |
-0.4% |
16,087.12 |
High |
15,896.19 |
16,022.35 |
126.16 |
0.8% |
16,098.00 |
Low |
15,809.37 |
15,825.55 |
16.18 |
0.1% |
15,791.29 |
Close |
15,821.51 |
16,020.20 |
198.69 |
1.3% |
16,020.20 |
Range |
86.82 |
196.80 |
109.98 |
126.7% |
306.71 |
ATR |
109.36 |
115.89 |
6.53 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,546.43 |
16,480.12 |
16,128.44 |
|
R3 |
16,349.63 |
16,283.32 |
16,074.32 |
|
R2 |
16,152.83 |
16,152.83 |
16,056.28 |
|
R1 |
16,086.52 |
16,086.52 |
16,038.24 |
16,119.68 |
PP |
15,956.03 |
15,956.03 |
15,956.03 |
15,972.61 |
S1 |
15,889.72 |
15,889.72 |
16,002.16 |
15,922.88 |
S2 |
15,759.23 |
15,759.23 |
15,984.12 |
|
S3 |
15,562.43 |
15,692.92 |
15,966.08 |
|
S4 |
15,365.63 |
15,496.12 |
15,911.96 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,889.96 |
16,761.79 |
16,188.89 |
|
R3 |
16,583.25 |
16,455.08 |
16,104.55 |
|
R2 |
16,276.54 |
16,276.54 |
16,076.43 |
|
R1 |
16,148.37 |
16,148.37 |
16,048.32 |
16,059.10 |
PP |
15,969.83 |
15,969.83 |
15,969.83 |
15,925.20 |
S1 |
15,841.66 |
15,841.66 |
15,992.08 |
15,752.39 |
S2 |
15,663.12 |
15,663.12 |
15,963.97 |
|
S3 |
15,356.41 |
15,534.95 |
15,935.85 |
|
S4 |
15,049.70 |
15,228.24 |
15,851.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,098.00 |
15,791.29 |
306.71 |
1.9% |
141.90 |
0.9% |
75% |
False |
False |
|
10 |
16,174.51 |
15,791.29 |
383.22 |
2.4% |
105.65 |
0.7% |
60% |
False |
False |
|
20 |
16,174.51 |
15,579.35 |
595.16 |
3.7% |
106.74 |
0.7% |
74% |
False |
False |
|
40 |
16,174.51 |
15,100.13 |
1,074.38 |
6.7% |
113.49 |
0.7% |
86% |
False |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
122.41 |
0.8% |
89% |
False |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
123.12 |
0.8% |
89% |
False |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.1% |
120.70 |
0.8% |
89% |
False |
False |
|
120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.1% |
126.23 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,858.75 |
2.618 |
16,537.57 |
1.618 |
16,340.77 |
1.000 |
16,219.15 |
0.618 |
16,143.97 |
HIGH |
16,022.35 |
0.618 |
15,947.17 |
0.500 |
15,923.95 |
0.382 |
15,900.73 |
LOW |
15,825.55 |
0.618 |
15,703.93 |
1.000 |
15,628.75 |
1.618 |
15,507.13 |
2.618 |
15,310.33 |
4.250 |
14,989.15 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,988.12 |
15,982.41 |
PP |
15,956.03 |
15,944.61 |
S1 |
15,923.95 |
15,906.82 |
|