Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,239.3 |
1,251.4 |
12.1 |
1.0% |
1,241.6 |
High |
1,254.5 |
1,251.5 |
-3.0 |
-0.2% |
1,257.8 |
Low |
1,233.7 |
1,217.8 |
-15.9 |
-1.3% |
1,225.7 |
Close |
1,250.6 |
1,222.3 |
-28.3 |
-2.3% |
1,250.6 |
Range |
20.8 |
33.7 |
12.9 |
62.0% |
32.1 |
ATR |
21.5 |
22.4 |
0.9 |
4.0% |
0.0 |
Volume |
9,203 |
4,979 |
-4,224 |
-45.9% |
465,387 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.6 |
1,310.7 |
1,240.8 |
|
R3 |
1,297.9 |
1,277.0 |
1,231.6 |
|
R2 |
1,264.2 |
1,264.2 |
1,228.5 |
|
R1 |
1,243.3 |
1,243.3 |
1,225.4 |
1,236.9 |
PP |
1,230.5 |
1,230.5 |
1,230.5 |
1,227.4 |
S1 |
1,209.6 |
1,209.6 |
1,219.2 |
1,203.2 |
S2 |
1,196.8 |
1,196.8 |
1,216.1 |
|
S3 |
1,163.1 |
1,175.9 |
1,213.0 |
|
S4 |
1,129.4 |
1,142.2 |
1,203.8 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.0 |
1,327.9 |
1,268.3 |
|
R3 |
1,308.9 |
1,295.8 |
1,259.4 |
|
R2 |
1,276.8 |
1,276.8 |
1,256.5 |
|
R1 |
1,263.7 |
1,263.7 |
1,253.5 |
1,270.3 |
PP |
1,244.7 |
1,244.7 |
1,244.7 |
1,248.0 |
S1 |
1,231.6 |
1,231.6 |
1,247.7 |
1,238.2 |
S2 |
1,212.6 |
1,212.6 |
1,244.7 |
|
S3 |
1,180.5 |
1,199.5 |
1,241.8 |
|
S4 |
1,148.4 |
1,167.4 |
1,232.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,257.8 |
1,217.8 |
40.0 |
3.3% |
24.1 |
2.0% |
11% |
False |
True |
94,073 |
10 |
1,289.2 |
1,217.8 |
71.4 |
5.8% |
20.9 |
1.7% |
6% |
False |
True |
124,488 |
20 |
1,326.0 |
1,217.8 |
108.2 |
8.9% |
19.7 |
1.6% |
4% |
False |
True |
126,121 |
40 |
1,361.8 |
1,217.8 |
144.0 |
11.8% |
22.1 |
1.8% |
3% |
False |
True |
132,770 |
60 |
1,395.0 |
1,217.8 |
177.2 |
14.5% |
24.9 |
2.0% |
3% |
False |
True |
139,448 |
80 |
1,434.0 |
1,217.8 |
216.2 |
17.7% |
25.3 |
2.1% |
2% |
False |
True |
142,252 |
100 |
1,434.0 |
1,217.8 |
216.2 |
17.7% |
25.3 |
2.1% |
2% |
False |
True |
130,614 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.6% |
26.4 |
2.2% |
16% |
False |
False |
110,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.7 |
2.618 |
1,339.7 |
1.618 |
1,306.0 |
1.000 |
1,285.2 |
0.618 |
1,272.3 |
HIGH |
1,251.5 |
0.618 |
1,238.6 |
0.500 |
1,234.7 |
0.382 |
1,230.7 |
LOW |
1,217.8 |
0.618 |
1,197.0 |
1.000 |
1,184.1 |
1.618 |
1,163.3 |
2.618 |
1,129.6 |
4.250 |
1,074.6 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,234.7 |
1,236.3 |
PP |
1,230.5 |
1,231.6 |
S1 |
1,226.4 |
1,227.0 |
|