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 |
1,251.4 |
1,219.2 |
-32.2 |
-2.6% |
1,241.6 |
High |
1,251.5 |
1,225.7 |
-25.8 |
-2.1% |
1,257.8 |
Low |
1,217.8 |
1,215.6 |
-2.2 |
-0.2% |
1,225.7 |
Close |
1,222.3 |
1,221.7 |
-0.6 |
0.0% |
1,250.6 |
Range |
33.7 |
10.1 |
-23.6 |
-70.0% |
32.1 |
ATR |
22.4 |
21.5 |
-0.9 |
-3.9% |
0.0 |
Volume |
4,979 |
1,932 |
-3,047 |
-61.2% |
465,387 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.3 |
1,246.6 |
1,227.3 |
|
R3 |
1,241.2 |
1,236.5 |
1,224.5 |
|
R2 |
1,231.1 |
1,231.1 |
1,223.6 |
|
R1 |
1,226.4 |
1,226.4 |
1,222.6 |
1,228.8 |
PP |
1,221.0 |
1,221.0 |
1,221.0 |
1,222.2 |
S1 |
1,216.3 |
1,216.3 |
1,220.8 |
1,218.7 |
S2 |
1,210.9 |
1,210.9 |
1,219.8 |
|
S3 |
1,200.8 |
1,206.2 |
1,218.9 |
|
S4 |
1,190.7 |
1,196.1 |
1,216.1 |
|
|
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 |
1,215.6 |
42.2 |
3.5% |
20.5 |
1.7% |
14% |
False |
True |
55,372 |
10 |
1,278.2 |
1,215.6 |
62.6 |
5.1% |
19.9 |
1.6% |
10% |
False |
True |
113,461 |
20 |
1,326.0 |
1,215.6 |
110.4 |
9.0% |
19.6 |
1.6% |
6% |
False |
True |
122,291 |
40 |
1,361.8 |
1,215.6 |
146.2 |
12.0% |
21.9 |
1.8% |
4% |
False |
True |
130,419 |
60 |
1,391.4 |
1,215.6 |
175.8 |
14.4% |
24.8 |
2.0% |
3% |
False |
True |
138,138 |
80 |
1,434.0 |
1,215.6 |
218.4 |
17.9% |
25.3 |
2.1% |
3% |
False |
True |
141,066 |
100 |
1,434.0 |
1,215.6 |
218.4 |
17.9% |
25.2 |
2.1% |
3% |
False |
True |
130,460 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.6% |
26.3 |
2.2% |
16% |
False |
False |
110,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,268.6 |
2.618 |
1,252.1 |
1.618 |
1,242.0 |
1.000 |
1,235.8 |
0.618 |
1,231.9 |
HIGH |
1,225.7 |
0.618 |
1,221.8 |
0.500 |
1,220.7 |
0.382 |
1,219.5 |
LOW |
1,215.6 |
0.618 |
1,209.4 |
1.000 |
1,205.5 |
1.618 |
1,199.3 |
2.618 |
1,189.2 |
4.250 |
1,172.7 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,221.4 |
1,235.1 |
PP |
1,221.0 |
1,230.6 |
S1 |
1,220.7 |
1,226.2 |
|