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 |
1,219.2 |
1,225.1 |
5.9 |
0.5% |
1,241.6 |
High |
1,225.7 |
1,250.4 |
24.7 |
2.0% |
1,257.8 |
Low |
1,215.6 |
1,212.9 |
-2.7 |
-0.2% |
1,225.7 |
Close |
1,221.7 |
1,248.2 |
26.5 |
2.2% |
1,250.6 |
Range |
10.1 |
37.5 |
27.4 |
271.3% |
32.1 |
ATR |
21.5 |
22.7 |
1.1 |
5.3% |
0.0 |
Volume |
1,932 |
1,823 |
-109 |
-5.6% |
465,387 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.7 |
1,336.4 |
1,268.8 |
|
R3 |
1,312.2 |
1,298.9 |
1,258.5 |
|
R2 |
1,274.7 |
1,274.7 |
1,255.1 |
|
R1 |
1,261.4 |
1,261.4 |
1,251.6 |
1,268.1 |
PP |
1,237.2 |
1,237.2 |
1,237.2 |
1,240.5 |
S1 |
1,223.9 |
1,223.9 |
1,244.8 |
1,230.6 |
S2 |
1,199.7 |
1,199.7 |
1,241.3 |
|
S3 |
1,162.2 |
1,186.4 |
1,237.9 |
|
S4 |
1,124.7 |
1,148.9 |
1,227.6 |
|
|
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 |
1,254.8 |
1,212.9 |
41.9 |
3.4% |
24.3 |
1.9% |
84% |
False |
True |
20,053 |
10 |
1,275.7 |
1,212.9 |
62.8 |
5.0% |
22.6 |
1.8% |
56% |
False |
True |
103,129 |
20 |
1,326.0 |
1,212.9 |
113.1 |
9.1% |
20.7 |
1.7% |
31% |
False |
True |
117,399 |
40 |
1,361.8 |
1,212.9 |
148.9 |
11.9% |
22.4 |
1.8% |
24% |
False |
True |
127,385 |
60 |
1,375.4 |
1,212.9 |
162.5 |
13.0% |
24.9 |
2.0% |
22% |
False |
True |
135,971 |
80 |
1,434.0 |
1,212.9 |
221.1 |
17.7% |
25.4 |
2.0% |
16% |
False |
True |
139,318 |
100 |
1,434.0 |
1,212.9 |
221.1 |
17.7% |
25.3 |
2.0% |
16% |
False |
True |
130,258 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.1% |
26.5 |
2.1% |
26% |
False |
False |
110,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.8 |
2.618 |
1,348.6 |
1.618 |
1,311.1 |
1.000 |
1,287.9 |
0.618 |
1,273.6 |
HIGH |
1,250.4 |
0.618 |
1,236.1 |
0.500 |
1,231.7 |
0.382 |
1,227.2 |
LOW |
1,212.9 |
0.618 |
1,189.7 |
1.000 |
1,175.4 |
1.618 |
1,152.2 |
2.618 |
1,114.7 |
4.250 |
1,053.5 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,242.7 |
1,242.9 |
PP |
1,237.2 |
1,237.5 |
S1 |
1,231.7 |
1,232.2 |
|