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 |
1,225.1 |
1,240.0 |
14.9 |
1.2% |
1,241.6 |
High |
1,250.4 |
1,241.5 |
-8.9 |
-0.7% |
1,257.8 |
Low |
1,212.9 |
1,218.6 |
5.7 |
0.5% |
1,225.7 |
Close |
1,248.2 |
1,233.2 |
-15.0 |
-1.2% |
1,250.6 |
Range |
37.5 |
22.9 |
-14.6 |
-38.9% |
32.1 |
ATR |
22.7 |
23.2 |
0.5 |
2.2% |
0.0 |
Volume |
1,823 |
446 |
-1,377 |
-75.5% |
465,387 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.8 |
1,289.4 |
1,245.8 |
|
R3 |
1,276.9 |
1,266.5 |
1,239.5 |
|
R2 |
1,254.0 |
1,254.0 |
1,237.4 |
|
R1 |
1,243.6 |
1,243.6 |
1,235.3 |
1,237.4 |
PP |
1,231.1 |
1,231.1 |
1,231.1 |
1,228.0 |
S1 |
1,220.7 |
1,220.7 |
1,231.1 |
1,214.5 |
S2 |
1,208.2 |
1,208.2 |
1,229.0 |
|
S3 |
1,185.3 |
1,197.8 |
1,226.9 |
|
S4 |
1,162.4 |
1,174.9 |
1,220.6 |
|
|
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 |
1,254.5 |
1,212.9 |
41.6 |
3.4% |
25.0 |
2.0% |
49% |
False |
False |
3,676 |
10 |
1,257.8 |
1,212.9 |
44.9 |
3.6% |
21.3 |
1.7% |
45% |
False |
False |
80,754 |
20 |
1,326.0 |
1,212.9 |
113.1 |
9.2% |
21.2 |
1.7% |
18% |
False |
False |
112,566 |
40 |
1,361.8 |
1,212.9 |
148.9 |
12.1% |
22.3 |
1.8% |
14% |
False |
False |
123,436 |
60 |
1,375.4 |
1,212.9 |
162.5 |
13.2% |
25.1 |
2.0% |
12% |
False |
False |
134,310 |
80 |
1,434.0 |
1,212.9 |
221.1 |
17.9% |
25.4 |
2.1% |
9% |
False |
False |
137,496 |
100 |
1,434.0 |
1,212.9 |
221.1 |
17.9% |
25.4 |
2.1% |
9% |
False |
False |
130,070 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.4% |
26.6 |
2.2% |
20% |
False |
False |
110,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,338.8 |
2.618 |
1,301.5 |
1.618 |
1,278.6 |
1.000 |
1,264.4 |
0.618 |
1,255.7 |
HIGH |
1,241.5 |
0.618 |
1,232.8 |
0.500 |
1,230.1 |
0.382 |
1,227.3 |
LOW |
1,218.6 |
0.618 |
1,204.4 |
1.000 |
1,195.7 |
1.618 |
1,181.5 |
2.618 |
1,158.6 |
4.250 |
1,121.3 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,232.2 |
1,232.7 |
PP |
1,231.1 |
1,232.2 |
S1 |
1,230.1 |
1,231.7 |
|