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 |
1,240.0 |
1,228.7 |
-11.3 |
-0.9% |
1,251.4 |
High |
1,241.5 |
1,242.0 |
0.5 |
0.0% |
1,251.5 |
Low |
1,218.6 |
1,213.0 |
-5.6 |
-0.5% |
1,212.9 |
Close |
1,233.2 |
1,230.3 |
-2.9 |
-0.2% |
1,230.3 |
Range |
22.9 |
29.0 |
6.1 |
26.6% |
38.6 |
ATR |
23.2 |
23.6 |
0.4 |
1.8% |
0.0 |
Volume |
446 |
1,032 |
586 |
131.4% |
10,212 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.4 |
1,301.9 |
1,246.3 |
|
R3 |
1,286.4 |
1,272.9 |
1,238.3 |
|
R2 |
1,257.4 |
1,257.4 |
1,235.6 |
|
R1 |
1,243.9 |
1,243.9 |
1,233.0 |
1,250.7 |
PP |
1,228.4 |
1,228.4 |
1,228.4 |
1,231.8 |
S1 |
1,214.9 |
1,214.9 |
1,227.6 |
1,221.7 |
S2 |
1,199.4 |
1,199.4 |
1,225.0 |
|
S3 |
1,170.4 |
1,185.9 |
1,222.3 |
|
S4 |
1,141.4 |
1,156.9 |
1,214.4 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.4 |
1,327.4 |
1,251.5 |
|
R3 |
1,308.8 |
1,288.8 |
1,240.9 |
|
R2 |
1,270.2 |
1,270.2 |
1,237.4 |
|
R1 |
1,250.2 |
1,250.2 |
1,233.8 |
1,240.9 |
PP |
1,231.6 |
1,231.6 |
1,231.6 |
1,226.9 |
S1 |
1,211.6 |
1,211.6 |
1,226.8 |
1,202.3 |
S2 |
1,193.0 |
1,193.0 |
1,223.2 |
|
S3 |
1,154.4 |
1,173.0 |
1,219.7 |
|
S4 |
1,115.8 |
1,134.4 |
1,209.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,251.5 |
1,212.9 |
38.6 |
3.1% |
26.6 |
2.2% |
45% |
False |
False |
2,042 |
10 |
1,257.8 |
1,212.9 |
44.9 |
3.6% |
22.8 |
1.9% |
39% |
False |
False |
61,081 |
20 |
1,313.4 |
1,212.9 |
100.5 |
8.2% |
21.2 |
1.7% |
17% |
False |
False |
103,213 |
40 |
1,361.8 |
1,212.9 |
148.9 |
12.1% |
22.2 |
1.8% |
12% |
False |
False |
119,933 |
60 |
1,375.4 |
1,212.9 |
162.5 |
13.2% |
24.8 |
2.0% |
11% |
False |
False |
131,242 |
80 |
1,434.0 |
1,212.9 |
221.1 |
18.0% |
25.5 |
2.1% |
8% |
False |
False |
136,002 |
100 |
1,434.0 |
1,212.9 |
221.1 |
18.0% |
25.4 |
2.1% |
8% |
False |
False |
129,756 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.4% |
26.6 |
2.2% |
19% |
False |
False |
110,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.3 |
2.618 |
1,317.9 |
1.618 |
1,288.9 |
1.000 |
1,271.0 |
0.618 |
1,259.9 |
HIGH |
1,242.0 |
0.618 |
1,230.9 |
0.500 |
1,227.5 |
0.382 |
1,224.1 |
LOW |
1,213.0 |
0.618 |
1,195.1 |
1.000 |
1,184.0 |
1.618 |
1,166.1 |
2.618 |
1,137.1 |
4.250 |
1,089.8 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,229.4 |
1,231.7 |
PP |
1,228.4 |
1,231.2 |
S1 |
1,227.5 |
1,230.8 |
|