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 |
3,088.0 |
3,082.0 |
-6.0 |
-0.2% |
3,065.0 |
High |
3,097.0 |
3,093.0 |
-4.0 |
-0.1% |
3,097.0 |
Low |
3,077.0 |
3,068.0 |
-9.0 |
-0.3% |
3,058.0 |
Close |
3,085.0 |
3,078.0 |
-7.0 |
-0.2% |
3,085.0 |
Range |
20.0 |
25.0 |
5.0 |
25.0% |
39.0 |
ATR |
34.8 |
34.1 |
-0.7 |
-2.0% |
0.0 |
Volume |
612,735 |
1,109,747 |
497,012 |
81.1% |
2,332,402 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,154.7 |
3,141.3 |
3,091.8 |
|
R3 |
3,129.7 |
3,116.3 |
3,084.9 |
|
R2 |
3,104.7 |
3,104.7 |
3,082.6 |
|
R1 |
3,091.3 |
3,091.3 |
3,080.3 |
3,085.5 |
PP |
3,079.7 |
3,079.7 |
3,079.7 |
3,076.8 |
S1 |
3,066.3 |
3,066.3 |
3,075.7 |
3,060.5 |
S2 |
3,054.7 |
3,054.7 |
3,073.4 |
|
S3 |
3,029.7 |
3,041.3 |
3,071.1 |
|
S4 |
3,004.7 |
3,016.3 |
3,064.3 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,197.0 |
3,180.0 |
3,106.5 |
|
R3 |
3,158.0 |
3,141.0 |
3,095.7 |
|
R2 |
3,119.0 |
3,119.0 |
3,092.2 |
|
R1 |
3,102.0 |
3,102.0 |
3,088.6 |
3,110.5 |
PP |
3,080.0 |
3,080.0 |
3,080.0 |
3,084.3 |
S1 |
3,063.0 |
3,063.0 |
3,081.4 |
3,071.5 |
S2 |
3,041.0 |
3,041.0 |
3,077.9 |
|
S3 |
3,002.0 |
3,024.0 |
3,074.3 |
|
S4 |
2,963.0 |
2,985.0 |
3,063.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,097.0 |
3,058.0 |
39.0 |
1.3% |
21.2 |
0.7% |
51% |
False |
False |
688,429 |
10 |
3,097.0 |
3,011.0 |
86.0 |
2.8% |
30.6 |
1.0% |
78% |
False |
False |
693,915 |
20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
34.8 |
1.1% |
78% |
False |
False |
800,591 |
40 |
3,102.0 |
2,880.0 |
222.0 |
7.2% |
34.3 |
1.1% |
89% |
False |
False |
794,273 |
60 |
3,102.0 |
2,774.0 |
328.0 |
10.7% |
33.7 |
1.1% |
93% |
False |
False |
787,362 |
80 |
3,102.0 |
2,699.0 |
403.0 |
13.1% |
34.5 |
1.1% |
94% |
False |
False |
591,708 |
100 |
3,102.0 |
2,634.0 |
468.0 |
15.2% |
33.1 |
1.1% |
95% |
False |
False |
473,411 |
120 |
3,102.0 |
2,481.0 |
621.0 |
20.2% |
34.6 |
1.1% |
96% |
False |
False |
394,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,199.3 |
2.618 |
3,158.5 |
1.618 |
3,133.5 |
1.000 |
3,118.0 |
0.618 |
3,108.5 |
HIGH |
3,093.0 |
0.618 |
3,083.5 |
0.500 |
3,080.5 |
0.382 |
3,077.6 |
LOW |
3,068.0 |
0.618 |
3,052.6 |
1.000 |
3,043.0 |
1.618 |
3,027.6 |
2.618 |
3,002.6 |
4.250 |
2,961.8 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,080.5 |
3,079.5 |
PP |
3,079.7 |
3,079.0 |
S1 |
3,078.8 |
3,078.5 |
|