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 |
5,364.0 |
5,334.0 |
-30.0 |
-0.6% |
5,368.0 |
High |
5,364.0 |
5,352.0 |
-12.0 |
-0.2% |
5,390.0 |
Low |
5,314.0 |
5,274.0 |
-40.0 |
-0.8% |
5,314.0 |
Close |
5,329.0 |
5,286.0 |
-43.0 |
-0.8% |
5,329.0 |
Range |
50.0 |
78.0 |
28.0 |
56.0% |
76.0 |
ATR |
47.5 |
49.7 |
2.2 |
4.6% |
0.0 |
Volume |
18,765 |
26,788 |
8,023 |
42.8% |
102,595 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,538.0 |
5,490.0 |
5,328.9 |
|
R3 |
5,460.0 |
5,412.0 |
5,307.5 |
|
R2 |
5,382.0 |
5,382.0 |
5,300.3 |
|
R1 |
5,334.0 |
5,334.0 |
5,293.2 |
5,319.0 |
PP |
5,304.0 |
5,304.0 |
5,304.0 |
5,296.5 |
S1 |
5,256.0 |
5,256.0 |
5,278.9 |
5,241.0 |
S2 |
5,226.0 |
5,226.0 |
5,271.7 |
|
S3 |
5,148.0 |
5,178.0 |
5,264.6 |
|
S4 |
5,070.0 |
5,100.0 |
5,243.1 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,572.3 |
5,526.7 |
5,370.8 |
|
R3 |
5,496.3 |
5,450.7 |
5,349.9 |
|
R2 |
5,420.3 |
5,420.3 |
5,342.9 |
|
R1 |
5,374.7 |
5,374.7 |
5,336.0 |
5,359.5 |
PP |
5,344.3 |
5,344.3 |
5,344.3 |
5,336.8 |
S1 |
5,298.7 |
5,298.7 |
5,322.0 |
5,283.5 |
S2 |
5,268.3 |
5,268.3 |
5,315.1 |
|
S3 |
5,192.3 |
5,222.7 |
5,308.1 |
|
S4 |
5,116.3 |
5,146.7 |
5,287.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,389.0 |
5,274.0 |
115.0 |
2.2% |
46.8 |
0.9% |
10% |
False |
True |
21,562 |
10 |
5,390.0 |
5,274.0 |
116.0 |
2.2% |
40.0 |
0.8% |
10% |
False |
True |
22,366 |
20 |
5,465.0 |
5,274.0 |
191.0 |
3.6% |
44.9 |
0.8% |
6% |
False |
True |
23,724 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.8% |
41.3 |
0.8% |
50% |
False |
False |
22,019 |
60 |
5,465.0 |
5,106.0 |
359.0 |
6.8% |
40.0 |
0.8% |
50% |
False |
False |
24,040 |
80 |
5,465.0 |
5,000.0 |
465.0 |
8.8% |
35.6 |
0.7% |
62% |
False |
False |
18,083 |
100 |
5,465.0 |
4,927.0 |
538.0 |
10.2% |
32.0 |
0.6% |
67% |
False |
False |
14,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,683.5 |
2.618 |
5,556.2 |
1.618 |
5,478.2 |
1.000 |
5,430.0 |
0.618 |
5,400.2 |
HIGH |
5,352.0 |
0.618 |
5,322.2 |
0.500 |
5,313.0 |
0.382 |
5,303.8 |
LOW |
5,274.0 |
0.618 |
5,225.8 |
1.000 |
5,196.0 |
1.618 |
5,147.8 |
2.618 |
5,069.8 |
4.250 |
4,942.5 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,313.0 |
5,326.5 |
PP |
5,304.0 |
5,313.0 |
S1 |
5,295.0 |
5,299.5 |
|