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 |
5,267.0 |
5,227.0 |
-40.0 |
-0.8% |
5,368.0 |
High |
5,292.0 |
5,287.0 |
-5.0 |
-0.1% |
5,390.0 |
Low |
5,252.0 |
5,218.0 |
-34.0 |
-0.6% |
5,314.0 |
Close |
5,254.0 |
5,277.0 |
23.0 |
0.4% |
5,329.0 |
Range |
40.0 |
69.0 |
29.0 |
72.5% |
76.0 |
ATR |
49.0 |
50.4 |
1.4 |
2.9% |
0.0 |
Volume |
23,248 |
30,659 |
7,411 |
31.9% |
102,595 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,467.7 |
5,441.3 |
5,315.0 |
|
R3 |
5,398.7 |
5,372.3 |
5,296.0 |
|
R2 |
5,329.7 |
5,329.7 |
5,289.7 |
|
R1 |
5,303.3 |
5,303.3 |
5,283.3 |
5,316.5 |
PP |
5,260.7 |
5,260.7 |
5,260.7 |
5,267.3 |
S1 |
5,234.3 |
5,234.3 |
5,270.7 |
5,247.5 |
S2 |
5,191.7 |
5,191.7 |
5,264.4 |
|
S3 |
5,122.7 |
5,165.3 |
5,258.0 |
|
S4 |
5,053.7 |
5,096.3 |
5,239.1 |
|
|
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 |
5,379.0 |
5,218.0 |
161.0 |
3.1% |
55.0 |
1.0% |
37% |
False |
True |
24,351 |
10 |
5,390.0 |
5,218.0 |
172.0 |
3.3% |
43.5 |
0.8% |
34% |
False |
True |
22,362 |
20 |
5,465.0 |
5,218.0 |
247.0 |
4.7% |
47.2 |
0.9% |
24% |
False |
True |
24,361 |
40 |
5,465.0 |
5,116.0 |
349.0 |
6.6% |
42.0 |
0.8% |
46% |
False |
False |
22,417 |
60 |
5,465.0 |
5,106.0 |
359.0 |
6.8% |
41.4 |
0.8% |
48% |
False |
False |
24,892 |
80 |
5,465.0 |
5,000.0 |
465.0 |
8.8% |
36.4 |
0.7% |
60% |
False |
False |
18,750 |
100 |
5,465.0 |
4,927.0 |
538.0 |
10.2% |
33.1 |
0.6% |
65% |
False |
False |
15,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,580.3 |
2.618 |
5,467.6 |
1.618 |
5,398.6 |
1.000 |
5,356.0 |
0.618 |
5,329.6 |
HIGH |
5,287.0 |
0.618 |
5,260.6 |
0.500 |
5,252.5 |
0.382 |
5,244.4 |
LOW |
5,218.0 |
0.618 |
5,175.4 |
1.000 |
5,149.0 |
1.618 |
5,106.4 |
2.618 |
5,037.4 |
4.250 |
4,924.8 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,268.8 |
5,285.0 |
PP |
5,260.7 |
5,282.3 |
S1 |
5,252.5 |
5,279.7 |
|