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 |
5,227.0 |
5,276.0 |
49.0 |
0.9% |
5,368.0 |
High |
5,287.0 |
5,282.0 |
-5.0 |
-0.1% |
5,390.0 |
Low |
5,218.0 |
5,204.0 |
-14.0 |
-0.3% |
5,314.0 |
Close |
5,277.0 |
5,211.0 |
-66.0 |
-1.3% |
5,329.0 |
Range |
69.0 |
78.0 |
9.0 |
13.0% |
76.0 |
ATR |
50.4 |
52.4 |
2.0 |
3.9% |
0.0 |
Volume |
30,659 |
28,195 |
-2,464 |
-8.0% |
102,595 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,466.3 |
5,416.7 |
5,253.9 |
|
R3 |
5,388.3 |
5,338.7 |
5,232.5 |
|
R2 |
5,310.3 |
5,310.3 |
5,225.3 |
|
R1 |
5,260.7 |
5,260.7 |
5,218.2 |
5,246.5 |
PP |
5,232.3 |
5,232.3 |
5,232.3 |
5,225.3 |
S1 |
5,182.7 |
5,182.7 |
5,203.9 |
5,168.5 |
S2 |
5,154.3 |
5,154.3 |
5,196.7 |
|
S3 |
5,076.3 |
5,104.7 |
5,189.6 |
|
S4 |
4,998.3 |
5,026.7 |
5,168.1 |
|
|
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 |
5,364.0 |
5,204.0 |
160.0 |
3.1% |
63.0 |
1.2% |
4% |
False |
True |
25,531 |
10 |
5,390.0 |
5,204.0 |
186.0 |
3.6% |
48.8 |
0.9% |
4% |
False |
True |
22,941 |
20 |
5,465.0 |
5,204.0 |
261.0 |
5.0% |
49.9 |
1.0% |
3% |
False |
True |
24,283 |
40 |
5,465.0 |
5,176.0 |
289.0 |
5.5% |
43.3 |
0.8% |
12% |
False |
False |
22,725 |
60 |
5,465.0 |
5,106.0 |
359.0 |
6.9% |
42.2 |
0.8% |
29% |
False |
False |
25,207 |
80 |
5,465.0 |
5,000.0 |
465.0 |
8.9% |
37.3 |
0.7% |
45% |
False |
False |
19,102 |
100 |
5,465.0 |
4,927.0 |
538.0 |
10.3% |
33.8 |
0.6% |
53% |
False |
False |
15,302 |
120 |
5,465.0 |
4,621.0 |
844.0 |
16.2% |
29.8 |
0.6% |
70% |
False |
False |
12,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,613.5 |
2.618 |
5,486.2 |
1.618 |
5,408.2 |
1.000 |
5,360.0 |
0.618 |
5,330.2 |
HIGH |
5,282.0 |
0.618 |
5,252.2 |
0.500 |
5,243.0 |
0.382 |
5,233.8 |
LOW |
5,204.0 |
0.618 |
5,155.8 |
1.000 |
5,126.0 |
1.618 |
5,077.8 |
2.618 |
4,999.8 |
4.250 |
4,872.5 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
5,243.0 |
5,248.0 |
PP |
5,232.3 |
5,235.7 |
S1 |
5,221.7 |
5,223.3 |
|