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 |
9,384.5 |
9,408.5 |
24.0 |
0.3% |
9,241.0 |
High |
9,428.0 |
9,428.0 |
0.0 |
0.0% |
9,428.0 |
Low |
9,382.0 |
9,389.5 |
7.5 |
0.1% |
9,237.0 |
Close |
9,411.0 |
9,407.5 |
-3.5 |
0.0% |
9,411.0 |
Range |
46.0 |
38.5 |
-7.5 |
-16.3% |
191.0 |
ATR |
83.2 |
80.0 |
-3.2 |
-3.8% |
0.0 |
Volume |
75,002 |
144,327 |
69,325 |
92.4% |
269,550 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,523.8 |
9,504.2 |
9,428.7 |
|
R3 |
9,485.3 |
9,465.7 |
9,418.1 |
|
R2 |
9,446.8 |
9,446.8 |
9,414.6 |
|
R1 |
9,427.2 |
9,427.2 |
9,411.0 |
9,417.8 |
PP |
9,408.3 |
9,408.3 |
9,408.3 |
9,403.6 |
S1 |
9,388.7 |
9,388.7 |
9,404.0 |
9,379.3 |
S2 |
9,369.8 |
9,369.8 |
9,400.4 |
|
S3 |
9,331.3 |
9,350.2 |
9,396.9 |
|
S4 |
9,292.8 |
9,311.7 |
9,386.3 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,931.7 |
9,862.3 |
9,516.1 |
|
R3 |
9,740.7 |
9,671.3 |
9,463.5 |
|
R2 |
9,549.7 |
9,549.7 |
9,446.0 |
|
R1 |
9,480.3 |
9,480.3 |
9,428.5 |
9,515.0 |
PP |
9,358.7 |
9,358.7 |
9,358.7 |
9,376.0 |
S1 |
9,289.3 |
9,289.3 |
9,393.5 |
9,324.0 |
S2 |
9,167.7 |
9,167.7 |
9,376.0 |
|
S3 |
8,976.7 |
9,098.3 |
9,358.5 |
|
S4 |
8,785.7 |
8,907.3 |
9,306.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,428.0 |
9,237.0 |
191.0 |
2.0% |
54.4 |
0.6% |
89% |
True |
False |
82,775 |
10 |
9,428.0 |
9,117.5 |
310.5 |
3.3% |
69.4 |
0.7% |
93% |
True |
False |
84,146 |
20 |
9,428.0 |
8,966.0 |
462.0 |
4.9% |
76.2 |
0.8% |
96% |
True |
False |
91,982 |
40 |
9,428.0 |
8,498.0 |
930.0 |
9.9% |
79.1 |
0.8% |
98% |
True |
False |
86,742 |
60 |
9,428.0 |
8,260.0 |
1,168.0 |
12.4% |
78.9 |
0.8% |
98% |
True |
False |
80,097 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.2% |
84.2 |
0.9% |
98% |
True |
False |
60,173 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.2% |
84.6 |
0.9% |
98% |
True |
False |
48,164 |
120 |
9,428.0 |
7,700.0 |
1,728.0 |
18.4% |
91.6 |
1.0% |
99% |
True |
False |
40,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,591.6 |
2.618 |
9,528.8 |
1.618 |
9,490.3 |
1.000 |
9,466.5 |
0.618 |
9,451.8 |
HIGH |
9,428.0 |
0.618 |
9,413.3 |
0.500 |
9,408.8 |
0.382 |
9,404.2 |
LOW |
9,389.5 |
0.618 |
9,365.7 |
1.000 |
9,351.0 |
1.618 |
9,327.2 |
2.618 |
9,288.7 |
4.250 |
9,225.9 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,408.8 |
9,392.9 |
PP |
9,408.3 |
9,378.3 |
S1 |
9,407.9 |
9,363.8 |
|