Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,408.5 |
9,385.0 |
-23.5 |
-0.2% |
9,241.0 |
High |
9,428.0 |
9,406.0 |
-22.0 |
-0.2% |
9,428.0 |
Low |
9,389.5 |
9,204.0 |
-185.5 |
-2.0% |
9,237.0 |
Close |
9,407.5 |
9,230.0 |
-177.5 |
-1.9% |
9,411.0 |
Range |
38.5 |
202.0 |
163.5 |
424.7% |
191.0 |
ATR |
80.0 |
88.8 |
8.8 |
11.0% |
0.0 |
Volume |
144,327 |
137,872 |
-6,455 |
-4.5% |
269,550 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,886.0 |
9,760.0 |
9,341.1 |
|
R3 |
9,684.0 |
9,558.0 |
9,285.6 |
|
R2 |
9,482.0 |
9,482.0 |
9,267.0 |
|
R1 |
9,356.0 |
9,356.0 |
9,248.5 |
9,318.0 |
PP |
9,280.0 |
9,280.0 |
9,280.0 |
9,261.0 |
S1 |
9,154.0 |
9,154.0 |
9,211.5 |
9,116.0 |
S2 |
9,078.0 |
9,078.0 |
9,193.0 |
|
S3 |
8,876.0 |
8,952.0 |
9,174.5 |
|
S4 |
8,674.0 |
8,750.0 |
9,118.9 |
|
|
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 |
9,204.0 |
224.0 |
2.4% |
76.8 |
0.8% |
12% |
False |
True |
96,480 |
10 |
9,428.0 |
9,117.5 |
310.5 |
3.4% |
78.4 |
0.8% |
36% |
False |
False |
89,236 |
20 |
9,428.0 |
8,966.0 |
462.0 |
5.0% |
84.3 |
0.9% |
57% |
False |
False |
94,257 |
40 |
9,428.0 |
8,498.0 |
930.0 |
10.1% |
81.7 |
0.9% |
79% |
False |
False |
87,874 |
60 |
9,428.0 |
8,334.0 |
1,094.0 |
11.9% |
81.1 |
0.9% |
82% |
False |
False |
82,325 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.4% |
85.2 |
0.9% |
85% |
False |
False |
61,894 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.4% |
86.1 |
0.9% |
85% |
False |
False |
49,542 |
120 |
9,428.0 |
7,700.0 |
1,728.0 |
18.7% |
92.5 |
1.0% |
89% |
False |
False |
41,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,264.5 |
2.618 |
9,934.8 |
1.618 |
9,732.8 |
1.000 |
9,608.0 |
0.618 |
9,530.8 |
HIGH |
9,406.0 |
0.618 |
9,328.8 |
0.500 |
9,305.0 |
0.382 |
9,281.2 |
LOW |
9,204.0 |
0.618 |
9,079.2 |
1.000 |
9,002.0 |
1.618 |
8,877.2 |
2.618 |
8,675.2 |
4.250 |
8,345.5 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,305.0 |
9,316.0 |
PP |
9,280.0 |
9,287.3 |
S1 |
9,255.0 |
9,258.7 |
|