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 |
9,385.0 |
9,235.0 |
-150.0 |
-1.6% |
9,241.0 |
High |
9,406.0 |
9,264.0 |
-142.0 |
-1.5% |
9,428.0 |
Low |
9,204.0 |
9,068.0 |
-136.0 |
-1.5% |
9,237.0 |
Close |
9,230.0 |
9,142.0 |
-88.0 |
-1.0% |
9,411.0 |
Range |
202.0 |
196.0 |
-6.0 |
-3.0% |
191.0 |
ATR |
88.8 |
96.5 |
7.7 |
8.6% |
0.0 |
Volume |
137,872 |
104,585 |
-33,287 |
-24.1% |
269,550 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,746.0 |
9,640.0 |
9,249.8 |
|
R3 |
9,550.0 |
9,444.0 |
9,195.9 |
|
R2 |
9,354.0 |
9,354.0 |
9,177.9 |
|
R1 |
9,248.0 |
9,248.0 |
9,160.0 |
9,203.0 |
PP |
9,158.0 |
9,158.0 |
9,158.0 |
9,135.5 |
S1 |
9,052.0 |
9,052.0 |
9,124.0 |
9,007.0 |
S2 |
8,962.0 |
8,962.0 |
9,106.1 |
|
S3 |
8,766.0 |
8,856.0 |
9,088.1 |
|
S4 |
8,570.0 |
8,660.0 |
9,034.2 |
|
|
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 |
9,068.0 |
360.0 |
3.9% |
110.2 |
1.2% |
21% |
False |
True |
101,511 |
10 |
9,428.0 |
9,068.0 |
360.0 |
3.9% |
92.4 |
1.0% |
21% |
False |
True |
90,508 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.9% |
89.6 |
1.0% |
36% |
False |
False |
95,382 |
40 |
9,428.0 |
8,498.0 |
930.0 |
10.2% |
84.4 |
0.9% |
69% |
False |
False |
88,042 |
60 |
9,428.0 |
8,457.0 |
971.0 |
10.6% |
81.9 |
0.9% |
71% |
False |
False |
83,837 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.6% |
86.9 |
1.0% |
79% |
False |
False |
63,199 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.6% |
87.4 |
1.0% |
79% |
False |
False |
50,586 |
120 |
9,428.0 |
7,700.0 |
1,728.0 |
18.9% |
93.8 |
1.0% |
83% |
False |
False |
42,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,097.0 |
2.618 |
9,777.1 |
1.618 |
9,581.1 |
1.000 |
9,460.0 |
0.618 |
9,385.1 |
HIGH |
9,264.0 |
0.618 |
9,189.1 |
0.500 |
9,166.0 |
0.382 |
9,142.9 |
LOW |
9,068.0 |
0.618 |
8,946.9 |
1.000 |
8,872.0 |
1.618 |
8,750.9 |
2.618 |
8,554.9 |
4.250 |
8,235.0 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,166.0 |
9,248.0 |
PP |
9,158.0 |
9,212.7 |
S1 |
9,150.0 |
9,177.3 |
|