Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,120.0 |
9,110.5 |
-9.5 |
-0.1% |
9,408.5 |
High |
9,175.0 |
9,216.5 |
41.5 |
0.5% |
9,428.0 |
Low |
9,077.5 |
9,085.5 |
8.0 |
0.1% |
9,068.0 |
Close |
9,096.5 |
9,174.0 |
77.5 |
0.9% |
9,174.0 |
Range |
97.5 |
131.0 |
33.5 |
34.4% |
360.0 |
ATR |
96.5 |
99.0 |
2.5 |
2.6% |
0.0 |
Volume |
99,703 |
70,167 |
-29,536 |
-29.6% |
556,654 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,551.7 |
9,493.8 |
9,246.1 |
|
R3 |
9,420.7 |
9,362.8 |
9,210.0 |
|
R2 |
9,289.7 |
9,289.7 |
9,198.0 |
|
R1 |
9,231.8 |
9,231.8 |
9,186.0 |
9,260.8 |
PP |
9,158.7 |
9,158.7 |
9,158.7 |
9,173.1 |
S1 |
9,100.8 |
9,100.8 |
9,162.0 |
9,129.8 |
S2 |
9,027.7 |
9,027.7 |
9,150.0 |
|
S3 |
8,896.7 |
8,969.8 |
9,138.0 |
|
S4 |
8,765.7 |
8,838.8 |
9,102.0 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,303.3 |
10,098.7 |
9,372.0 |
|
R3 |
9,943.3 |
9,738.7 |
9,273.0 |
|
R2 |
9,583.3 |
9,583.3 |
9,240.0 |
|
R1 |
9,378.7 |
9,378.7 |
9,207.0 |
9,301.0 |
PP |
9,223.3 |
9,223.3 |
9,223.3 |
9,184.5 |
S1 |
9,018.7 |
9,018.7 |
9,141.0 |
8,941.0 |
S2 |
8,863.3 |
8,863.3 |
9,108.0 |
|
S3 |
8,503.3 |
8,658.7 |
9,075.0 |
|
S4 |
8,143.3 |
8,298.7 |
8,976.0 |
|
|
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% |
133.0 |
1.4% |
29% |
False |
False |
111,330 |
10 |
9,428.0 |
9,068.0 |
360.0 |
3.9% |
95.9 |
1.0% |
29% |
False |
False |
91,079 |
20 |
9,428.0 |
8,983.5 |
444.5 |
4.8% |
89.1 |
1.0% |
43% |
False |
False |
89,527 |
40 |
9,428.0 |
8,678.0 |
750.0 |
8.2% |
82.9 |
0.9% |
66% |
False |
False |
87,682 |
60 |
9,428.0 |
8,463.5 |
964.5 |
10.5% |
84.0 |
0.9% |
74% |
False |
False |
86,322 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.5% |
87.7 |
1.0% |
81% |
False |
False |
65,317 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.5% |
87.3 |
1.0% |
81% |
False |
False |
52,283 |
120 |
9,428.0 |
7,700.0 |
1,728.0 |
18.8% |
92.8 |
1.0% |
85% |
False |
False |
43,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,773.3 |
2.618 |
9,559.5 |
1.618 |
9,428.5 |
1.000 |
9,347.5 |
0.618 |
9,297.5 |
HIGH |
9,216.5 |
0.618 |
9,166.5 |
0.500 |
9,151.0 |
0.382 |
9,135.5 |
LOW |
9,085.5 |
0.618 |
9,004.5 |
1.000 |
8,954.5 |
1.618 |
8,873.5 |
2.618 |
8,742.5 |
4.250 |
8,528.8 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,166.3 |
9,171.3 |
PP |
9,158.7 |
9,168.7 |
S1 |
9,151.0 |
9,166.0 |
|