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 |
15,745 |
15,715 |
-30 |
-0.2% |
15,530 |
High |
15,760 |
15,860 |
100 |
0.6% |
16,050 |
Low |
15,525 |
15,595 |
70 |
0.5% |
15,380 |
Close |
15,710 |
15,765 |
55 |
0.4% |
15,710 |
Range |
235 |
265 |
30 |
12.8% |
670 |
ATR |
298 |
295 |
-2 |
-0.8% |
0 |
Volume |
11,717 |
10,781 |
-936 |
-8.0% |
39,421 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,535 |
16,415 |
15,911 |
|
R3 |
16,270 |
16,150 |
15,838 |
|
R2 |
16,005 |
16,005 |
15,814 |
|
R1 |
15,885 |
15,885 |
15,789 |
15,945 |
PP |
15,740 |
15,740 |
15,740 |
15,770 |
S1 |
15,620 |
15,620 |
15,741 |
15,680 |
S2 |
15,475 |
15,475 |
15,717 |
|
S3 |
15,210 |
15,355 |
15,692 |
|
S4 |
14,945 |
15,090 |
15,619 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,723 |
17,387 |
16,079 |
|
R3 |
17,053 |
16,717 |
15,894 |
|
R2 |
16,383 |
16,383 |
15,833 |
|
R1 |
16,047 |
16,047 |
15,772 |
16,215 |
PP |
15,713 |
15,713 |
15,713 |
15,798 |
S1 |
15,377 |
15,377 |
15,649 |
15,545 |
S2 |
15,043 |
15,043 |
15,587 |
|
S3 |
14,373 |
14,707 |
15,526 |
|
S4 |
13,703 |
14,037 |
15,342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,050 |
15,380 |
670 |
4.2% |
307 |
1.9% |
57% |
False |
False |
10,040 |
10 |
16,050 |
15,040 |
1,010 |
6.4% |
295 |
1.9% |
72% |
False |
False |
12,206 |
20 |
16,050 |
13,910 |
2,140 |
13.6% |
293 |
1.9% |
87% |
False |
False |
12,471 |
40 |
16,050 |
13,785 |
2,265 |
14.4% |
284 |
1.8% |
87% |
False |
False |
11,689 |
60 |
16,050 |
13,785 |
2,265 |
14.4% |
287 |
1.8% |
87% |
False |
False |
12,747 |
80 |
16,050 |
13,240 |
2,810 |
17.8% |
280 |
1.8% |
90% |
False |
False |
9,685 |
100 |
16,050 |
13,240 |
2,810 |
17.8% |
255 |
1.6% |
90% |
False |
False |
7,749 |
120 |
16,050 |
12,715 |
3,335 |
21.2% |
224 |
1.4% |
91% |
False |
False |
6,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,986 |
2.618 |
16,554 |
1.618 |
16,289 |
1.000 |
16,125 |
0.618 |
16,024 |
HIGH |
15,860 |
0.618 |
15,759 |
0.500 |
15,728 |
0.382 |
15,696 |
LOW |
15,595 |
0.618 |
15,431 |
1.000 |
15,330 |
1.618 |
15,166 |
2.618 |
14,901 |
4.250 |
14,469 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,753 |
15,748 |
PP |
15,740 |
15,732 |
S1 |
15,728 |
15,715 |
|