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 |
15,715 |
15,790 |
75 |
0.5% |
15,530 |
High |
15,860 |
15,815 |
-45 |
-0.3% |
16,050 |
Low |
15,595 |
15,455 |
-140 |
-0.9% |
15,380 |
Close |
15,765 |
15,565 |
-200 |
-1.3% |
15,710 |
Range |
265 |
360 |
95 |
35.8% |
670 |
ATR |
295 |
300 |
5 |
1.6% |
0 |
Volume |
10,781 |
12,789 |
2,008 |
18.6% |
39,421 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,692 |
16,488 |
15,763 |
|
R3 |
16,332 |
16,128 |
15,664 |
|
R2 |
15,972 |
15,972 |
15,631 |
|
R1 |
15,768 |
15,768 |
15,598 |
15,690 |
PP |
15,612 |
15,612 |
15,612 |
15,573 |
S1 |
15,408 |
15,408 |
15,532 |
15,330 |
S2 |
15,252 |
15,252 |
15,499 |
|
S3 |
14,892 |
15,048 |
15,466 |
|
S4 |
14,532 |
14,688 |
15,367 |
|
|
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 |
4.3% |
347 |
2.2% |
28% |
False |
False |
10,524 |
10 |
16,050 |
15,040 |
1,010 |
6.5% |
305 |
2.0% |
52% |
False |
False |
11,926 |
20 |
16,050 |
13,910 |
2,140 |
13.7% |
306 |
2.0% |
77% |
False |
False |
12,990 |
40 |
16,050 |
13,785 |
2,265 |
14.6% |
283 |
1.8% |
79% |
False |
False |
11,586 |
60 |
16,050 |
13,785 |
2,265 |
14.6% |
286 |
1.8% |
79% |
False |
False |
12,578 |
80 |
16,050 |
13,240 |
2,810 |
18.1% |
282 |
1.8% |
83% |
False |
False |
9,845 |
100 |
16,050 |
13,240 |
2,810 |
18.1% |
259 |
1.7% |
83% |
False |
False |
7,877 |
120 |
16,050 |
12,715 |
3,335 |
21.4% |
227 |
1.5% |
85% |
False |
False |
6,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,345 |
2.618 |
16,758 |
1.618 |
16,398 |
1.000 |
16,175 |
0.618 |
16,038 |
HIGH |
15,815 |
0.618 |
15,678 |
0.500 |
15,635 |
0.382 |
15,593 |
LOW |
15,455 |
0.618 |
15,233 |
1.000 |
15,095 |
1.618 |
14,873 |
2.618 |
14,513 |
4.250 |
13,925 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,635 |
15,658 |
PP |
15,612 |
15,627 |
S1 |
15,588 |
15,596 |
|