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 |
15,790 |
15,570 |
-220 |
-1.4% |
15,530 |
High |
15,815 |
15,595 |
-220 |
-1.4% |
16,050 |
Low |
15,455 |
15,220 |
-235 |
-1.5% |
15,380 |
Close |
15,565 |
15,410 |
-155 |
-1.0% |
15,710 |
Range |
360 |
375 |
15 |
4.2% |
670 |
ATR |
300 |
305 |
5 |
1.8% |
0 |
Volume |
12,789 |
21,424 |
8,635 |
67.5% |
39,421 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,533 |
16,347 |
15,616 |
|
R3 |
16,158 |
15,972 |
15,513 |
|
R2 |
15,783 |
15,783 |
15,479 |
|
R1 |
15,597 |
15,597 |
15,445 |
15,503 |
PP |
15,408 |
15,408 |
15,408 |
15,361 |
S1 |
15,222 |
15,222 |
15,376 |
15,128 |
S2 |
15,033 |
15,033 |
15,341 |
|
S3 |
14,658 |
14,847 |
15,307 |
|
S4 |
14,283 |
14,472 |
15,204 |
|
|
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 |
15,220 |
830 |
5.4% |
381 |
2.5% |
23% |
False |
True |
12,781 |
10 |
16,050 |
15,085 |
965 |
6.3% |
318 |
2.1% |
34% |
False |
False |
12,843 |
20 |
16,050 |
13,910 |
2,140 |
13.9% |
314 |
2.0% |
70% |
False |
False |
13,700 |
40 |
16,050 |
13,790 |
2,260 |
14.7% |
287 |
1.9% |
72% |
False |
False |
11,774 |
60 |
16,050 |
13,785 |
2,265 |
14.7% |
288 |
1.9% |
72% |
False |
False |
12,397 |
80 |
16,050 |
13,240 |
2,810 |
18.2% |
285 |
1.8% |
77% |
False |
False |
10,112 |
100 |
16,050 |
13,240 |
2,810 |
18.2% |
262 |
1.7% |
77% |
False |
False |
8,091 |
120 |
16,050 |
12,905 |
3,145 |
20.4% |
230 |
1.5% |
80% |
False |
False |
6,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,189 |
2.618 |
16,577 |
1.618 |
16,202 |
1.000 |
15,970 |
0.618 |
15,827 |
HIGH |
15,595 |
0.618 |
15,452 |
0.500 |
15,408 |
0.382 |
15,363 |
LOW |
15,220 |
0.618 |
14,988 |
1.000 |
14,845 |
1.618 |
14,613 |
2.618 |
14,238 |
4.250 |
13,626 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,409 |
15,540 |
PP |
15,408 |
15,497 |
S1 |
15,408 |
15,453 |
|