Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,570 |
15,440 |
-130 |
-0.8% |
15,530 |
High |
15,595 |
15,450 |
-145 |
-0.9% |
16,050 |
Low |
15,220 |
15,065 |
-155 |
-1.0% |
15,380 |
Close |
15,410 |
15,095 |
-315 |
-2.0% |
15,710 |
Range |
375 |
385 |
10 |
2.7% |
670 |
ATR |
305 |
311 |
6 |
1.9% |
0 |
Volume |
21,424 |
16,444 |
-4,980 |
-23.2% |
39,421 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,358 |
16,112 |
15,307 |
|
R3 |
15,973 |
15,727 |
15,201 |
|
R2 |
15,588 |
15,588 |
15,166 |
|
R1 |
15,342 |
15,342 |
15,130 |
15,273 |
PP |
15,203 |
15,203 |
15,203 |
15,169 |
S1 |
14,957 |
14,957 |
15,060 |
14,888 |
S2 |
14,818 |
14,818 |
15,025 |
|
S3 |
14,433 |
14,572 |
14,989 |
|
S4 |
14,048 |
14,187 |
14,883 |
|
|
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 |
15,860 |
15,065 |
795 |
5.3% |
324 |
2.1% |
4% |
False |
True |
14,631 |
10 |
16,050 |
15,065 |
985 |
6.5% |
338 |
2.2% |
3% |
False |
True |
12,902 |
20 |
16,050 |
13,910 |
2,140 |
14.2% |
319 |
2.1% |
55% |
False |
False |
14,063 |
40 |
16,050 |
13,910 |
2,140 |
14.2% |
286 |
1.9% |
55% |
False |
False |
11,802 |
60 |
16,050 |
13,785 |
2,265 |
15.0% |
290 |
1.9% |
58% |
False |
False |
12,357 |
80 |
16,050 |
13,240 |
2,810 |
18.6% |
286 |
1.9% |
66% |
False |
False |
10,317 |
100 |
16,050 |
13,240 |
2,810 |
18.6% |
265 |
1.8% |
66% |
False |
False |
8,256 |
120 |
16,050 |
12,905 |
3,145 |
20.8% |
231 |
1.5% |
70% |
False |
False |
6,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,086 |
2.618 |
16,458 |
1.618 |
16,073 |
1.000 |
15,835 |
0.618 |
15,688 |
HIGH |
15,450 |
0.618 |
15,303 |
0.500 |
15,258 |
0.382 |
15,212 |
LOW |
15,065 |
0.618 |
14,827 |
1.000 |
14,680 |
1.618 |
14,442 |
2.618 |
14,057 |
4.250 |
13,429 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,258 |
15,440 |
PP |
15,203 |
15,325 |
S1 |
15,149 |
15,210 |
|