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 |
15,440 |
15,090 |
-350 |
-2.3% |
15,715 |
High |
15,450 |
15,610 |
160 |
1.0% |
15,860 |
Low |
15,065 |
15,075 |
10 |
0.1% |
15,065 |
Close |
15,095 |
15,565 |
470 |
3.1% |
15,565 |
Range |
385 |
535 |
150 |
39.0% |
795 |
ATR |
311 |
327 |
16 |
5.1% |
0 |
Volume |
16,444 |
19,209 |
2,765 |
16.8% |
80,647 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,022 |
16,828 |
15,859 |
|
R3 |
16,487 |
16,293 |
15,712 |
|
R2 |
15,952 |
15,952 |
15,663 |
|
R1 |
15,758 |
15,758 |
15,614 |
15,855 |
PP |
15,417 |
15,417 |
15,417 |
15,465 |
S1 |
15,223 |
15,223 |
15,516 |
15,320 |
S2 |
14,882 |
14,882 |
15,467 |
|
S3 |
14,347 |
14,688 |
15,418 |
|
S4 |
13,812 |
14,153 |
15,271 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,882 |
17,518 |
16,002 |
|
R3 |
17,087 |
16,723 |
15,784 |
|
R2 |
16,292 |
16,292 |
15,711 |
|
R1 |
15,928 |
15,928 |
15,638 |
15,713 |
PP |
15,497 |
15,497 |
15,497 |
15,389 |
S1 |
15,133 |
15,133 |
15,492 |
14,918 |
S2 |
14,702 |
14,702 |
15,419 |
|
S3 |
13,907 |
14,338 |
15,347 |
|
S4 |
13,112 |
13,543 |
15,128 |
|
|
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 |
5.1% |
384 |
2.5% |
63% |
False |
False |
16,129 |
10 |
16,050 |
15,065 |
985 |
6.3% |
348 |
2.2% |
51% |
False |
False |
13,286 |
20 |
16,050 |
14,020 |
2,030 |
13.0% |
320 |
2.1% |
76% |
False |
False |
13,840 |
40 |
16,050 |
13,910 |
2,140 |
13.7% |
291 |
1.9% |
77% |
False |
False |
11,863 |
60 |
16,050 |
13,785 |
2,265 |
14.6% |
294 |
1.9% |
79% |
False |
False |
12,478 |
80 |
16,050 |
13,240 |
2,810 |
18.1% |
291 |
1.9% |
83% |
False |
False |
10,557 |
100 |
16,050 |
13,240 |
2,810 |
18.1% |
268 |
1.7% |
83% |
False |
False |
8,448 |
120 |
16,050 |
12,905 |
3,145 |
20.2% |
235 |
1.5% |
85% |
False |
False |
7,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,884 |
2.618 |
17,011 |
1.618 |
16,476 |
1.000 |
16,145 |
0.618 |
15,941 |
HIGH |
15,610 |
0.618 |
15,406 |
0.500 |
15,343 |
0.382 |
15,279 |
LOW |
15,075 |
0.618 |
14,744 |
1.000 |
14,540 |
1.618 |
14,209 |
2.618 |
13,674 |
4.250 |
12,801 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,491 |
15,489 |
PP |
15,417 |
15,413 |
S1 |
15,343 |
15,338 |
|