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 |
16,096 |
15,988 |
-108 |
-0.7% |
16,038 |
High |
16,114 |
16,004 |
-110 |
-0.7% |
16,162 |
Low |
15,972 |
15,847 |
-125 |
-0.8% |
16,028 |
Close |
15,998 |
15,891 |
-107 |
-0.7% |
16,066 |
Range |
142 |
157 |
15 |
10.6% |
134 |
ATR |
118 |
121 |
3 |
2.4% |
0 |
Volume |
118,915 |
147,126 |
28,211 |
23.7% |
369,524 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,385 |
16,295 |
15,977 |
|
R3 |
16,228 |
16,138 |
15,934 |
|
R2 |
16,071 |
16,071 |
15,920 |
|
R1 |
15,981 |
15,981 |
15,906 |
15,948 |
PP |
15,914 |
15,914 |
15,914 |
15,897 |
S1 |
15,824 |
15,824 |
15,877 |
15,791 |
S2 |
15,757 |
15,757 |
15,862 |
|
S3 |
15,600 |
15,667 |
15,848 |
|
S4 |
15,443 |
15,510 |
15,805 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,487 |
16,411 |
16,140 |
|
R3 |
16,353 |
16,277 |
16,103 |
|
R2 |
16,219 |
16,219 |
16,091 |
|
R1 |
16,143 |
16,143 |
16,078 |
16,181 |
PP |
16,085 |
16,085 |
16,085 |
16,105 |
S1 |
16,009 |
16,009 |
16,054 |
16,047 |
S2 |
15,951 |
15,951 |
16,042 |
|
S3 |
15,817 |
15,875 |
16,029 |
|
S4 |
15,683 |
15,741 |
15,992 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,162 |
15,847 |
315 |
2.0% |
101 |
0.6% |
14% |
False |
True |
102,867 |
10 |
16,162 |
15,834 |
328 |
2.1% |
105 |
0.7% |
17% |
False |
False |
119,154 |
20 |
16,162 |
15,456 |
706 |
4.4% |
123 |
0.8% |
62% |
False |
False |
126,756 |
40 |
16,162 |
14,648 |
1,514 |
9.5% |
138 |
0.9% |
82% |
False |
False |
135,720 |
60 |
16,162 |
14,648 |
1,514 |
9.5% |
137 |
0.9% |
82% |
False |
False |
131,388 |
80 |
16,162 |
14,648 |
1,514 |
9.5% |
137 |
0.9% |
82% |
False |
False |
98,642 |
100 |
16,162 |
14,648 |
1,514 |
9.5% |
127 |
0.8% |
82% |
False |
False |
78,916 |
120 |
16,162 |
14,410 |
1,752 |
11.0% |
123 |
0.8% |
85% |
False |
False |
65,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,671 |
2.618 |
16,415 |
1.618 |
16,258 |
1.000 |
16,161 |
0.618 |
16,101 |
HIGH |
16,004 |
0.618 |
15,944 |
0.500 |
15,926 |
0.382 |
15,907 |
LOW |
15,847 |
0.618 |
15,750 |
1.000 |
15,690 |
1.618 |
15,593 |
2.618 |
15,436 |
4.250 |
15,180 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,926 |
16,005 |
PP |
15,914 |
15,967 |
S1 |
15,903 |
15,929 |
|