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 |
15,988 |
15,896 |
-92 |
-0.6% |
16,038 |
High |
16,004 |
15,954 |
-50 |
-0.3% |
16,162 |
Low |
15,847 |
15,785 |
-62 |
-0.4% |
16,028 |
Close |
15,891 |
15,886 |
-5 |
0.0% |
16,066 |
Range |
157 |
169 |
12 |
7.6% |
134 |
ATR |
121 |
124 |
3 |
2.8% |
0 |
Volume |
147,126 |
183,565 |
36,439 |
24.8% |
369,524 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,382 |
16,303 |
15,979 |
|
R3 |
16,213 |
16,134 |
15,933 |
|
R2 |
16,044 |
16,044 |
15,917 |
|
R1 |
15,965 |
15,965 |
15,902 |
15,920 |
PP |
15,875 |
15,875 |
15,875 |
15,853 |
S1 |
15,796 |
15,796 |
15,871 |
15,751 |
S2 |
15,706 |
15,706 |
15,855 |
|
S3 |
15,537 |
15,627 |
15,840 |
|
S4 |
15,368 |
15,458 |
15,793 |
|
|
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 |
15,785 |
377 |
2.4% |
125 |
0.8% |
27% |
False |
True |
119,714 |
10 |
16,162 |
15,785 |
377 |
2.4% |
114 |
0.7% |
27% |
False |
True |
123,603 |
20 |
16,162 |
15,495 |
667 |
4.2% |
124 |
0.8% |
59% |
False |
False |
128,903 |
40 |
16,162 |
14,648 |
1,514 |
9.5% |
137 |
0.9% |
82% |
False |
False |
134,848 |
60 |
16,162 |
14,648 |
1,514 |
9.5% |
137 |
0.9% |
82% |
False |
False |
134,216 |
80 |
16,162 |
14,648 |
1,514 |
9.5% |
138 |
0.9% |
82% |
False |
False |
100,936 |
100 |
16,162 |
14,648 |
1,514 |
9.5% |
128 |
0.8% |
82% |
False |
False |
80,752 |
120 |
16,162 |
14,410 |
1,752 |
11.0% |
125 |
0.8% |
84% |
False |
False |
67,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,672 |
2.618 |
16,397 |
1.618 |
16,228 |
1.000 |
16,123 |
0.618 |
16,059 |
HIGH |
15,954 |
0.618 |
15,890 |
0.500 |
15,870 |
0.382 |
15,850 |
LOW |
15,785 |
0.618 |
15,681 |
1.000 |
15,616 |
1.618 |
15,512 |
2.618 |
15,343 |
4.250 |
15,067 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,881 |
15,950 |
PP |
15,875 |
15,928 |
S1 |
15,870 |
15,907 |
|