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 |
15,896 |
15,892 |
-4 |
0.0% |
16,038 |
High |
15,954 |
15,899 |
-55 |
-0.3% |
16,162 |
Low |
15,785 |
15,802 |
17 |
0.1% |
16,028 |
Close |
15,886 |
15,817 |
-69 |
-0.4% |
16,066 |
Range |
169 |
97 |
-72 |
-42.6% |
134 |
ATR |
124 |
122 |
-2 |
-1.6% |
0 |
Volume |
183,565 |
138,375 |
-45,190 |
-24.6% |
369,524 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,130 |
16,071 |
15,870 |
|
R3 |
16,033 |
15,974 |
15,844 |
|
R2 |
15,936 |
15,936 |
15,835 |
|
R1 |
15,877 |
15,877 |
15,826 |
15,858 |
PP |
15,839 |
15,839 |
15,839 |
15,830 |
S1 |
15,780 |
15,780 |
15,808 |
15,761 |
S2 |
15,742 |
15,742 |
15,799 |
|
S3 |
15,645 |
15,683 |
15,790 |
|
S4 |
15,548 |
15,586 |
15,764 |
|
|
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% |
133 |
0.8% |
8% |
False |
False |
131,589 |
10 |
16,162 |
15,785 |
377 |
2.4% |
108 |
0.7% |
8% |
False |
False |
118,512 |
20 |
16,162 |
15,495 |
667 |
4.2% |
122 |
0.8% |
48% |
False |
False |
129,132 |
40 |
16,162 |
14,720 |
1,442 |
9.1% |
136 |
0.9% |
76% |
False |
False |
132,386 |
60 |
16,162 |
14,648 |
1,514 |
9.6% |
136 |
0.9% |
77% |
False |
False |
136,403 |
80 |
16,162 |
14,648 |
1,514 |
9.6% |
137 |
0.9% |
77% |
False |
False |
102,665 |
100 |
16,162 |
14,648 |
1,514 |
9.6% |
128 |
0.8% |
77% |
False |
False |
82,135 |
120 |
16,162 |
14,410 |
1,752 |
11.1% |
125 |
0.8% |
80% |
False |
False |
68,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,311 |
2.618 |
16,153 |
1.618 |
16,056 |
1.000 |
15,996 |
0.618 |
15,959 |
HIGH |
15,899 |
0.618 |
15,862 |
0.500 |
15,851 |
0.382 |
15,839 |
LOW |
15,802 |
0.618 |
15,742 |
1.000 |
15,705 |
1.618 |
15,645 |
2.618 |
15,548 |
4.250 |
15,390 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,851 |
15,895 |
PP |
15,839 |
15,869 |
S1 |
15,828 |
15,843 |
|