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 |
15,892 |
15,819 |
-73 |
-0.5% |
16,096 |
High |
15,899 |
16,075 |
176 |
1.1% |
16,114 |
Low |
15,802 |
15,819 |
17 |
0.1% |
15,785 |
Close |
15,817 |
16,013 |
196 |
1.2% |
16,013 |
Range |
97 |
256 |
159 |
163.9% |
329 |
ATR |
122 |
132 |
10 |
7.9% |
0 |
Volume |
138,375 |
152,074 |
13,699 |
9.9% |
740,055 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,737 |
16,631 |
16,154 |
|
R3 |
16,481 |
16,375 |
16,084 |
|
R2 |
16,225 |
16,225 |
16,060 |
|
R1 |
16,119 |
16,119 |
16,037 |
16,172 |
PP |
15,969 |
15,969 |
15,969 |
15,996 |
S1 |
15,863 |
15,863 |
15,990 |
15,916 |
S2 |
15,713 |
15,713 |
15,966 |
|
S3 |
15,457 |
15,607 |
15,943 |
|
S4 |
15,201 |
15,351 |
15,872 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,958 |
16,814 |
16,194 |
|
R3 |
16,629 |
16,485 |
16,104 |
|
R2 |
16,300 |
16,300 |
16,073 |
|
R1 |
16,156 |
16,156 |
16,043 |
16,064 |
PP |
15,971 |
15,971 |
15,971 |
15,924 |
S1 |
15,827 |
15,827 |
15,983 |
15,735 |
S2 |
15,642 |
15,642 |
15,953 |
|
S3 |
15,313 |
15,498 |
15,923 |
|
S4 |
14,984 |
15,169 |
15,832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,114 |
15,785 |
329 |
2.1% |
164 |
1.0% |
69% |
False |
False |
148,011 |
10 |
16,162 |
15,785 |
377 |
2.4% |
120 |
0.7% |
60% |
False |
False |
121,660 |
20 |
16,162 |
15,495 |
667 |
4.2% |
122 |
0.8% |
78% |
False |
False |
126,255 |
40 |
16,162 |
14,949 |
1,213 |
7.6% |
134 |
0.8% |
88% |
False |
False |
131,414 |
60 |
16,162 |
14,648 |
1,514 |
9.5% |
139 |
0.9% |
90% |
False |
False |
138,354 |
80 |
16,162 |
14,648 |
1,514 |
9.5% |
139 |
0.9% |
90% |
False |
False |
104,566 |
100 |
16,162 |
14,648 |
1,514 |
9.5% |
130 |
0.8% |
90% |
False |
False |
83,656 |
120 |
16,162 |
14,410 |
1,752 |
10.9% |
126 |
0.8% |
91% |
False |
False |
69,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,163 |
2.618 |
16,745 |
1.618 |
16,489 |
1.000 |
16,331 |
0.618 |
16,233 |
HIGH |
16,075 |
0.618 |
15,977 |
0.500 |
15,947 |
0.382 |
15,917 |
LOW |
15,819 |
0.618 |
15,661 |
1.000 |
15,563 |
1.618 |
15,405 |
2.618 |
15,149 |
4.250 |
14,731 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,991 |
15,985 |
PP |
15,969 |
15,958 |
S1 |
15,947 |
15,930 |
|