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 |
1,806.25 |
1,800.25 |
-6.00 |
-0.3% |
1,802.00 |
High |
1,809.00 |
1,801.75 |
-7.25 |
-0.4% |
1,812.50 |
Low |
1,797.00 |
1,786.25 |
-10.75 |
-0.6% |
1,798.50 |
Close |
1,799.75 |
1,791.50 |
-8.25 |
-0.5% |
1,804.00 |
Range |
12.00 |
15.50 |
3.50 |
29.2% |
14.00 |
ATR |
14.32 |
14.40 |
0.08 |
0.6% |
0.00 |
Volume |
1,330,983 |
1,727,930 |
396,947 |
29.8% |
3,878,111 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.75 |
1,831.00 |
1,800.00 |
|
R3 |
1,824.25 |
1,815.50 |
1,795.75 |
|
R2 |
1,808.75 |
1,808.75 |
1,794.25 |
|
R1 |
1,800.00 |
1,800.00 |
1,793.00 |
1,796.50 |
PP |
1,793.25 |
1,793.25 |
1,793.25 |
1,791.50 |
S1 |
1,784.50 |
1,784.50 |
1,790.00 |
1,781.00 |
S2 |
1,777.75 |
1,777.75 |
1,788.75 |
|
S3 |
1,762.25 |
1,769.00 |
1,787.25 |
|
S4 |
1,746.75 |
1,753.50 |
1,783.00 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.00 |
1,839.50 |
1,811.75 |
|
R3 |
1,833.00 |
1,825.50 |
1,807.75 |
|
R2 |
1,819.00 |
1,819.00 |
1,806.50 |
|
R1 |
1,811.50 |
1,811.50 |
1,805.25 |
1,815.25 |
PP |
1,805.00 |
1,805.00 |
1,805.00 |
1,807.00 |
S1 |
1,797.50 |
1,797.50 |
1,802.75 |
1,801.25 |
S2 |
1,791.00 |
1,791.00 |
1,801.50 |
|
S3 |
1,777.00 |
1,783.50 |
1,800.25 |
|
S4 |
1,763.00 |
1,769.50 |
1,796.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.50 |
1,786.25 |
26.25 |
1.5% |
10.25 |
0.6% |
20% |
False |
True |
1,164,534 |
10 |
1,812.50 |
1,774.50 |
38.00 |
2.1% |
12.50 |
0.7% |
45% |
False |
False |
1,322,169 |
20 |
1,812.50 |
1,736.50 |
76.00 |
4.2% |
15.00 |
0.8% |
72% |
False |
False |
1,449,590 |
40 |
1,812.50 |
1,640.00 |
172.50 |
9.6% |
16.75 |
0.9% |
88% |
False |
False |
1,542,297 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.6% |
16.25 |
0.9% |
88% |
False |
False |
1,534,254 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
16.50 |
0.9% |
89% |
False |
False |
1,154,652 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
15.75 |
0.9% |
89% |
False |
False |
924,365 |
120 |
1,812.50 |
1,547.25 |
265.25 |
14.8% |
16.75 |
0.9% |
92% |
False |
False |
770,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,867.50 |
2.618 |
1,842.25 |
1.618 |
1,826.75 |
1.000 |
1,817.25 |
0.618 |
1,811.25 |
HIGH |
1,801.75 |
0.618 |
1,795.75 |
0.500 |
1,794.00 |
0.382 |
1,792.25 |
LOW |
1,786.25 |
0.618 |
1,776.75 |
1.000 |
1,770.75 |
1.618 |
1,761.25 |
2.618 |
1,745.75 |
4.250 |
1,720.50 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,794.00 |
1,799.50 |
PP |
1,793.25 |
1,796.75 |
S1 |
1,792.25 |
1,794.00 |
|