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 |
1,800.25 |
1,792.00 |
-8.25 |
-0.5% |
1,802.00 |
High |
1,801.75 |
1,799.50 |
-2.25 |
-0.1% |
1,812.50 |
Low |
1,786.25 |
1,777.75 |
-8.50 |
-0.5% |
1,798.50 |
Close |
1,791.50 |
1,791.75 |
0.25 |
0.0% |
1,804.00 |
Range |
15.50 |
21.75 |
6.25 |
40.3% |
14.00 |
ATR |
14.40 |
14.93 |
0.52 |
3.6% |
0.00 |
Volume |
1,727,930 |
2,107,738 |
379,808 |
22.0% |
3,878,111 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.00 |
1,845.00 |
1,803.75 |
|
R3 |
1,833.25 |
1,823.25 |
1,797.75 |
|
R2 |
1,811.50 |
1,811.50 |
1,795.75 |
|
R1 |
1,801.50 |
1,801.50 |
1,793.75 |
1,795.50 |
PP |
1,789.75 |
1,789.75 |
1,789.75 |
1,786.75 |
S1 |
1,779.75 |
1,779.75 |
1,789.75 |
1,774.00 |
S2 |
1,768.00 |
1,768.00 |
1,787.75 |
|
S3 |
1,746.25 |
1,758.00 |
1,785.75 |
|
S4 |
1,724.50 |
1,736.25 |
1,779.75 |
|
|
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 |
1,777.75 |
34.75 |
1.9% |
13.00 |
0.7% |
40% |
False |
True |
1,366,969 |
10 |
1,812.50 |
1,774.50 |
38.00 |
2.1% |
13.50 |
0.8% |
45% |
False |
False |
1,374,157 |
20 |
1,812.50 |
1,736.50 |
76.00 |
4.2% |
15.50 |
0.9% |
73% |
False |
False |
1,481,009 |
40 |
1,812.50 |
1,640.00 |
172.50 |
9.6% |
16.75 |
0.9% |
88% |
False |
False |
1,536,187 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.6% |
16.50 |
0.9% |
88% |
False |
False |
1,566,892 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
16.75 |
0.9% |
89% |
False |
False |
1,180,957 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
16.00 |
0.9% |
89% |
False |
False |
945,422 |
120 |
1,812.50 |
1,547.25 |
265.25 |
14.8% |
16.75 |
0.9% |
92% |
False |
False |
788,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.00 |
2.618 |
1,856.50 |
1.618 |
1,834.75 |
1.000 |
1,821.25 |
0.618 |
1,813.00 |
HIGH |
1,799.50 |
0.618 |
1,791.25 |
0.500 |
1,788.50 |
0.382 |
1,786.00 |
LOW |
1,777.75 |
0.618 |
1,764.25 |
1.000 |
1,756.00 |
1.618 |
1,742.50 |
2.618 |
1,720.75 |
4.250 |
1,685.25 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,790.75 |
1,793.50 |
PP |
1,789.75 |
1,792.75 |
S1 |
1,788.50 |
1,792.25 |
|