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 |
1,792.00 |
1,792.50 |
0.50 |
0.0% |
1,802.00 |
High |
1,799.50 |
1,794.25 |
-5.25 |
-0.3% |
1,812.50 |
Low |
1,777.75 |
1,782.00 |
4.25 |
0.2% |
1,798.50 |
Close |
1,791.75 |
1,784.00 |
-7.75 |
-0.4% |
1,804.00 |
Range |
21.75 |
12.25 |
-9.50 |
-43.7% |
14.00 |
ATR |
14.93 |
14.73 |
-0.19 |
-1.3% |
0.00 |
Volume |
2,107,738 |
1,576,138 |
-531,600 |
-25.2% |
3,878,111 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.50 |
1,816.00 |
1,790.75 |
|
R3 |
1,811.25 |
1,803.75 |
1,787.25 |
|
R2 |
1,799.00 |
1,799.00 |
1,786.25 |
|
R1 |
1,791.50 |
1,791.50 |
1,785.00 |
1,789.00 |
PP |
1,786.75 |
1,786.75 |
1,786.75 |
1,785.50 |
S1 |
1,779.25 |
1,779.25 |
1,783.00 |
1,777.00 |
S2 |
1,774.50 |
1,774.50 |
1,781.75 |
|
S3 |
1,762.25 |
1,767.00 |
1,780.75 |
|
S4 |
1,750.00 |
1,754.75 |
1,777.25 |
|
|
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% |
14.25 |
0.8% |
18% |
False |
False |
1,512,278 |
10 |
1,812.50 |
1,775.75 |
36.75 |
2.1% |
12.75 |
0.7% |
22% |
False |
False |
1,325,141 |
20 |
1,812.50 |
1,736.50 |
76.00 |
4.3% |
15.25 |
0.9% |
63% |
False |
False |
1,493,706 |
40 |
1,812.50 |
1,648.00 |
164.50 |
9.2% |
16.50 |
0.9% |
83% |
False |
False |
1,513,441 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.7% |
16.50 |
0.9% |
83% |
False |
False |
1,587,963 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.50 |
0.9% |
85% |
False |
False |
1,200,575 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.9% |
16.00 |
0.9% |
85% |
False |
False |
961,169 |
120 |
1,812.50 |
1,547.25 |
265.25 |
14.9% |
16.75 |
0.9% |
89% |
False |
False |
801,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,846.25 |
2.618 |
1,826.25 |
1.618 |
1,814.00 |
1.000 |
1,806.50 |
0.618 |
1,801.75 |
HIGH |
1,794.25 |
0.618 |
1,789.50 |
0.500 |
1,788.00 |
0.382 |
1,786.75 |
LOW |
1,782.00 |
0.618 |
1,774.50 |
1.000 |
1,769.75 |
1.618 |
1,762.25 |
2.618 |
1,750.00 |
4.250 |
1,730.00 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,788.00 |
1,789.75 |
PP |
1,786.75 |
1,787.75 |
S1 |
1,785.50 |
1,786.00 |
|