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 |
1,792.50 |
1,784.50 |
-8.00 |
-0.4% |
1,806.25 |
High |
1,794.25 |
1,806.00 |
11.75 |
0.7% |
1,809.00 |
Low |
1,782.00 |
1,784.25 |
2.25 |
0.1% |
1,777.75 |
Close |
1,784.00 |
1,805.00 |
21.00 |
1.2% |
1,805.00 |
Range |
12.25 |
21.75 |
9.50 |
77.6% |
31.25 |
ATR |
14.73 |
15.25 |
0.52 |
3.5% |
0.00 |
Volume |
1,576,138 |
1,757,106 |
180,968 |
11.5% |
8,499,895 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.75 |
1,856.00 |
1,817.00 |
|
R3 |
1,842.00 |
1,834.25 |
1,811.00 |
|
R2 |
1,820.25 |
1,820.25 |
1,809.00 |
|
R1 |
1,812.50 |
1,812.50 |
1,807.00 |
1,816.50 |
PP |
1,798.50 |
1,798.50 |
1,798.50 |
1,800.25 |
S1 |
1,790.75 |
1,790.75 |
1,803.00 |
1,794.50 |
S2 |
1,776.75 |
1,776.75 |
1,801.00 |
|
S3 |
1,755.00 |
1,769.00 |
1,799.00 |
|
S4 |
1,733.25 |
1,747.25 |
1,793.00 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.00 |
1,879.25 |
1,822.25 |
|
R3 |
1,859.75 |
1,848.00 |
1,813.50 |
|
R2 |
1,828.50 |
1,828.50 |
1,810.75 |
|
R1 |
1,816.75 |
1,816.75 |
1,807.75 |
1,807.00 |
PP |
1,797.25 |
1,797.25 |
1,797.25 |
1,792.50 |
S1 |
1,785.50 |
1,785.50 |
1,802.25 |
1,775.75 |
S2 |
1,766.00 |
1,766.00 |
1,799.25 |
|
S3 |
1,734.75 |
1,754.25 |
1,796.50 |
|
S4 |
1,703.50 |
1,723.00 |
1,787.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,809.00 |
1,777.75 |
31.25 |
1.7% |
16.75 |
0.9% |
87% |
False |
False |
1,699,979 |
10 |
1,812.50 |
1,777.75 |
34.75 |
1.9% |
13.00 |
0.7% |
78% |
False |
False |
1,361,812 |
20 |
1,812.50 |
1,736.50 |
76.00 |
4.2% |
14.75 |
0.8% |
90% |
False |
False |
1,458,376 |
40 |
1,812.50 |
1,673.00 |
139.50 |
7.7% |
16.00 |
0.9% |
95% |
False |
False |
1,500,185 |
60 |
1,812.50 |
1,640.00 |
172.50 |
9.6% |
16.50 |
0.9% |
96% |
False |
False |
1,607,308 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
16.75 |
0.9% |
96% |
False |
False |
1,222,486 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
16.00 |
0.9% |
96% |
False |
False |
978,709 |
120 |
1,812.50 |
1,547.25 |
265.25 |
14.7% |
16.75 |
0.9% |
97% |
False |
False |
816,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,898.50 |
2.618 |
1,863.00 |
1.618 |
1,841.25 |
1.000 |
1,827.75 |
0.618 |
1,819.50 |
HIGH |
1,806.00 |
0.618 |
1,797.75 |
0.500 |
1,795.00 |
0.382 |
1,792.50 |
LOW |
1,784.25 |
0.618 |
1,770.75 |
1.000 |
1,762.50 |
1.618 |
1,749.00 |
2.618 |
1,727.25 |
4.250 |
1,691.75 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,801.75 |
1,800.50 |
PP |
1,798.50 |
1,796.25 |
S1 |
1,795.00 |
1,792.00 |
|