Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,239.5 |
1,250.6 |
11.1 |
0.9% |
1,242.7 |
High |
1,254.5 |
1,251.2 |
-3.3 |
-0.3% |
1,258.2 |
Low |
1,234.1 |
1,217.1 |
-17.0 |
-1.4% |
1,226.4 |
Close |
1,250.4 |
1,221.9 |
-28.5 |
-2.3% |
1,250.4 |
Range |
20.4 |
34.1 |
13.7 |
67.2% |
31.8 |
ATR |
20.9 |
21.8 |
0.9 |
4.5% |
0.0 |
Volume |
113,086 |
146,101 |
33,015 |
29.2% |
440,821 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.4 |
1,311.2 |
1,240.7 |
|
R3 |
1,298.3 |
1,277.1 |
1,231.3 |
|
R2 |
1,264.2 |
1,264.2 |
1,228.2 |
|
R1 |
1,243.0 |
1,243.0 |
1,225.0 |
1,236.6 |
PP |
1,230.1 |
1,230.1 |
1,230.1 |
1,226.8 |
S1 |
1,208.9 |
1,208.9 |
1,218.8 |
1,202.5 |
S2 |
1,196.0 |
1,196.0 |
1,215.6 |
|
S3 |
1,161.9 |
1,174.8 |
1,212.5 |
|
S4 |
1,127.8 |
1,140.7 |
1,203.1 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.4 |
1,327.2 |
1,267.9 |
|
R3 |
1,308.6 |
1,295.4 |
1,259.1 |
|
R2 |
1,276.8 |
1,276.8 |
1,256.2 |
|
R1 |
1,263.6 |
1,263.6 |
1,253.3 |
1,270.2 |
PP |
1,245.0 |
1,245.0 |
1,245.0 |
1,248.3 |
S1 |
1,231.8 |
1,231.8 |
1,247.5 |
1,238.4 |
S2 |
1,213.2 |
1,213.2 |
1,244.6 |
|
S3 |
1,181.4 |
1,200.0 |
1,241.7 |
|
S4 |
1,149.6 |
1,168.2 |
1,232.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,258.2 |
1,217.1 |
41.1 |
3.4% |
24.2 |
2.0% |
12% |
False |
True |
117,384 |
10 |
1,289.6 |
1,217.1 |
72.5 |
5.9% |
20.7 |
1.7% |
7% |
False |
True |
74,183 |
20 |
1,326.8 |
1,217.1 |
109.7 |
9.0% |
19.1 |
1.6% |
4% |
False |
True |
44,051 |
40 |
1,362.3 |
1,217.1 |
145.2 |
11.9% |
21.0 |
1.7% |
3% |
False |
True |
24,536 |
60 |
1,391.5 |
1,217.1 |
174.4 |
14.3% |
23.4 |
1.9% |
3% |
False |
True |
17,091 |
80 |
1,433.7 |
1,217.1 |
216.6 |
17.7% |
23.5 |
1.9% |
2% |
False |
True |
13,222 |
100 |
1,433.7 |
1,217.1 |
216.6 |
17.7% |
22.8 |
1.9% |
2% |
False |
True |
10,961 |
120 |
1,433.7 |
1,187.9 |
245.8 |
20.1% |
23.2 |
1.9% |
14% |
False |
False |
9,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.1 |
2.618 |
1,340.5 |
1.618 |
1,306.4 |
1.000 |
1,285.3 |
0.618 |
1,272.3 |
HIGH |
1,251.2 |
0.618 |
1,238.2 |
0.500 |
1,234.2 |
0.382 |
1,230.1 |
LOW |
1,217.1 |
0.618 |
1,196.0 |
1.000 |
1,183.0 |
1.618 |
1,161.9 |
2.618 |
1,127.8 |
4.250 |
1,072.2 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,234.2 |
1,236.0 |
PP |
1,230.1 |
1,231.3 |
S1 |
1,226.0 |
1,226.6 |
|