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 |
1,250.6 |
1,219.5 |
-31.1 |
-2.5% |
1,242.7 |
High |
1,251.2 |
1,225.8 |
-25.4 |
-2.0% |
1,258.2 |
Low |
1,217.1 |
1,214.6 |
-2.5 |
-0.2% |
1,226.4 |
Close |
1,221.9 |
1,220.8 |
-1.1 |
-0.1% |
1,250.4 |
Range |
34.1 |
11.2 |
-22.9 |
-67.2% |
31.8 |
ATR |
21.8 |
21.1 |
-0.8 |
-3.5% |
0.0 |
Volume |
146,101 |
118,419 |
-27,682 |
-18.9% |
440,821 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.0 |
1,248.6 |
1,227.0 |
|
R3 |
1,242.8 |
1,237.4 |
1,223.9 |
|
R2 |
1,231.6 |
1,231.6 |
1,222.9 |
|
R1 |
1,226.2 |
1,226.2 |
1,221.8 |
1,228.9 |
PP |
1,220.4 |
1,220.4 |
1,220.4 |
1,221.8 |
S1 |
1,215.0 |
1,215.0 |
1,219.8 |
1,217.7 |
S2 |
1,209.2 |
1,209.2 |
1,218.7 |
|
S3 |
1,198.0 |
1,203.8 |
1,217.7 |
|
S4 |
1,186.8 |
1,192.6 |
1,214.6 |
|
|
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 |
1,214.6 |
43.6 |
3.6% |
20.8 |
1.7% |
14% |
False |
True |
129,188 |
10 |
1,278.7 |
1,214.6 |
64.1 |
5.3% |
19.9 |
1.6% |
10% |
False |
True |
85,052 |
20 |
1,326.8 |
1,214.6 |
112.2 |
9.2% |
19.2 |
1.6% |
6% |
False |
True |
49,763 |
40 |
1,362.3 |
1,214.6 |
147.7 |
12.1% |
20.8 |
1.7% |
4% |
False |
True |
27,459 |
60 |
1,384.1 |
1,214.6 |
169.5 |
13.9% |
23.5 |
1.9% |
4% |
False |
True |
19,042 |
80 |
1,433.7 |
1,214.6 |
219.1 |
17.9% |
23.5 |
1.9% |
3% |
False |
True |
14,676 |
100 |
1,433.7 |
1,214.6 |
219.1 |
17.9% |
22.8 |
1.9% |
3% |
False |
True |
12,120 |
120 |
1,433.7 |
1,187.9 |
245.8 |
20.1% |
23.1 |
1.9% |
13% |
False |
False |
10,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.4 |
2.618 |
1,255.1 |
1.618 |
1,243.9 |
1.000 |
1,237.0 |
0.618 |
1,232.7 |
HIGH |
1,225.8 |
0.618 |
1,221.5 |
0.500 |
1,220.2 |
0.382 |
1,218.9 |
LOW |
1,214.6 |
0.618 |
1,207.7 |
1.000 |
1,203.4 |
1.618 |
1,196.5 |
2.618 |
1,185.3 |
4.250 |
1,167.0 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,220.6 |
1,234.6 |
PP |
1,220.4 |
1,230.0 |
S1 |
1,220.2 |
1,225.4 |
|