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 |
1,219.5 |
1,223.0 |
3.5 |
0.3% |
1,242.7 |
High |
1,225.8 |
1,251.5 |
25.7 |
2.1% |
1,258.2 |
Low |
1,214.6 |
1,210.8 |
-3.8 |
-0.3% |
1,226.4 |
Close |
1,220.8 |
1,247.2 |
26.4 |
2.2% |
1,250.4 |
Range |
11.2 |
40.7 |
29.5 |
263.4% |
31.8 |
ATR |
21.1 |
22.5 |
1.4 |
6.7% |
0.0 |
Volume |
118,419 |
182,235 |
63,816 |
53.9% |
440,821 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.6 |
1,343.6 |
1,269.6 |
|
R3 |
1,317.9 |
1,302.9 |
1,258.4 |
|
R2 |
1,277.2 |
1,277.2 |
1,254.7 |
|
R1 |
1,262.2 |
1,262.2 |
1,250.9 |
1,269.7 |
PP |
1,236.5 |
1,236.5 |
1,236.5 |
1,240.3 |
S1 |
1,221.5 |
1,221.5 |
1,243.5 |
1,229.0 |
S2 |
1,195.8 |
1,195.8 |
1,239.7 |
|
S3 |
1,155.1 |
1,180.8 |
1,236.0 |
|
S4 |
1,114.4 |
1,140.1 |
1,224.8 |
|
|
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 |
1,254.8 |
1,210.8 |
44.0 |
3.5% |
25.1 |
2.0% |
83% |
False |
True |
142,932 |
10 |
1,276.4 |
1,210.8 |
65.6 |
5.3% |
23.0 |
1.8% |
55% |
False |
True |
101,655 |
20 |
1,326.8 |
1,210.8 |
116.0 |
9.3% |
20.6 |
1.6% |
31% |
False |
True |
58,516 |
40 |
1,362.3 |
1,210.8 |
151.5 |
12.1% |
21.5 |
1.7% |
24% |
False |
True |
31,981 |
60 |
1,375.8 |
1,210.8 |
165.0 |
13.2% |
23.7 |
1.9% |
22% |
False |
True |
22,051 |
80 |
1,433.7 |
1,210.8 |
222.9 |
17.9% |
23.7 |
1.9% |
16% |
False |
True |
16,944 |
100 |
1,433.7 |
1,210.8 |
222.9 |
17.9% |
23.0 |
1.8% |
16% |
False |
True |
13,930 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.7% |
23.4 |
1.9% |
24% |
False |
False |
11,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,424.5 |
2.618 |
1,358.1 |
1.618 |
1,317.4 |
1.000 |
1,292.2 |
0.618 |
1,276.7 |
HIGH |
1,251.5 |
0.618 |
1,236.0 |
0.500 |
1,231.2 |
0.382 |
1,226.3 |
LOW |
1,210.8 |
0.618 |
1,185.6 |
1.000 |
1,170.1 |
1.618 |
1,144.9 |
2.618 |
1,104.2 |
4.250 |
1,037.8 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,241.9 |
1,241.9 |
PP |
1,236.5 |
1,236.5 |
S1 |
1,231.2 |
1,231.2 |
|