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 |
1,223.0 |
1,243.1 |
20.1 |
1.6% |
1,242.7 |
High |
1,251.5 |
1,243.2 |
-8.3 |
-0.7% |
1,258.2 |
Low |
1,210.8 |
1,216.3 |
5.5 |
0.5% |
1,226.4 |
Close |
1,247.2 |
1,231.9 |
-15.3 |
-1.2% |
1,250.4 |
Range |
40.7 |
26.9 |
-13.8 |
-33.9% |
31.8 |
ATR |
22.5 |
23.1 |
0.6 |
2.7% |
0.0 |
Volume |
182,235 |
154,225 |
-28,010 |
-15.4% |
440,821 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.2 |
1,298.4 |
1,246.7 |
|
R3 |
1,284.3 |
1,271.5 |
1,239.3 |
|
R2 |
1,257.4 |
1,257.4 |
1,236.8 |
|
R1 |
1,244.6 |
1,244.6 |
1,234.4 |
1,237.6 |
PP |
1,230.5 |
1,230.5 |
1,230.5 |
1,226.9 |
S1 |
1,217.7 |
1,217.7 |
1,229.4 |
1,210.7 |
S2 |
1,203.6 |
1,203.6 |
1,227.0 |
|
S3 |
1,176.7 |
1,190.8 |
1,224.5 |
|
S4 |
1,149.8 |
1,163.9 |
1,217.1 |
|
|
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 |
1,254.5 |
1,210.8 |
43.7 |
3.5% |
26.7 |
2.2% |
48% |
False |
False |
142,813 |
10 |
1,258.2 |
1,210.8 |
47.4 |
3.8% |
22.1 |
1.8% |
45% |
False |
False |
114,220 |
20 |
1,326.8 |
1,210.8 |
116.0 |
9.4% |
21.3 |
1.7% |
18% |
False |
False |
65,701 |
40 |
1,362.3 |
1,210.8 |
151.5 |
12.3% |
21.5 |
1.7% |
14% |
False |
False |
35,763 |
60 |
1,375.8 |
1,210.8 |
165.0 |
13.4% |
24.0 |
2.0% |
13% |
False |
False |
24,569 |
80 |
1,433.7 |
1,210.8 |
222.9 |
18.1% |
23.7 |
1.9% |
9% |
False |
False |
18,856 |
100 |
1,433.7 |
1,210.8 |
222.9 |
18.1% |
23.1 |
1.9% |
9% |
False |
False |
15,460 |
120 |
1,433.7 |
1,187.9 |
245.8 |
20.0% |
23.5 |
1.9% |
18% |
False |
False |
13,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.5 |
2.618 |
1,313.6 |
1.618 |
1,286.7 |
1.000 |
1,270.1 |
0.618 |
1,259.8 |
HIGH |
1,243.2 |
0.618 |
1,232.9 |
0.500 |
1,229.8 |
0.382 |
1,226.6 |
LOW |
1,216.3 |
0.618 |
1,199.7 |
1.000 |
1,189.4 |
1.618 |
1,172.8 |
2.618 |
1,145.9 |
4.250 |
1,102.0 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,231.2 |
1,231.7 |
PP |
1,230.5 |
1,231.4 |
S1 |
1,229.8 |
1,231.2 |
|