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 |
1,243.1 |
1,225.0 |
-18.1 |
-1.5% |
1,250.6 |
High |
1,243.2 |
1,245.0 |
1.8 |
0.1% |
1,251.5 |
Low |
1,216.3 |
1,210.1 |
-6.2 |
-0.5% |
1,210.1 |
Close |
1,231.9 |
1,229.0 |
-2.9 |
-0.2% |
1,229.0 |
Range |
26.9 |
34.9 |
8.0 |
29.7% |
41.4 |
ATR |
23.1 |
23.9 |
0.8 |
3.7% |
0.0 |
Volume |
154,225 |
174,951 |
20,726 |
13.4% |
775,931 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.7 |
1,315.8 |
1,248.2 |
|
R3 |
1,297.8 |
1,280.9 |
1,238.6 |
|
R2 |
1,262.9 |
1,262.9 |
1,235.4 |
|
R1 |
1,246.0 |
1,246.0 |
1,232.2 |
1,254.5 |
PP |
1,228.0 |
1,228.0 |
1,228.0 |
1,232.3 |
S1 |
1,211.1 |
1,211.1 |
1,225.8 |
1,219.6 |
S2 |
1,193.1 |
1,193.1 |
1,222.6 |
|
S3 |
1,158.2 |
1,176.2 |
1,219.4 |
|
S4 |
1,123.3 |
1,141.3 |
1,209.8 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.4 |
1,333.1 |
1,251.8 |
|
R3 |
1,313.0 |
1,291.7 |
1,240.4 |
|
R2 |
1,271.6 |
1,271.6 |
1,236.6 |
|
R1 |
1,250.3 |
1,250.3 |
1,232.8 |
1,240.3 |
PP |
1,230.2 |
1,230.2 |
1,230.2 |
1,225.2 |
S1 |
1,208.9 |
1,208.9 |
1,225.2 |
1,198.9 |
S2 |
1,188.8 |
1,188.8 |
1,221.4 |
|
S3 |
1,147.4 |
1,167.5 |
1,217.6 |
|
S4 |
1,106.0 |
1,126.1 |
1,206.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,251.5 |
1,210.1 |
41.4 |
3.4% |
29.6 |
2.4% |
46% |
False |
True |
155,186 |
10 |
1,258.2 |
1,210.1 |
48.1 |
3.9% |
24.2 |
2.0% |
39% |
False |
True |
126,257 |
20 |
1,314.1 |
1,210.1 |
104.0 |
8.5% |
21.5 |
1.8% |
18% |
False |
True |
73,116 |
40 |
1,362.3 |
1,210.1 |
152.2 |
12.4% |
21.6 |
1.8% |
12% |
False |
True |
40,038 |
60 |
1,375.8 |
1,210.1 |
165.7 |
13.5% |
23.9 |
1.9% |
11% |
False |
True |
27,453 |
80 |
1,433.7 |
1,210.1 |
223.6 |
18.2% |
23.9 |
1.9% |
8% |
False |
True |
21,031 |
100 |
1,433.7 |
1,210.1 |
223.6 |
18.2% |
23.2 |
1.9% |
8% |
False |
True |
17,192 |
120 |
1,433.7 |
1,187.9 |
245.8 |
20.0% |
23.7 |
1.9% |
17% |
False |
False |
14,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.3 |
2.618 |
1,336.4 |
1.618 |
1,301.5 |
1.000 |
1,279.9 |
0.618 |
1,266.6 |
HIGH |
1,245.0 |
0.618 |
1,231.7 |
0.500 |
1,227.6 |
0.382 |
1,223.4 |
LOW |
1,210.1 |
0.618 |
1,188.5 |
1.000 |
1,175.2 |
1.618 |
1,153.6 |
2.618 |
1,118.7 |
4.250 |
1,061.8 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,228.5 |
1,230.8 |
PP |
1,228.0 |
1,230.2 |
S1 |
1,227.6 |
1,229.6 |
|