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 |
3,082.0 |
3,079.0 |
-3.0 |
-0.1% |
3,062.0 |
High |
3,091.0 |
3,087.0 |
-4.0 |
-0.1% |
3,092.0 |
Low |
3,073.0 |
3,065.0 |
-8.0 |
-0.3% |
3,055.0 |
Close |
3,081.0 |
3,074.0 |
-7.0 |
-0.2% |
3,081.0 |
Range |
18.0 |
22.0 |
4.0 |
22.2% |
37.0 |
ATR |
30.4 |
29.8 |
-0.6 |
-2.0% |
0.0 |
Volume |
40,207 |
52,904 |
12,697 |
31.6% |
239,166 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,141.3 |
3,129.7 |
3,086.1 |
|
R3 |
3,119.3 |
3,107.7 |
3,080.1 |
|
R2 |
3,097.3 |
3,097.3 |
3,078.0 |
|
R1 |
3,085.7 |
3,085.7 |
3,076.0 |
3,080.5 |
PP |
3,075.3 |
3,075.3 |
3,075.3 |
3,072.8 |
S1 |
3,063.7 |
3,063.7 |
3,072.0 |
3,058.5 |
S2 |
3,053.3 |
3,053.3 |
3,070.0 |
|
S3 |
3,031.3 |
3,041.7 |
3,068.0 |
|
S4 |
3,009.3 |
3,019.7 |
3,061.9 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,187.0 |
3,171.0 |
3,101.4 |
|
R3 |
3,150.0 |
3,134.0 |
3,091.2 |
|
R2 |
3,113.0 |
3,113.0 |
3,087.8 |
|
R1 |
3,097.0 |
3,097.0 |
3,084.4 |
3,105.0 |
PP |
3,076.0 |
3,076.0 |
3,076.0 |
3,080.0 |
S1 |
3,060.0 |
3,060.0 |
3,077.6 |
3,068.0 |
S2 |
3,039.0 |
3,039.0 |
3,074.2 |
|
S3 |
3,002.0 |
3,023.0 |
3,070.8 |
|
S4 |
2,965.0 |
2,986.0 |
3,060.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,092.0 |
3,055.0 |
37.0 |
1.2% |
18.4 |
0.6% |
51% |
False |
False |
56,379 |
10 |
3,092.0 |
3,008.0 |
84.0 |
2.7% |
24.0 |
0.8% |
79% |
False |
False |
31,821 |
20 |
3,096.0 |
2,990.0 |
106.0 |
3.4% |
31.0 |
1.0% |
79% |
False |
False |
17,467 |
40 |
3,096.0 |
2,876.0 |
220.0 |
7.2% |
29.7 |
1.0% |
90% |
False |
False |
9,126 |
60 |
3,096.0 |
2,801.0 |
295.0 |
9.6% |
28.6 |
0.9% |
93% |
False |
False |
6,141 |
80 |
3,096.0 |
2,708.0 |
388.0 |
12.6% |
27.0 |
0.9% |
94% |
False |
False |
4,619 |
100 |
3,096.0 |
2,650.0 |
446.0 |
14.5% |
23.9 |
0.8% |
95% |
False |
False |
3,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,180.5 |
2.618 |
3,144.6 |
1.618 |
3,122.6 |
1.000 |
3,109.0 |
0.618 |
3,100.6 |
HIGH |
3,087.0 |
0.618 |
3,078.6 |
0.500 |
3,076.0 |
0.382 |
3,073.4 |
LOW |
3,065.0 |
0.618 |
3,051.4 |
1.000 |
3,043.0 |
1.618 |
3,029.4 |
2.618 |
3,007.4 |
4.250 |
2,971.5 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,076.0 |
3,078.5 |
PP |
3,075.3 |
3,077.0 |
S1 |
3,074.7 |
3,075.5 |
|