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 |
9,405.0 |
9,419.5 |
14.5 |
0.2% |
9,250.5 |
High |
9,440.5 |
9,438.0 |
-2.5 |
0.0% |
9,440.5 |
Low |
9,396.5 |
9,401.0 |
4.5 |
0.0% |
9,250.5 |
Close |
9,424.5 |
9,420.5 |
-4.0 |
0.0% |
9,424.5 |
Range |
44.0 |
37.0 |
-7.0 |
-15.9% |
190.0 |
ATR |
73.3 |
70.7 |
-2.6 |
-3.5% |
0.0 |
Volume |
310 |
413 |
103 |
33.2% |
1,046 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,530.8 |
9,512.7 |
9,440.9 |
|
R3 |
9,493.8 |
9,475.7 |
9,430.7 |
|
R2 |
9,456.8 |
9,456.8 |
9,427.3 |
|
R1 |
9,438.7 |
9,438.7 |
9,423.9 |
9,447.8 |
PP |
9,419.8 |
9,419.8 |
9,419.8 |
9,424.4 |
S1 |
9,401.7 |
9,401.7 |
9,417.1 |
9,410.8 |
S2 |
9,382.8 |
9,382.8 |
9,413.7 |
|
S3 |
9,345.8 |
9,364.7 |
9,410.3 |
|
S4 |
9,308.8 |
9,327.7 |
9,400.2 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,941.8 |
9,873.2 |
9,529.0 |
|
R3 |
9,751.8 |
9,683.2 |
9,476.8 |
|
R2 |
9,561.8 |
9,561.8 |
9,459.3 |
|
R1 |
9,493.2 |
9,493.2 |
9,441.9 |
9,527.5 |
PP |
9,371.8 |
9,371.8 |
9,371.8 |
9,389.0 |
S1 |
9,303.2 |
9,303.2 |
9,407.1 |
9,337.5 |
S2 |
9,181.8 |
9,181.8 |
9,389.7 |
|
S3 |
8,991.8 |
9,113.2 |
9,372.3 |
|
S4 |
8,801.8 |
8,923.2 |
9,320.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,440.5 |
9,304.0 |
136.5 |
1.4% |
42.2 |
0.4% |
85% |
False |
False |
243 |
10 |
9,440.5 |
9,135.5 |
305.0 |
3.2% |
56.9 |
0.6% |
93% |
False |
False |
195 |
20 |
9,440.5 |
8,984.0 |
456.5 |
4.8% |
70.6 |
0.7% |
96% |
False |
False |
171 |
40 |
9,440.5 |
8,505.0 |
935.5 |
9.9% |
72.0 |
0.8% |
98% |
False |
False |
165 |
60 |
9,440.5 |
8,345.5 |
1,095.0 |
11.6% |
72.0 |
0.8% |
98% |
False |
False |
151 |
80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.0% |
67.1 |
0.7% |
98% |
False |
False |
118 |
100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.0% |
67.0 |
0.7% |
98% |
False |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,595.3 |
2.618 |
9,534.9 |
1.618 |
9,497.9 |
1.000 |
9,475.0 |
0.618 |
9,460.9 |
HIGH |
9,438.0 |
0.618 |
9,423.9 |
0.500 |
9,419.5 |
0.382 |
9,415.1 |
LOW |
9,401.0 |
0.618 |
9,378.1 |
1.000 |
9,364.0 |
1.618 |
9,341.1 |
2.618 |
9,304.1 |
4.250 |
9,243.8 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,420.2 |
9,415.3 |
PP |
9,419.8 |
9,410.0 |
S1 |
9,419.5 |
9,404.8 |
|