Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,419.5 |
9,406.0 |
-13.5 |
-0.1% |
9,250.5 |
High |
9,438.0 |
9,419.0 |
-19.0 |
-0.2% |
9,440.5 |
Low |
9,401.0 |
9,218.0 |
-183.0 |
-1.9% |
9,250.5 |
Close |
9,420.5 |
9,242.5 |
-178.0 |
-1.9% |
9,424.5 |
Range |
37.0 |
201.0 |
164.0 |
443.2% |
190.0 |
ATR |
70.7 |
80.1 |
9.4 |
13.3% |
0.0 |
Volume |
413 |
2,795 |
2,382 |
576.8% |
1,046 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,896.2 |
9,770.3 |
9,353.1 |
|
R3 |
9,695.2 |
9,569.3 |
9,297.8 |
|
R2 |
9,494.2 |
9,494.2 |
9,279.4 |
|
R1 |
9,368.3 |
9,368.3 |
9,260.9 |
9,330.8 |
PP |
9,293.2 |
9,293.2 |
9,293.2 |
9,274.4 |
S1 |
9,167.3 |
9,167.3 |
9,224.1 |
9,129.8 |
S2 |
9,092.2 |
9,092.2 |
9,205.7 |
|
S3 |
8,891.2 |
8,966.3 |
9,187.2 |
|
S4 |
8,690.2 |
8,765.3 |
9,132.0 |
|
|
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 |
9,218.0 |
222.5 |
2.4% |
77.5 |
0.8% |
11% |
False |
True |
787 |
10 |
9,440.5 |
9,135.5 |
305.0 |
3.3% |
71.9 |
0.8% |
35% |
False |
False |
466 |
20 |
9,440.5 |
8,998.0 |
442.5 |
4.8% |
76.4 |
0.8% |
55% |
False |
False |
307 |
40 |
9,440.5 |
8,505.0 |
935.5 |
10.1% |
75.0 |
0.8% |
79% |
False |
False |
232 |
60 |
9,440.5 |
8,466.0 |
974.5 |
10.5% |
73.1 |
0.8% |
80% |
False |
False |
197 |
80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.2% |
69.1 |
0.7% |
85% |
False |
False |
152 |
100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.2% |
68.4 |
0.7% |
85% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,273.3 |
2.618 |
9,945.2 |
1.618 |
9,744.2 |
1.000 |
9,620.0 |
0.618 |
9,543.2 |
HIGH |
9,419.0 |
0.618 |
9,342.2 |
0.500 |
9,318.5 |
0.382 |
9,294.8 |
LOW |
9,218.0 |
0.618 |
9,093.8 |
1.000 |
9,017.0 |
1.618 |
8,892.8 |
2.618 |
8,691.8 |
4.250 |
8,363.8 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,318.5 |
9,329.3 |
PP |
9,293.2 |
9,300.3 |
S1 |
9,267.8 |
9,271.4 |
|