Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,406.0 |
9,254.0 |
-152.0 |
-1.6% |
9,250.5 |
High |
9,419.0 |
9,274.5 |
-144.5 |
-1.5% |
9,440.5 |
Low |
9,218.0 |
9,088.0 |
-130.0 |
-1.4% |
9,250.5 |
Close |
9,242.5 |
9,155.0 |
-87.5 |
-0.9% |
9,424.5 |
Range |
201.0 |
186.5 |
-14.5 |
-7.2% |
190.0 |
ATR |
80.1 |
87.7 |
7.6 |
9.5% |
0.0 |
Volume |
2,795 |
4,908 |
2,113 |
75.6% |
1,046 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,732.0 |
9,630.0 |
9,257.6 |
|
R3 |
9,545.5 |
9,443.5 |
9,206.3 |
|
R2 |
9,359.0 |
9,359.0 |
9,189.2 |
|
R1 |
9,257.0 |
9,257.0 |
9,172.1 |
9,214.8 |
PP |
9,172.5 |
9,172.5 |
9,172.5 |
9,151.4 |
S1 |
9,070.5 |
9,070.5 |
9,137.9 |
9,028.3 |
S2 |
8,986.0 |
8,986.0 |
9,120.8 |
|
S3 |
8,799.5 |
8,884.0 |
9,103.7 |
|
S4 |
8,613.0 |
8,697.5 |
9,052.4 |
|
|
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 |
9,088.0 |
352.5 |
3.9% |
102.6 |
1.1% |
19% |
False |
True |
1,726 |
10 |
9,440.5 |
9,088.0 |
352.5 |
3.9% |
82.7 |
0.9% |
19% |
False |
True |
942 |
20 |
9,440.5 |
8,998.0 |
442.5 |
4.8% |
83.7 |
0.9% |
35% |
False |
False |
548 |
40 |
9,440.5 |
8,563.0 |
877.5 |
9.6% |
77.3 |
0.8% |
67% |
False |
False |
351 |
60 |
9,440.5 |
8,479.0 |
961.5 |
10.5% |
75.1 |
0.8% |
70% |
False |
False |
275 |
80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.4% |
71.0 |
0.8% |
78% |
False |
False |
214 |
100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.4% |
69.2 |
0.8% |
78% |
False |
False |
174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,067.1 |
2.618 |
9,762.8 |
1.618 |
9,576.3 |
1.000 |
9,461.0 |
0.618 |
9,389.8 |
HIGH |
9,274.5 |
0.618 |
9,203.3 |
0.500 |
9,181.3 |
0.382 |
9,159.2 |
LOW |
9,088.0 |
0.618 |
8,972.7 |
1.000 |
8,901.5 |
1.618 |
8,786.2 |
2.618 |
8,599.7 |
4.250 |
8,295.4 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,181.3 |
9,263.0 |
PP |
9,172.5 |
9,227.0 |
S1 |
9,163.8 |
9,191.0 |
|