Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
9,254.0 |
9,135.5 |
-118.5 |
-1.3% |
9,250.5 |
High |
9,274.5 |
9,185.0 |
-89.5 |
-1.0% |
9,440.5 |
Low |
9,088.0 |
9,093.0 |
5.0 |
0.1% |
9,250.5 |
Close |
9,155.0 |
9,109.5 |
-45.5 |
-0.5% |
9,424.5 |
Range |
186.5 |
92.0 |
-94.5 |
-50.7% |
190.0 |
ATR |
87.7 |
88.0 |
0.3 |
0.3% |
0.0 |
Volume |
4,908 |
3,088 |
-1,820 |
-37.1% |
1,046 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,405.2 |
9,349.3 |
9,160.1 |
|
R3 |
9,313.2 |
9,257.3 |
9,134.8 |
|
R2 |
9,221.2 |
9,221.2 |
9,126.4 |
|
R1 |
9,165.3 |
9,165.3 |
9,117.9 |
9,147.3 |
PP |
9,129.2 |
9,129.2 |
9,129.2 |
9,120.1 |
S1 |
9,073.3 |
9,073.3 |
9,101.1 |
9,055.3 |
S2 |
9,037.2 |
9,037.2 |
9,092.6 |
|
S3 |
8,945.2 |
8,981.3 |
9,084.2 |
|
S4 |
8,853.2 |
8,889.3 |
9,058.9 |
|
|
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% |
112.1 |
1.2% |
6% |
False |
False |
2,302 |
10 |
9,440.5 |
9,088.0 |
352.5 |
3.9% |
82.6 |
0.9% |
6% |
False |
False |
1,236 |
20 |
9,440.5 |
8,998.0 |
442.5 |
4.9% |
79.3 |
0.9% |
25% |
False |
False |
688 |
40 |
9,440.5 |
8,693.0 |
747.5 |
8.2% |
74.8 |
0.8% |
56% |
False |
False |
422 |
60 |
9,440.5 |
8,479.0 |
961.5 |
10.6% |
76.0 |
0.8% |
66% |
False |
False |
326 |
80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.4% |
71.6 |
0.8% |
75% |
False |
False |
252 |
100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.4% |
69.1 |
0.8% |
75% |
False |
False |
205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,576.0 |
2.618 |
9,425.9 |
1.618 |
9,333.9 |
1.000 |
9,277.0 |
0.618 |
9,241.9 |
HIGH |
9,185.0 |
0.618 |
9,149.9 |
0.500 |
9,139.0 |
0.382 |
9,128.1 |
LOW |
9,093.0 |
0.618 |
9,036.1 |
1.000 |
9,001.0 |
1.618 |
8,944.1 |
2.618 |
8,852.1 |
4.250 |
8,702.0 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
9,139.0 |
9,253.5 |
PP |
9,129.2 |
9,205.5 |
S1 |
9,119.3 |
9,157.5 |
|