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 |
15,730 |
15,800 |
70 |
0.4% |
15,710 |
High |
15,845 |
15,965 |
120 |
0.8% |
15,845 |
Low |
15,635 |
15,705 |
70 |
0.4% |
15,460 |
Close |
15,810 |
15,870 |
60 |
0.4% |
15,810 |
Range |
210 |
260 |
50 |
23.8% |
385 |
ATR |
214 |
218 |
3 |
1.5% |
0 |
Volume |
430 |
505 |
75 |
17.4% |
1,208 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,627 |
16,508 |
16,013 |
|
R3 |
16,367 |
16,248 |
15,942 |
|
R2 |
16,107 |
16,107 |
15,918 |
|
R1 |
15,988 |
15,988 |
15,894 |
16,048 |
PP |
15,847 |
15,847 |
15,847 |
15,876 |
S1 |
15,728 |
15,728 |
15,846 |
15,788 |
S2 |
15,587 |
15,587 |
15,822 |
|
S3 |
15,327 |
15,468 |
15,799 |
|
S4 |
15,067 |
15,208 |
15,727 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,860 |
16,720 |
16,022 |
|
R3 |
16,475 |
16,335 |
15,916 |
|
R2 |
16,090 |
16,090 |
15,881 |
|
R1 |
15,950 |
15,950 |
15,845 |
16,020 |
PP |
15,705 |
15,705 |
15,705 |
15,740 |
S1 |
15,565 |
15,565 |
15,775 |
15,635 |
S2 |
15,320 |
15,320 |
15,740 |
|
S3 |
14,935 |
15,180 |
15,704 |
|
S4 |
14,550 |
14,795 |
15,598 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,965 |
15,460 |
505 |
3.2% |
216 |
1.4% |
81% |
True |
False |
342 |
10 |
15,965 |
15,165 |
800 |
5.0% |
197 |
1.2% |
88% |
True |
False |
204 |
20 |
15,965 |
14,070 |
1,895 |
11.9% |
180 |
1.1% |
95% |
True |
False |
110 |
40 |
15,965 |
13,905 |
2,060 |
13.0% |
138 |
0.9% |
95% |
True |
False |
58 |
60 |
15,965 |
13,905 |
2,060 |
13.0% |
110 |
0.7% |
95% |
True |
False |
40 |
80 |
15,965 |
13,330 |
2,635 |
16.6% |
83 |
0.5% |
96% |
True |
False |
30 |
100 |
15,965 |
13,330 |
2,635 |
16.6% |
70 |
0.4% |
96% |
True |
False |
24 |
120 |
15,965 |
12,780 |
3,185 |
20.1% |
59 |
0.4% |
97% |
True |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,070 |
2.618 |
16,646 |
1.618 |
16,386 |
1.000 |
16,225 |
0.618 |
16,126 |
HIGH |
15,965 |
0.618 |
15,866 |
0.500 |
15,835 |
0.382 |
15,804 |
LOW |
15,705 |
0.618 |
15,544 |
1.000 |
15,445 |
1.618 |
15,284 |
2.618 |
15,024 |
4.250 |
14,600 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,858 |
15,818 |
PP |
15,847 |
15,765 |
S1 |
15,835 |
15,713 |
|