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 |
15,800 |
15,880 |
80 |
0.5% |
15,710 |
High |
15,965 |
15,915 |
-50 |
-0.3% |
15,845 |
Low |
15,705 |
15,555 |
-150 |
-1.0% |
15,460 |
Close |
15,870 |
15,665 |
-205 |
-1.3% |
15,810 |
Range |
260 |
360 |
100 |
38.5% |
385 |
ATR |
218 |
228 |
10 |
4.7% |
0 |
Volume |
505 |
1,322 |
817 |
161.8% |
1,208 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,792 |
16,588 |
15,863 |
|
R3 |
16,432 |
16,228 |
15,764 |
|
R2 |
16,072 |
16,072 |
15,731 |
|
R1 |
15,868 |
15,868 |
15,698 |
15,790 |
PP |
15,712 |
15,712 |
15,712 |
15,673 |
S1 |
15,508 |
15,508 |
15,632 |
15,430 |
S2 |
15,352 |
15,352 |
15,599 |
|
S3 |
14,992 |
15,148 |
15,566 |
|
S4 |
14,632 |
14,788 |
15,467 |
|
|
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% |
262 |
1.7% |
41% |
False |
False |
546 |
10 |
15,965 |
15,165 |
800 |
5.1% |
220 |
1.4% |
63% |
False |
False |
329 |
20 |
15,965 |
14,070 |
1,895 |
12.1% |
192 |
1.2% |
84% |
False |
False |
176 |
40 |
15,965 |
13,905 |
2,060 |
13.2% |
144 |
0.9% |
85% |
False |
False |
91 |
60 |
15,965 |
13,905 |
2,060 |
13.2% |
116 |
0.7% |
85% |
False |
False |
62 |
80 |
15,965 |
13,330 |
2,635 |
16.8% |
88 |
0.6% |
89% |
False |
False |
46 |
100 |
15,965 |
13,330 |
2,635 |
16.8% |
74 |
0.5% |
89% |
False |
False |
37 |
120 |
15,965 |
12,780 |
3,185 |
20.3% |
62 |
0.4% |
91% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,445 |
2.618 |
16,858 |
1.618 |
16,498 |
1.000 |
16,275 |
0.618 |
16,138 |
HIGH |
15,915 |
0.618 |
15,778 |
0.500 |
15,735 |
0.382 |
15,693 |
LOW |
15,555 |
0.618 |
15,333 |
1.000 |
15,195 |
1.618 |
14,973 |
2.618 |
14,613 |
4.250 |
14,025 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,735 |
15,760 |
PP |
15,712 |
15,728 |
S1 |
15,688 |
15,697 |
|