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 |
15,880 |
15,665 |
-215 |
-1.4% |
15,710 |
High |
15,915 |
15,680 |
-235 |
-1.5% |
15,845 |
Low |
15,555 |
15,325 |
-230 |
-1.5% |
15,460 |
Close |
15,665 |
15,505 |
-160 |
-1.0% |
15,810 |
Range |
360 |
355 |
-5 |
-1.4% |
385 |
ATR |
228 |
237 |
9 |
4.0% |
0 |
Volume |
1,322 |
1,365 |
43 |
3.3% |
1,208 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,568 |
16,392 |
15,700 |
|
R3 |
16,213 |
16,037 |
15,603 |
|
R2 |
15,858 |
15,858 |
15,570 |
|
R1 |
15,682 |
15,682 |
15,538 |
15,593 |
PP |
15,503 |
15,503 |
15,503 |
15,459 |
S1 |
15,327 |
15,327 |
15,473 |
15,238 |
S2 |
15,148 |
15,148 |
15,440 |
|
S3 |
14,793 |
14,972 |
15,408 |
|
S4 |
14,438 |
14,617 |
15,310 |
|
|
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 |
15,325 |
640 |
4.1% |
297 |
1.9% |
28% |
False |
True |
758 |
10 |
15,965 |
15,195 |
770 |
5.0% |
240 |
1.5% |
40% |
False |
False |
458 |
20 |
15,965 |
14,070 |
1,895 |
12.2% |
207 |
1.3% |
76% |
False |
False |
245 |
40 |
15,965 |
14,070 |
1,895 |
12.2% |
147 |
0.9% |
76% |
False |
False |
125 |
60 |
15,965 |
13,905 |
2,060 |
13.3% |
122 |
0.8% |
78% |
False |
False |
84 |
80 |
15,965 |
13,330 |
2,635 |
17.0% |
92 |
0.6% |
83% |
False |
False |
63 |
100 |
15,965 |
13,330 |
2,635 |
17.0% |
78 |
0.5% |
83% |
False |
False |
51 |
120 |
15,965 |
13,085 |
2,880 |
18.6% |
65 |
0.4% |
84% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,189 |
2.618 |
16,610 |
1.618 |
16,255 |
1.000 |
16,035 |
0.618 |
15,900 |
HIGH |
15,680 |
0.618 |
15,545 |
0.500 |
15,503 |
0.382 |
15,461 |
LOW |
15,325 |
0.618 |
15,106 |
1.000 |
14,970 |
1.618 |
14,751 |
2.618 |
14,396 |
4.250 |
13,816 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,504 |
15,645 |
PP |
15,503 |
15,598 |
S1 |
15,503 |
15,552 |
|