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 |
15,665 |
15,510 |
-155 |
-1.0% |
15,710 |
High |
15,680 |
15,530 |
-150 |
-1.0% |
15,845 |
Low |
15,325 |
15,170 |
-155 |
-1.0% |
15,460 |
Close |
15,505 |
15,195 |
-310 |
-2.0% |
15,810 |
Range |
355 |
360 |
5 |
1.4% |
385 |
ATR |
237 |
246 |
9 |
3.7% |
0 |
Volume |
1,365 |
3,193 |
1,828 |
133.9% |
1,208 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,378 |
16,147 |
15,393 |
|
R3 |
16,018 |
15,787 |
15,294 |
|
R2 |
15,658 |
15,658 |
15,261 |
|
R1 |
15,427 |
15,427 |
15,228 |
15,363 |
PP |
15,298 |
15,298 |
15,298 |
15,266 |
S1 |
15,067 |
15,067 |
15,162 |
15,003 |
S2 |
14,938 |
14,938 |
15,129 |
|
S3 |
14,578 |
14,707 |
15,096 |
|
S4 |
14,218 |
14,347 |
14,997 |
|
|
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 |
15,170 |
795 |
5.2% |
309 |
2.0% |
3% |
False |
True |
1,363 |
10 |
15,965 |
15,170 |
795 |
5.2% |
262 |
1.7% |
3% |
False |
True |
774 |
20 |
15,965 |
14,070 |
1,895 |
12.5% |
223 |
1.5% |
59% |
False |
False |
404 |
40 |
15,965 |
14,070 |
1,895 |
12.5% |
154 |
1.0% |
59% |
False |
False |
205 |
60 |
15,965 |
13,905 |
2,060 |
13.6% |
128 |
0.8% |
63% |
False |
False |
137 |
80 |
15,965 |
13,330 |
2,635 |
17.3% |
97 |
0.6% |
71% |
False |
False |
103 |
100 |
15,965 |
13,330 |
2,635 |
17.3% |
81 |
0.5% |
71% |
False |
False |
83 |
120 |
15,965 |
13,085 |
2,880 |
19.0% |
68 |
0.4% |
73% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,060 |
2.618 |
16,473 |
1.618 |
16,113 |
1.000 |
15,890 |
0.618 |
15,753 |
HIGH |
15,530 |
0.618 |
15,393 |
0.500 |
15,350 |
0.382 |
15,308 |
LOW |
15,170 |
0.618 |
14,948 |
1.000 |
14,810 |
1.618 |
14,588 |
2.618 |
14,228 |
4.250 |
13,640 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,350 |
15,543 |
PP |
15,298 |
15,427 |
S1 |
15,247 |
15,311 |
|