Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
15,510 |
15,190 |
-320 |
-2.1% |
15,800 |
High |
15,530 |
15,710 |
180 |
1.2% |
15,965 |
Low |
15,170 |
15,180 |
10 |
0.1% |
15,170 |
Close |
15,195 |
15,670 |
475 |
3.1% |
15,670 |
Range |
360 |
530 |
170 |
47.2% |
795 |
ATR |
246 |
266 |
20 |
8.3% |
0 |
Volume |
3,193 |
5,847 |
2,654 |
83.1% |
12,232 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,110 |
16,920 |
15,962 |
|
R3 |
16,580 |
16,390 |
15,816 |
|
R2 |
16,050 |
16,050 |
15,767 |
|
R1 |
15,860 |
15,860 |
15,719 |
15,955 |
PP |
15,520 |
15,520 |
15,520 |
15,568 |
S1 |
15,330 |
15,330 |
15,622 |
15,425 |
S2 |
14,990 |
14,990 |
15,573 |
|
S3 |
14,460 |
14,800 |
15,524 |
|
S4 |
13,930 |
14,270 |
15,379 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,987 |
17,623 |
16,107 |
|
R3 |
17,192 |
16,828 |
15,889 |
|
R2 |
16,397 |
16,397 |
15,816 |
|
R1 |
16,033 |
16,033 |
15,743 |
15,818 |
PP |
15,602 |
15,602 |
15,602 |
15,494 |
S1 |
15,238 |
15,238 |
15,597 |
15,023 |
S2 |
14,807 |
14,807 |
15,524 |
|
S3 |
14,012 |
14,443 |
15,452 |
|
S4 |
13,217 |
13,648 |
15,233 |
|
|
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 |
5.1% |
373 |
2.4% |
63% |
False |
False |
2,446 |
10 |
15,965 |
15,170 |
795 |
5.1% |
289 |
1.8% |
63% |
False |
False |
1,355 |
20 |
15,965 |
14,135 |
1,830 |
11.7% |
245 |
1.6% |
84% |
False |
False |
696 |
40 |
15,965 |
14,070 |
1,895 |
12.1% |
160 |
1.0% |
84% |
False |
False |
350 |
60 |
15,965 |
13,905 |
2,060 |
13.1% |
136 |
0.9% |
86% |
False |
False |
235 |
80 |
15,965 |
13,330 |
2,635 |
16.8% |
103 |
0.7% |
89% |
False |
False |
176 |
100 |
15,965 |
13,330 |
2,635 |
16.8% |
86 |
0.6% |
89% |
False |
False |
141 |
120 |
15,965 |
13,085 |
2,880 |
18.4% |
72 |
0.5% |
90% |
False |
False |
118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,963 |
2.618 |
17,098 |
1.618 |
16,568 |
1.000 |
16,240 |
0.618 |
16,038 |
HIGH |
15,710 |
0.618 |
15,508 |
0.500 |
15,445 |
0.382 |
15,383 |
LOW |
15,180 |
0.618 |
14,853 |
1.000 |
14,650 |
1.618 |
14,323 |
2.618 |
13,793 |
4.250 |
12,928 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,595 |
15,593 |
PP |
15,520 |
15,517 |
S1 |
15,445 |
15,440 |
|