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 |
6,588.5 |
6,535.5 |
-53.0 |
-0.8% |
6,640.0 |
High |
6,600.0 |
6,535.5 |
-64.5 |
-1.0% |
6,658.5 |
Low |
6,531.0 |
6,464.5 |
-66.5 |
-1.0% |
6,582.5 |
Close |
6,546.0 |
6,489.0 |
-57.0 |
-0.9% |
6,604.0 |
Range |
69.0 |
71.0 |
2.0 |
2.9% |
76.0 |
ATR |
47.3 |
49.8 |
2.4 |
5.2% |
0.0 |
Volume |
1,066 |
2,152 |
1,086 |
101.9% |
42,600 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,709.5 |
6,670.0 |
6,528.0 |
|
R3 |
6,638.5 |
6,599.0 |
6,508.5 |
|
R2 |
6,567.5 |
6,567.5 |
6,502.0 |
|
R1 |
6,528.0 |
6,528.0 |
6,495.5 |
6,512.0 |
PP |
6,496.5 |
6,496.5 |
6,496.5 |
6,488.5 |
S1 |
6,457.0 |
6,457.0 |
6,482.5 |
6,441.0 |
S2 |
6,425.5 |
6,425.5 |
6,476.0 |
|
S3 |
6,354.5 |
6,386.0 |
6,469.5 |
|
S4 |
6,283.5 |
6,315.0 |
6,450.0 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,843.0 |
6,799.5 |
6,646.0 |
|
R3 |
6,767.0 |
6,723.5 |
6,625.0 |
|
R2 |
6,691.0 |
6,691.0 |
6,618.0 |
|
R1 |
6,647.5 |
6,647.5 |
6,611.0 |
6,631.0 |
PP |
6,615.0 |
6,615.0 |
6,615.0 |
6,607.0 |
S1 |
6,571.5 |
6,571.5 |
6,597.0 |
6,555.0 |
S2 |
6,539.0 |
6,539.0 |
6,590.0 |
|
S3 |
6,463.0 |
6,495.5 |
6,583.0 |
|
S4 |
6,387.0 |
6,419.5 |
6,562.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,632.0 |
6,464.5 |
167.5 |
2.6% |
46.5 |
0.7% |
15% |
False |
True |
9,149 |
10 |
6,658.5 |
6,464.5 |
194.0 |
3.0% |
44.0 |
0.7% |
13% |
False |
True |
4,610 |
20 |
6,706.5 |
6,464.5 |
242.0 |
3.7% |
46.5 |
0.7% |
10% |
False |
True |
2,896 |
40 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
39.5 |
0.6% |
46% |
False |
False |
1,530 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
29.5 |
0.5% |
46% |
False |
False |
1,057 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
24.0 |
0.4% |
46% |
False |
False |
797 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
19.5 |
0.3% |
46% |
False |
False |
644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,837.0 |
2.618 |
6,721.5 |
1.618 |
6,650.5 |
1.000 |
6,606.5 |
0.618 |
6,579.5 |
HIGH |
6,535.5 |
0.618 |
6,508.5 |
0.500 |
6,500.0 |
0.382 |
6,491.5 |
LOW |
6,464.5 |
0.618 |
6,420.5 |
1.000 |
6,393.5 |
1.618 |
6,349.5 |
2.618 |
6,278.5 |
4.250 |
6,163.0 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,500.0 |
6,548.0 |
PP |
6,496.5 |
6,528.5 |
S1 |
6,492.5 |
6,509.0 |
|