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 |
6,535.5 |
6,486.0 |
-49.5 |
-0.8% |
6,640.0 |
High |
6,535.5 |
6,503.0 |
-32.5 |
-0.5% |
6,658.5 |
Low |
6,464.5 |
6,420.0 |
-44.5 |
-0.7% |
6,582.5 |
Close |
6,489.0 |
6,462.5 |
-26.5 |
-0.4% |
6,604.0 |
Range |
71.0 |
83.0 |
12.0 |
16.9% |
76.0 |
ATR |
49.8 |
52.1 |
2.4 |
4.8% |
0.0 |
Volume |
2,152 |
15,718 |
13,566 |
630.4% |
42,600 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,711.0 |
6,669.5 |
6,508.0 |
|
R3 |
6,628.0 |
6,586.5 |
6,485.5 |
|
R2 |
6,545.0 |
6,545.0 |
6,477.5 |
|
R1 |
6,503.5 |
6,503.5 |
6,470.0 |
6,483.0 |
PP |
6,462.0 |
6,462.0 |
6,462.0 |
6,451.5 |
S1 |
6,420.5 |
6,420.5 |
6,455.0 |
6,400.0 |
S2 |
6,379.0 |
6,379.0 |
6,447.5 |
|
S3 |
6,296.0 |
6,337.5 |
6,439.5 |
|
S4 |
6,213.0 |
6,254.5 |
6,417.0 |
|
|
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 |
6,420.0 |
212.0 |
3.3% |
58.0 |
0.9% |
20% |
False |
True |
12,285 |
10 |
6,658.5 |
6,420.0 |
238.5 |
3.7% |
47.5 |
0.7% |
18% |
False |
True |
6,156 |
20 |
6,706.5 |
6,420.0 |
286.5 |
4.4% |
49.0 |
0.8% |
15% |
False |
True |
3,605 |
40 |
6,740.0 |
6,311.0 |
429.0 |
6.6% |
41.0 |
0.6% |
35% |
False |
False |
1,922 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
31.0 |
0.5% |
40% |
False |
False |
1,319 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
25.0 |
0.4% |
40% |
False |
False |
993 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
20.0 |
0.3% |
40% |
False |
False |
801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,856.0 |
2.618 |
6,720.5 |
1.618 |
6,637.5 |
1.000 |
6,586.0 |
0.618 |
6,554.5 |
HIGH |
6,503.0 |
0.618 |
6,471.5 |
0.500 |
6,461.5 |
0.382 |
6,451.5 |
LOW |
6,420.0 |
0.618 |
6,368.5 |
1.000 |
6,337.0 |
1.618 |
6,285.5 |
2.618 |
6,202.5 |
4.250 |
6,067.0 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,462.0 |
6,510.0 |
PP |
6,462.0 |
6,494.0 |
S1 |
6,461.5 |
6,478.5 |
|