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 |
6,486.0 |
6,455.0 |
-31.0 |
-0.5% |
6,640.0 |
High |
6,503.0 |
6,468.0 |
-35.0 |
-0.5% |
6,658.5 |
Low |
6,420.0 |
6,438.0 |
18.0 |
0.3% |
6,582.5 |
Close |
6,462.5 |
6,444.5 |
-18.0 |
-0.3% |
6,604.0 |
Range |
83.0 |
30.0 |
-53.0 |
-63.9% |
76.0 |
ATR |
52.1 |
50.5 |
-1.6 |
-3.0% |
0.0 |
Volume |
15,718 |
6,547 |
-9,171 |
-58.3% |
42,600 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,540.0 |
6,522.5 |
6,461.0 |
|
R3 |
6,510.0 |
6,492.5 |
6,453.0 |
|
R2 |
6,480.0 |
6,480.0 |
6,450.0 |
|
R1 |
6,462.5 |
6,462.5 |
6,447.0 |
6,456.0 |
PP |
6,450.0 |
6,450.0 |
6,450.0 |
6,447.0 |
S1 |
6,432.5 |
6,432.5 |
6,442.0 |
6,426.0 |
S2 |
6,420.0 |
6,420.0 |
6,439.0 |
|
S3 |
6,390.0 |
6,402.5 |
6,436.0 |
|
S4 |
6,360.0 |
6,372.5 |
6,428.0 |
|
|
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% |
58.5 |
0.9% |
12% |
False |
False |
8,010 |
10 |
6,658.5 |
6,420.0 |
238.5 |
3.7% |
46.5 |
0.7% |
10% |
False |
False |
6,808 |
20 |
6,678.0 |
6,420.0 |
258.0 |
4.0% |
44.5 |
0.7% |
9% |
False |
False |
3,880 |
40 |
6,740.0 |
6,369.0 |
371.0 |
5.8% |
40.5 |
0.6% |
20% |
False |
False |
2,085 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
31.5 |
0.5% |
36% |
False |
False |
1,428 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
25.5 |
0.4% |
36% |
False |
False |
1,075 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.2% |
20.5 |
0.3% |
36% |
False |
False |
866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,595.5 |
2.618 |
6,546.5 |
1.618 |
6,516.5 |
1.000 |
6,498.0 |
0.618 |
6,486.5 |
HIGH |
6,468.0 |
0.618 |
6,456.5 |
0.500 |
6,453.0 |
0.382 |
6,449.5 |
LOW |
6,438.0 |
0.618 |
6,419.5 |
1.000 |
6,408.0 |
1.618 |
6,389.5 |
2.618 |
6,359.5 |
4.250 |
6,310.5 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
6,453.0 |
6,478.0 |
PP |
6,450.0 |
6,466.5 |
S1 |
6,447.5 |
6,455.5 |
|