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 |
15,827 |
15,765 |
-62 |
-0.4% |
16,029 |
High |
15,835 |
15,967 |
132 |
0.8% |
16,035 |
Low |
15,741 |
15,757 |
16 |
0.1% |
15,723 |
Close |
15,752 |
15,948 |
196 |
1.2% |
15,948 |
Range |
94 |
210 |
116 |
123.4% |
312 |
ATR |
112 |
120 |
7 |
6.5% |
0 |
Volume |
1,359 |
1,719 |
360 |
26.5% |
5,610 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,521 |
16,444 |
16,064 |
|
R3 |
16,311 |
16,234 |
16,006 |
|
R2 |
16,101 |
16,101 |
15,987 |
|
R1 |
16,024 |
16,024 |
15,967 |
16,063 |
PP |
15,891 |
15,891 |
15,891 |
15,910 |
S1 |
15,814 |
15,814 |
15,929 |
15,853 |
S2 |
15,681 |
15,681 |
15,910 |
|
S3 |
15,471 |
15,604 |
15,890 |
|
S4 |
15,261 |
15,394 |
15,833 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,838 |
16,705 |
16,120 |
|
R3 |
16,526 |
16,393 |
16,034 |
|
R2 |
16,214 |
16,214 |
16,005 |
|
R1 |
16,081 |
16,081 |
15,977 |
15,992 |
PP |
15,902 |
15,902 |
15,902 |
15,857 |
S1 |
15,769 |
15,769 |
15,920 |
15,680 |
S2 |
15,590 |
15,590 |
15,891 |
|
S3 |
15,278 |
15,457 |
15,862 |
|
S4 |
14,966 |
15,145 |
15,777 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,035 |
15,723 |
312 |
2.0% |
148 |
0.9% |
72% |
False |
False |
1,122 |
10 |
16,094 |
15,723 |
371 |
2.3% |
112 |
0.7% |
61% |
False |
False |
676 |
20 |
16,094 |
15,450 |
644 |
4.0% |
115 |
0.7% |
77% |
False |
False |
354 |
40 |
16,094 |
14,937 |
1,157 |
7.3% |
111 |
0.7% |
87% |
False |
False |
194 |
60 |
16,094 |
14,588 |
1,506 |
9.4% |
91 |
0.6% |
90% |
False |
False |
145 |
80 |
16,094 |
14,545 |
1,549 |
9.7% |
78 |
0.5% |
91% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,860 |
2.618 |
16,517 |
1.618 |
16,307 |
1.000 |
16,177 |
0.618 |
16,097 |
HIGH |
15,967 |
0.618 |
15,887 |
0.500 |
15,862 |
0.382 |
15,837 |
LOW |
15,757 |
0.618 |
15,627 |
1.000 |
15,547 |
1.618 |
15,417 |
2.618 |
15,207 |
4.250 |
14,865 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
15,919 |
15,914 |
PP |
15,891 |
15,879 |
S1 |
15,862 |
15,845 |
|