Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1,798.50 |
1,799.50 |
1.00 |
0.1% |
1,795.00 |
High |
1,805.75 |
1,802.50 |
-3.25 |
-0.2% |
1,805.75 |
Low |
1,796.50 |
1,791.00 |
-5.50 |
-0.3% |
1,792.00 |
Close |
1,797.75 |
1,793.25 |
-4.50 |
-0.3% |
1,797.75 |
Range |
9.25 |
11.50 |
2.25 |
24.3% |
13.75 |
ATR |
14.05 |
13.87 |
-0.18 |
-1.3% |
0.00 |
Volume |
24,181 |
15,717 |
-8,464 |
-35.0% |
61,202 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.00 |
1,823.25 |
1,799.50 |
|
R3 |
1,818.50 |
1,811.75 |
1,796.50 |
|
R2 |
1,807.00 |
1,807.00 |
1,795.25 |
|
R1 |
1,800.25 |
1,800.25 |
1,794.25 |
1,798.00 |
PP |
1,795.50 |
1,795.50 |
1,795.50 |
1,794.50 |
S1 |
1,788.75 |
1,788.75 |
1,792.25 |
1,786.50 |
S2 |
1,784.00 |
1,784.00 |
1,791.25 |
|
S3 |
1,772.50 |
1,777.25 |
1,790.00 |
|
S4 |
1,761.00 |
1,765.75 |
1,787.00 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.75 |
1,832.50 |
1,805.25 |
|
R3 |
1,826.00 |
1,818.75 |
1,801.50 |
|
R2 |
1,812.25 |
1,812.25 |
1,800.25 |
|
R1 |
1,805.00 |
1,805.00 |
1,799.00 |
1,808.50 |
PP |
1,798.50 |
1,798.50 |
1,798.50 |
1,800.25 |
S1 |
1,791.25 |
1,791.25 |
1,796.50 |
1,795.00 |
S2 |
1,784.75 |
1,784.75 |
1,795.25 |
|
S3 |
1,771.00 |
1,777.50 |
1,794.00 |
|
S4 |
1,757.25 |
1,763.75 |
1,790.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,805.75 |
1,791.00 |
14.75 |
0.8% |
9.25 |
0.5% |
15% |
False |
True |
15,383 |
10 |
1,805.75 |
1,768.25 |
37.50 |
2.1% |
12.00 |
0.7% |
67% |
False |
False |
10,121 |
20 |
1,805.75 |
1,729.50 |
76.25 |
4.3% |
14.25 |
0.8% |
84% |
False |
False |
7,269 |
40 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
16.00 |
0.9% |
93% |
False |
False |
6,561 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
15.50 |
0.9% |
93% |
False |
False |
5,190 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.7% |
15.25 |
0.9% |
94% |
False |
False |
3,908 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.7% |
14.25 |
0.8% |
94% |
False |
False |
3,136 |
120 |
1,805.75 |
1,542.25 |
263.50 |
14.7% |
15.00 |
0.8% |
95% |
False |
False |
2,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.50 |
2.618 |
1,832.50 |
1.618 |
1,821.00 |
1.000 |
1,814.00 |
0.618 |
1,809.50 |
HIGH |
1,802.50 |
0.618 |
1,798.00 |
0.500 |
1,796.75 |
0.382 |
1,795.50 |
LOW |
1,791.00 |
0.618 |
1,784.00 |
1.000 |
1,779.50 |
1.618 |
1,772.50 |
2.618 |
1,761.00 |
4.250 |
1,742.00 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,796.75 |
1,798.50 |
PP |
1,795.50 |
1,796.75 |
S1 |
1,794.50 |
1,795.00 |
|