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 |
1,799.50 |
1,793.25 |
-6.25 |
-0.3% |
1,795.00 |
High |
1,802.50 |
1,795.25 |
-7.25 |
-0.4% |
1,805.75 |
Low |
1,791.00 |
1,779.75 |
-11.25 |
-0.6% |
1,792.00 |
Close |
1,793.25 |
1,785.00 |
-8.25 |
-0.5% |
1,797.75 |
Range |
11.50 |
15.50 |
4.00 |
34.8% |
13.75 |
ATR |
13.87 |
13.98 |
0.12 |
0.8% |
0.00 |
Volume |
15,717 |
13,152 |
-2,565 |
-16.3% |
61,202 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.25 |
1,824.50 |
1,793.50 |
|
R3 |
1,817.75 |
1,809.00 |
1,789.25 |
|
R2 |
1,802.25 |
1,802.25 |
1,787.75 |
|
R1 |
1,793.50 |
1,793.50 |
1,786.50 |
1,790.00 |
PP |
1,786.75 |
1,786.75 |
1,786.75 |
1,785.00 |
S1 |
1,778.00 |
1,778.00 |
1,783.50 |
1,774.50 |
S2 |
1,771.25 |
1,771.25 |
1,782.25 |
|
S3 |
1,755.75 |
1,762.50 |
1,780.75 |
|
S4 |
1,740.25 |
1,747.00 |
1,776.50 |
|
|
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 |
1,779.75 |
26.00 |
1.5% |
10.25 |
0.6% |
20% |
False |
True |
15,100 |
10 |
1,805.75 |
1,768.25 |
37.50 |
2.1% |
12.25 |
0.7% |
45% |
False |
False |
10,836 |
20 |
1,805.75 |
1,729.50 |
76.25 |
4.3% |
14.50 |
0.8% |
73% |
False |
False |
7,811 |
40 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
16.25 |
0.9% |
88% |
False |
False |
6,732 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
15.50 |
0.9% |
88% |
False |
False |
5,407 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.8% |
15.50 |
0.9% |
89% |
False |
False |
4,071 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.8% |
14.25 |
0.8% |
89% |
False |
False |
3,267 |
120 |
1,805.75 |
1,542.25 |
263.50 |
14.8% |
14.75 |
0.8% |
92% |
False |
False |
2,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,861.00 |
2.618 |
1,835.75 |
1.618 |
1,820.25 |
1.000 |
1,810.75 |
0.618 |
1,804.75 |
HIGH |
1,795.25 |
0.618 |
1,789.25 |
0.500 |
1,787.50 |
0.382 |
1,785.75 |
LOW |
1,779.75 |
0.618 |
1,770.25 |
1.000 |
1,764.25 |
1.618 |
1,754.75 |
2.618 |
1,739.25 |
4.250 |
1,714.00 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,787.50 |
1,792.75 |
PP |
1,786.75 |
1,790.25 |
S1 |
1,785.75 |
1,787.50 |
|