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 |
1,793.25 |
1,785.50 |
-7.75 |
-0.4% |
1,795.00 |
High |
1,795.25 |
1,793.00 |
-2.25 |
-0.1% |
1,805.75 |
Low |
1,779.75 |
1,771.50 |
-8.25 |
-0.5% |
1,792.00 |
Close |
1,785.00 |
1,785.25 |
0.25 |
0.0% |
1,797.75 |
Range |
15.50 |
21.50 |
6.00 |
38.7% |
13.75 |
ATR |
13.98 |
14.52 |
0.54 |
3.8% |
0.00 |
Volume |
13,152 |
21,031 |
7,879 |
59.9% |
61,202 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.75 |
1,838.00 |
1,797.00 |
|
R3 |
1,826.25 |
1,816.50 |
1,791.25 |
|
R2 |
1,804.75 |
1,804.75 |
1,789.25 |
|
R1 |
1,795.00 |
1,795.00 |
1,787.25 |
1,789.00 |
PP |
1,783.25 |
1,783.25 |
1,783.25 |
1,780.25 |
S1 |
1,773.50 |
1,773.50 |
1,783.25 |
1,767.50 |
S2 |
1,761.75 |
1,761.75 |
1,781.25 |
|
S3 |
1,740.25 |
1,752.00 |
1,779.25 |
|
S4 |
1,718.75 |
1,730.50 |
1,773.50 |
|
|
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 |
1,771.50 |
34.25 |
1.9% |
12.75 |
0.7% |
40% |
False |
True |
18,706 |
10 |
1,805.75 |
1,768.25 |
37.50 |
2.1% |
13.25 |
0.7% |
45% |
False |
False |
12,354 |
20 |
1,805.75 |
1,729.50 |
76.25 |
4.3% |
15.00 |
0.8% |
73% |
False |
False |
8,801 |
40 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
16.00 |
0.9% |
88% |
False |
False |
7,102 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
15.75 |
0.9% |
88% |
False |
False |
5,756 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.8% |
15.50 |
0.9% |
89% |
False |
False |
4,333 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.8% |
14.50 |
0.8% |
89% |
False |
False |
3,478 |
120 |
1,805.75 |
1,542.25 |
263.50 |
14.8% |
14.75 |
0.8% |
92% |
False |
False |
2,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.50 |
2.618 |
1,849.25 |
1.618 |
1,827.75 |
1.000 |
1,814.50 |
0.618 |
1,806.25 |
HIGH |
1,793.00 |
0.618 |
1,784.75 |
0.500 |
1,782.25 |
0.382 |
1,779.75 |
LOW |
1,771.50 |
0.618 |
1,758.25 |
1.000 |
1,750.00 |
1.618 |
1,736.75 |
2.618 |
1,715.25 |
4.250 |
1,680.00 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,784.25 |
1,787.00 |
PP |
1,783.25 |
1,786.50 |
S1 |
1,782.25 |
1,785.75 |
|