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 |
1,785.50 |
1,785.75 |
0.25 |
0.0% |
1,795.00 |
High |
1,793.00 |
1,788.00 |
-5.00 |
-0.3% |
1,805.75 |
Low |
1,771.50 |
1,775.50 |
4.00 |
0.2% |
1,792.00 |
Close |
1,785.25 |
1,777.50 |
-7.75 |
-0.4% |
1,797.75 |
Range |
21.50 |
12.50 |
-9.00 |
-41.9% |
13.75 |
ATR |
14.52 |
14.38 |
-0.14 |
-1.0% |
0.00 |
Volume |
21,031 |
38,445 |
17,414 |
82.8% |
61,202 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.75 |
1,810.25 |
1,784.50 |
|
R3 |
1,805.25 |
1,797.75 |
1,781.00 |
|
R2 |
1,792.75 |
1,792.75 |
1,779.75 |
|
R1 |
1,785.25 |
1,785.25 |
1,778.75 |
1,782.75 |
PP |
1,780.25 |
1,780.25 |
1,780.25 |
1,779.00 |
S1 |
1,772.75 |
1,772.75 |
1,776.25 |
1,770.25 |
S2 |
1,767.75 |
1,767.75 |
1,775.25 |
|
S3 |
1,755.25 |
1,760.25 |
1,774.00 |
|
S4 |
1,742.75 |
1,747.75 |
1,770.50 |
|
|
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% |
14.00 |
0.8% |
18% |
False |
False |
22,505 |
10 |
1,805.75 |
1,769.25 |
36.50 |
2.1% |
12.50 |
0.7% |
23% |
False |
False |
15,854 |
20 |
1,805.75 |
1,729.50 |
76.25 |
4.3% |
15.00 |
0.8% |
63% |
False |
False |
10,338 |
40 |
1,805.75 |
1,644.25 |
161.50 |
9.1% |
16.00 |
0.9% |
83% |
False |
False |
7,948 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.7% |
15.75 |
0.9% |
84% |
False |
False |
6,393 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.8% |
15.75 |
0.9% |
85% |
False |
False |
4,814 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.8% |
14.50 |
0.8% |
85% |
False |
False |
3,862 |
120 |
1,805.75 |
1,542.25 |
263.50 |
14.8% |
14.75 |
0.8% |
89% |
False |
False |
3,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.00 |
2.618 |
1,820.75 |
1.618 |
1,808.25 |
1.000 |
1,800.50 |
0.618 |
1,795.75 |
HIGH |
1,788.00 |
0.618 |
1,783.25 |
0.500 |
1,781.75 |
0.382 |
1,780.25 |
LOW |
1,775.50 |
0.618 |
1,767.75 |
1.000 |
1,763.00 |
1.618 |
1,755.25 |
2.618 |
1,742.75 |
4.250 |
1,722.50 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,781.75 |
1,783.50 |
PP |
1,780.25 |
1,781.50 |
S1 |
1,779.00 |
1,779.50 |
|