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 |
1,785.75 |
1,777.50 |
-8.25 |
-0.5% |
1,799.50 |
High |
1,788.00 |
1,799.50 |
11.50 |
0.6% |
1,802.50 |
Low |
1,775.50 |
1,777.50 |
2.00 |
0.1% |
1,771.50 |
Close |
1,777.50 |
1,798.50 |
21.00 |
1.2% |
1,798.50 |
Range |
12.50 |
22.00 |
9.50 |
76.0% |
31.00 |
ATR |
14.38 |
14.92 |
0.54 |
3.8% |
0.00 |
Volume |
38,445 |
66,924 |
28,479 |
74.1% |
155,269 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,857.75 |
1,850.25 |
1,810.50 |
|
R3 |
1,835.75 |
1,828.25 |
1,804.50 |
|
R2 |
1,813.75 |
1,813.75 |
1,802.50 |
|
R1 |
1,806.25 |
1,806.25 |
1,800.50 |
1,810.00 |
PP |
1,791.75 |
1,791.75 |
1,791.75 |
1,793.75 |
S1 |
1,784.25 |
1,784.25 |
1,796.50 |
1,788.00 |
S2 |
1,769.75 |
1,769.75 |
1,794.50 |
|
S3 |
1,747.75 |
1,762.25 |
1,792.50 |
|
S4 |
1,725.75 |
1,740.25 |
1,786.50 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.75 |
1,872.25 |
1,815.50 |
|
R3 |
1,852.75 |
1,841.25 |
1,807.00 |
|
R2 |
1,821.75 |
1,821.75 |
1,804.25 |
|
R1 |
1,810.25 |
1,810.25 |
1,801.25 |
1,800.50 |
PP |
1,790.75 |
1,790.75 |
1,790.75 |
1,786.00 |
S1 |
1,779.25 |
1,779.25 |
1,795.75 |
1,769.50 |
S2 |
1,759.75 |
1,759.75 |
1,792.75 |
|
S3 |
1,728.75 |
1,748.25 |
1,790.00 |
|
S4 |
1,697.75 |
1,717.25 |
1,781.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,802.50 |
1,771.50 |
31.00 |
1.7% |
16.50 |
0.9% |
87% |
False |
False |
31,053 |
10 |
1,805.75 |
1,771.50 |
34.25 |
1.9% |
12.75 |
0.7% |
79% |
False |
False |
22,199 |
20 |
1,805.75 |
1,729.50 |
76.25 |
4.2% |
14.50 |
0.8% |
90% |
False |
False |
13,556 |
40 |
1,805.75 |
1,666.75 |
139.00 |
7.7% |
15.50 |
0.9% |
95% |
False |
False |
9,395 |
60 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
16.00 |
0.9% |
96% |
False |
False |
7,501 |
80 |
1,805.75 |
1,613.00 |
192.75 |
10.7% |
15.75 |
0.9% |
96% |
False |
False |
5,648 |
100 |
1,805.75 |
1,613.00 |
192.75 |
10.7% |
14.50 |
0.8% |
96% |
False |
False |
4,531 |
120 |
1,805.75 |
1,542.25 |
263.50 |
14.7% |
14.75 |
0.8% |
97% |
False |
False |
3,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.00 |
2.618 |
1,857.00 |
1.618 |
1,835.00 |
1.000 |
1,821.50 |
0.618 |
1,813.00 |
HIGH |
1,799.50 |
0.618 |
1,791.00 |
0.500 |
1,788.50 |
0.382 |
1,786.00 |
LOW |
1,777.50 |
0.618 |
1,764.00 |
1.000 |
1,755.50 |
1.618 |
1,742.00 |
2.618 |
1,720.00 |
4.250 |
1,684.00 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,795.25 |
1,794.25 |
PP |
1,791.75 |
1,789.75 |
S1 |
1,788.50 |
1,785.50 |
|