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 |
1,236.7 |
1,251.9 |
15.2 |
1.2% |
1,243.6 |
High |
1,255.1 |
1,251.9 |
-3.2 |
-0.3% |
1,256.9 |
Low |
1,236.0 |
1,218.1 |
-17.9 |
-1.4% |
1,228.0 |
Close |
1,251.3 |
1,222.7 |
-28.6 |
-2.3% |
1,251.3 |
Range |
19.1 |
33.8 |
14.7 |
77.0% |
28.9 |
ATR |
18.9 |
19.9 |
1.1 |
5.6% |
0.0 |
Volume |
4,626 |
3,890 |
-736 |
-15.9% |
27,028 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.3 |
1,311.3 |
1,241.3 |
|
R3 |
1,298.5 |
1,277.5 |
1,232.0 |
|
R2 |
1,264.7 |
1,264.7 |
1,228.9 |
|
R1 |
1,243.7 |
1,243.7 |
1,225.8 |
1,237.3 |
PP |
1,230.9 |
1,230.9 |
1,230.9 |
1,227.7 |
S1 |
1,209.9 |
1,209.9 |
1,219.6 |
1,203.5 |
S2 |
1,197.1 |
1,197.1 |
1,216.5 |
|
S3 |
1,163.3 |
1,176.1 |
1,213.4 |
|
S4 |
1,129.5 |
1,142.3 |
1,204.1 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.1 |
1,320.6 |
1,267.2 |
|
R3 |
1,303.2 |
1,291.7 |
1,259.2 |
|
R2 |
1,274.3 |
1,274.3 |
1,256.6 |
|
R1 |
1,262.8 |
1,262.8 |
1,253.9 |
1,268.6 |
PP |
1,245.4 |
1,245.4 |
1,245.4 |
1,248.3 |
S1 |
1,233.9 |
1,233.9 |
1,248.7 |
1,239.7 |
S2 |
1,216.5 |
1,216.5 |
1,246.0 |
|
S3 |
1,187.6 |
1,205.0 |
1,243.4 |
|
S4 |
1,158.7 |
1,176.1 |
1,235.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.9 |
1,218.1 |
38.8 |
3.2% |
22.5 |
1.8% |
12% |
False |
True |
6,183 |
10 |
1,289.9 |
1,218.1 |
71.8 |
5.9% |
18.9 |
1.5% |
6% |
False |
True |
5,357 |
20 |
1,325.2 |
1,218.1 |
107.1 |
8.8% |
17.1 |
1.4% |
4% |
False |
True |
3,990 |
40 |
1,361.1 |
1,218.1 |
143.0 |
11.7% |
18.8 |
1.5% |
3% |
False |
True |
2,709 |
60 |
1,391.1 |
1,218.1 |
173.0 |
14.1% |
20.8 |
1.7% |
3% |
False |
True |
1,999 |
80 |
1,430.2 |
1,218.1 |
212.1 |
17.3% |
20.6 |
1.7% |
2% |
False |
True |
1,684 |
100 |
1,430.2 |
1,218.1 |
212.1 |
17.3% |
19.5 |
1.6% |
2% |
False |
True |
1,512 |
120 |
1,430.2 |
1,194.4 |
235.8 |
19.3% |
19.2 |
1.6% |
12% |
False |
False |
1,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,395.6 |
2.618 |
1,340.4 |
1.618 |
1,306.6 |
1.000 |
1,285.7 |
0.618 |
1,272.8 |
HIGH |
1,251.9 |
0.618 |
1,239.0 |
0.500 |
1,235.0 |
0.382 |
1,231.0 |
LOW |
1,218.1 |
0.618 |
1,197.2 |
1.000 |
1,184.3 |
1.618 |
1,163.4 |
2.618 |
1,129.6 |
4.250 |
1,074.5 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,235.0 |
1,236.6 |
PP |
1,230.9 |
1,232.0 |
S1 |
1,226.8 |
1,227.3 |
|