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 |
1,251.9 |
1,221.3 |
-30.6 |
-2.4% |
1,243.6 |
High |
1,251.9 |
1,226.5 |
-25.4 |
-2.0% |
1,256.9 |
Low |
1,218.1 |
1,216.0 |
-2.1 |
-0.2% |
1,228.0 |
Close |
1,222.7 |
1,221.5 |
-1.2 |
-0.1% |
1,251.3 |
Range |
33.8 |
10.5 |
-23.3 |
-68.9% |
28.9 |
ATR |
19.9 |
19.3 |
-0.7 |
-3.4% |
0.0 |
Volume |
3,890 |
3,344 |
-546 |
-14.0% |
27,028 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.8 |
1,247.7 |
1,227.3 |
|
R3 |
1,242.3 |
1,237.2 |
1,224.4 |
|
R2 |
1,231.8 |
1,231.8 |
1,223.4 |
|
R1 |
1,226.7 |
1,226.7 |
1,222.5 |
1,229.3 |
PP |
1,221.3 |
1,221.3 |
1,221.3 |
1,222.6 |
S1 |
1,216.2 |
1,216.2 |
1,220.5 |
1,218.8 |
S2 |
1,210.8 |
1,210.8 |
1,219.6 |
|
S3 |
1,200.3 |
1,205.7 |
1,218.6 |
|
S4 |
1,189.8 |
1,195.2 |
1,215.7 |
|
|
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 |
1,216.0 |
40.9 |
3.3% |
19.5 |
1.6% |
13% |
False |
True |
6,164 |
10 |
1,278.7 |
1,216.0 |
62.7 |
5.1% |
18.3 |
1.5% |
9% |
False |
True |
5,560 |
20 |
1,325.2 |
1,216.0 |
109.2 |
8.9% |
17.2 |
1.4% |
5% |
False |
True |
4,074 |
40 |
1,361.1 |
1,216.0 |
145.1 |
11.9% |
18.6 |
1.5% |
4% |
False |
True |
2,768 |
60 |
1,385.4 |
1,216.0 |
169.4 |
13.9% |
21.0 |
1.7% |
3% |
False |
True |
2,045 |
80 |
1,430.2 |
1,216.0 |
214.2 |
17.5% |
20.7 |
1.7% |
3% |
False |
True |
1,690 |
100 |
1,430.2 |
1,216.0 |
214.2 |
17.5% |
19.4 |
1.6% |
3% |
False |
True |
1,534 |
120 |
1,430.2 |
1,194.4 |
235.8 |
19.3% |
19.2 |
1.6% |
11% |
False |
False |
1,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.1 |
2.618 |
1,254.0 |
1.618 |
1,243.5 |
1.000 |
1,237.0 |
0.618 |
1,233.0 |
HIGH |
1,226.5 |
0.618 |
1,222.5 |
0.500 |
1,221.3 |
0.382 |
1,220.0 |
LOW |
1,216.0 |
0.618 |
1,209.5 |
1.000 |
1,205.5 |
1.618 |
1,199.0 |
2.618 |
1,188.5 |
4.250 |
1,171.4 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,221.4 |
1,235.6 |
PP |
1,221.3 |
1,230.9 |
S1 |
1,221.3 |
1,226.2 |
|