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 |
1,221.3 |
1,224.0 |
2.7 |
0.2% |
1,243.6 |
High |
1,226.5 |
1,251.1 |
24.6 |
2.0% |
1,256.9 |
Low |
1,216.0 |
1,212.5 |
-3.5 |
-0.3% |
1,228.0 |
Close |
1,221.5 |
1,247.9 |
26.4 |
2.2% |
1,251.3 |
Range |
10.5 |
38.6 |
28.1 |
267.6% |
28.9 |
ATR |
19.3 |
20.7 |
1.4 |
7.2% |
0.0 |
Volume |
3,344 |
2,924 |
-420 |
-12.6% |
27,028 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.0 |
1,339.0 |
1,269.1 |
|
R3 |
1,314.4 |
1,300.4 |
1,258.5 |
|
R2 |
1,275.8 |
1,275.8 |
1,255.0 |
|
R1 |
1,261.8 |
1,261.8 |
1,251.4 |
1,268.8 |
PP |
1,237.2 |
1,237.2 |
1,237.2 |
1,240.7 |
S1 |
1,223.2 |
1,223.2 |
1,244.4 |
1,230.2 |
S2 |
1,198.6 |
1,198.6 |
1,240.8 |
|
S3 |
1,160.0 |
1,184.6 |
1,237.3 |
|
S4 |
1,121.4 |
1,146.0 |
1,226.7 |
|
|
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 |
1,255.1 |
1,212.5 |
42.6 |
3.4% |
23.9 |
1.9% |
83% |
False |
True |
5,476 |
10 |
1,276.5 |
1,212.5 |
64.0 |
5.1% |
21.3 |
1.7% |
55% |
False |
True |
5,696 |
20 |
1,325.2 |
1,212.5 |
112.7 |
9.0% |
18.5 |
1.5% |
31% |
False |
True |
4,158 |
40 |
1,361.1 |
1,212.5 |
148.6 |
11.9% |
19.2 |
1.5% |
24% |
False |
True |
2,813 |
60 |
1,375.3 |
1,212.5 |
162.8 |
13.0% |
21.2 |
1.7% |
22% |
False |
True |
2,087 |
80 |
1,430.2 |
1,212.5 |
217.7 |
17.4% |
20.9 |
1.7% |
16% |
False |
True |
1,717 |
100 |
1,430.2 |
1,212.5 |
217.7 |
17.4% |
19.7 |
1.6% |
16% |
False |
True |
1,553 |
120 |
1,430.2 |
1,194.4 |
235.8 |
18.9% |
19.5 |
1.6% |
23% |
False |
False |
1,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.2 |
2.618 |
1,352.2 |
1.618 |
1,313.6 |
1.000 |
1,289.7 |
0.618 |
1,275.0 |
HIGH |
1,251.1 |
0.618 |
1,236.4 |
0.500 |
1,231.8 |
0.382 |
1,227.2 |
LOW |
1,212.5 |
0.618 |
1,188.6 |
1.000 |
1,173.9 |
1.618 |
1,150.0 |
2.618 |
1,111.4 |
4.250 |
1,048.5 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,242.5 |
1,242.7 |
PP |
1,237.2 |
1,237.4 |
S1 |
1,231.8 |
1,232.2 |
|