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 |
1,224.0 |
1,243.0 |
19.0 |
1.6% |
1,243.6 |
High |
1,251.1 |
1,243.0 |
-8.1 |
-0.6% |
1,256.9 |
Low |
1,212.5 |
1,217.3 |
4.8 |
0.4% |
1,228.0 |
Close |
1,247.9 |
1,232.6 |
-15.3 |
-1.2% |
1,251.3 |
Range |
38.6 |
25.7 |
-12.9 |
-33.4% |
28.9 |
ATR |
20.7 |
21.4 |
0.7 |
3.4% |
0.0 |
Volume |
2,924 |
2,877 |
-47 |
-1.6% |
27,028 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.1 |
1,296.0 |
1,246.7 |
|
R3 |
1,282.4 |
1,270.3 |
1,239.7 |
|
R2 |
1,256.7 |
1,256.7 |
1,237.3 |
|
R1 |
1,244.6 |
1,244.6 |
1,235.0 |
1,237.8 |
PP |
1,231.0 |
1,231.0 |
1,231.0 |
1,227.6 |
S1 |
1,218.9 |
1,218.9 |
1,230.2 |
1,212.1 |
S2 |
1,205.3 |
1,205.3 |
1,227.9 |
|
S3 |
1,179.6 |
1,193.2 |
1,225.5 |
|
S4 |
1,153.9 |
1,167.5 |
1,218.5 |
|
|
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 |
3.5% |
25.5 |
2.1% |
47% |
False |
False |
3,532 |
10 |
1,256.9 |
1,212.5 |
44.4 |
3.6% |
20.6 |
1.7% |
45% |
False |
False |
5,359 |
20 |
1,325.2 |
1,212.5 |
112.7 |
9.1% |
19.3 |
1.6% |
18% |
False |
False |
4,216 |
40 |
1,361.1 |
1,212.5 |
148.6 |
12.1% |
19.2 |
1.6% |
14% |
False |
False |
2,786 |
60 |
1,375.3 |
1,212.5 |
162.8 |
13.2% |
21.5 |
1.7% |
12% |
False |
False |
2,127 |
80 |
1,430.2 |
1,212.5 |
217.7 |
17.7% |
21.0 |
1.7% |
9% |
False |
False |
1,749 |
100 |
1,430.2 |
1,212.5 |
217.7 |
17.7% |
20.0 |
1.6% |
9% |
False |
False |
1,574 |
120 |
1,430.2 |
1,194.4 |
235.8 |
19.1% |
19.7 |
1.6% |
16% |
False |
False |
1,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.2 |
2.618 |
1,310.3 |
1.618 |
1,284.6 |
1.000 |
1,268.7 |
0.618 |
1,258.9 |
HIGH |
1,243.0 |
0.618 |
1,233.2 |
0.500 |
1,230.2 |
0.382 |
1,227.1 |
LOW |
1,217.3 |
0.618 |
1,201.4 |
1.000 |
1,191.6 |
1.618 |
1,175.7 |
2.618 |
1,150.0 |
4.250 |
1,108.1 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,231.8 |
1,232.3 |
PP |
1,231.0 |
1,232.1 |
S1 |
1,230.2 |
1,231.8 |
|