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 |
1,243.0 |
1,225.6 |
-17.4 |
-1.4% |
1,251.9 |
High |
1,243.0 |
1,244.8 |
1.8 |
0.1% |
1,251.9 |
Low |
1,217.3 |
1,211.5 |
-5.8 |
-0.5% |
1,211.5 |
Close |
1,232.6 |
1,229.6 |
-3.0 |
-0.2% |
1,229.6 |
Range |
25.7 |
33.3 |
7.6 |
29.6% |
40.4 |
ATR |
21.4 |
22.2 |
0.9 |
4.0% |
0.0 |
Volume |
2,877 |
5,625 |
2,748 |
95.5% |
18,660 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.5 |
1,312.4 |
1,247.9 |
|
R3 |
1,295.2 |
1,279.1 |
1,238.8 |
|
R2 |
1,261.9 |
1,261.9 |
1,235.7 |
|
R1 |
1,245.8 |
1,245.8 |
1,232.7 |
1,253.9 |
PP |
1,228.6 |
1,228.6 |
1,228.6 |
1,232.7 |
S1 |
1,212.5 |
1,212.5 |
1,226.5 |
1,220.6 |
S2 |
1,195.3 |
1,195.3 |
1,223.5 |
|
S3 |
1,162.0 |
1,179.2 |
1,220.4 |
|
S4 |
1,128.7 |
1,145.9 |
1,211.3 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.2 |
1,331.3 |
1,251.8 |
|
R3 |
1,311.8 |
1,290.9 |
1,240.7 |
|
R2 |
1,271.4 |
1,271.4 |
1,237.0 |
|
R1 |
1,250.5 |
1,250.5 |
1,233.3 |
1,240.8 |
PP |
1,231.0 |
1,231.0 |
1,231.0 |
1,226.1 |
S1 |
1,210.1 |
1,210.1 |
1,225.9 |
1,200.4 |
S2 |
1,190.6 |
1,190.6 |
1,222.2 |
|
S3 |
1,150.2 |
1,169.7 |
1,218.5 |
|
S4 |
1,109.8 |
1,129.3 |
1,207.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,251.9 |
1,211.5 |
40.4 |
3.3% |
28.4 |
2.3% |
45% |
False |
True |
3,732 |
10 |
1,256.9 |
1,211.5 |
45.4 |
3.7% |
22.7 |
1.8% |
40% |
False |
True |
5,613 |
20 |
1,313.3 |
1,211.5 |
101.8 |
8.3% |
19.7 |
1.6% |
18% |
False |
True |
4,409 |
40 |
1,361.1 |
1,211.5 |
149.6 |
12.2% |
19.5 |
1.6% |
12% |
False |
True |
2,879 |
60 |
1,375.3 |
1,211.5 |
163.8 |
13.3% |
21.4 |
1.7% |
11% |
False |
True |
2,217 |
80 |
1,430.2 |
1,211.5 |
218.7 |
17.8% |
21.2 |
1.7% |
8% |
False |
True |
1,815 |
100 |
1,430.2 |
1,211.5 |
218.7 |
17.8% |
20.2 |
1.6% |
8% |
False |
True |
1,622 |
120 |
1,430.2 |
1,194.4 |
235.8 |
19.2% |
19.9 |
1.6% |
15% |
False |
False |
1,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.3 |
2.618 |
1,332.0 |
1.618 |
1,298.7 |
1.000 |
1,278.1 |
0.618 |
1,265.4 |
HIGH |
1,244.8 |
0.618 |
1,232.1 |
0.500 |
1,228.2 |
0.382 |
1,224.2 |
LOW |
1,211.5 |
0.618 |
1,190.9 |
1.000 |
1,178.2 |
1.618 |
1,157.6 |
2.618 |
1,124.3 |
4.250 |
1,070.0 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1,229.1 |
1,231.3 |
PP |
1,228.6 |
1,230.7 |
S1 |
1,228.2 |
1,230.2 |
|