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 |
3,493.00 |
3,483.75 |
-9.25 |
-0.3% |
3,422.50 |
High |
3,501.25 |
3,488.75 |
-12.50 |
-0.4% |
3,496.50 |
Low |
3,476.75 |
3,466.25 |
-10.50 |
-0.3% |
3,420.25 |
Close |
3,483.00 |
3,475.75 |
-7.25 |
-0.2% |
3,487.50 |
Range |
24.50 |
22.50 |
-2.00 |
-8.2% |
76.25 |
ATR |
33.44 |
32.66 |
-0.78 |
-2.3% |
0.00 |
Volume |
231,123 |
224,700 |
-6,423 |
-2.8% |
611,006 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,544.50 |
3,532.50 |
3,488.00 |
|
R3 |
3,522.00 |
3,510.00 |
3,482.00 |
|
R2 |
3,499.50 |
3,499.50 |
3,480.00 |
|
R1 |
3,487.50 |
3,487.50 |
3,477.75 |
3,482.25 |
PP |
3,477.00 |
3,477.00 |
3,477.00 |
3,474.25 |
S1 |
3,465.00 |
3,465.00 |
3,473.75 |
3,459.75 |
S2 |
3,454.50 |
3,454.50 |
3,471.50 |
|
S3 |
3,432.00 |
3,442.50 |
3,469.50 |
|
S4 |
3,409.50 |
3,420.00 |
3,463.50 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,696.75 |
3,668.50 |
3,529.50 |
|
R3 |
3,620.50 |
3,592.25 |
3,508.50 |
|
R2 |
3,544.25 |
3,544.25 |
3,501.50 |
|
R1 |
3,516.00 |
3,516.00 |
3,494.50 |
3,530.00 |
PP |
3,468.00 |
3,468.00 |
3,468.00 |
3,475.25 |
S1 |
3,439.75 |
3,439.75 |
3,480.50 |
3,454.00 |
S2 |
3,391.75 |
3,391.75 |
3,473.50 |
|
S3 |
3,315.50 |
3,363.50 |
3,466.50 |
|
S4 |
3,239.25 |
3,287.25 |
3,445.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,501.25 |
3,422.75 |
78.50 |
2.3% |
27.00 |
0.8% |
68% |
False |
False |
177,772 |
10 |
3,501.25 |
3,358.50 |
142.75 |
4.1% |
29.00 |
0.8% |
82% |
False |
False |
198,415 |
20 |
3,501.25 |
3,310.00 |
191.25 |
5.5% |
34.00 |
1.0% |
87% |
False |
False |
217,845 |
40 |
3,501.25 |
3,110.75 |
390.50 |
11.2% |
37.75 |
1.1% |
93% |
False |
False |
237,723 |
60 |
3,501.25 |
3,110.75 |
390.50 |
11.2% |
36.25 |
1.0% |
93% |
False |
False |
228,541 |
80 |
3,501.25 |
3,049.25 |
452.00 |
13.0% |
35.75 |
1.0% |
94% |
False |
False |
171,598 |
100 |
3,501.25 |
3,016.75 |
484.50 |
13.9% |
32.00 |
0.9% |
95% |
False |
False |
137,304 |
120 |
3,501.25 |
2,813.00 |
688.25 |
19.8% |
30.00 |
0.9% |
96% |
False |
False |
114,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,584.50 |
2.618 |
3,547.75 |
1.618 |
3,525.25 |
1.000 |
3,511.25 |
0.618 |
3,502.75 |
HIGH |
3,488.75 |
0.618 |
3,480.25 |
0.500 |
3,477.50 |
0.382 |
3,474.75 |
LOW |
3,466.25 |
0.618 |
3,452.25 |
1.000 |
3,443.75 |
1.618 |
3,429.75 |
2.618 |
3,407.25 |
4.250 |
3,370.50 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
3,477.50 |
3,483.75 |
PP |
3,477.00 |
3,481.00 |
S1 |
3,476.25 |
3,478.50 |
|