| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
16,105 |
16,096 |
-9 |
-0.1% |
16,038 |
| High |
16,162 |
16,114 |
-48 |
-0.3% |
16,162 |
| Low |
16,061 |
15,972 |
-89 |
-0.6% |
16,028 |
| Close |
16,066 |
15,998 |
-68 |
-0.4% |
16,066 |
| Range |
101 |
142 |
41 |
40.6% |
134 |
| ATR |
116 |
118 |
2 |
1.6% |
0 |
| Volume |
69,967 |
118,915 |
48,948 |
70.0% |
369,524 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,454 |
16,368 |
16,076 |
|
| R3 |
16,312 |
16,226 |
16,037 |
|
| R2 |
16,170 |
16,170 |
16,024 |
|
| R1 |
16,084 |
16,084 |
16,011 |
16,056 |
| PP |
16,028 |
16,028 |
16,028 |
16,014 |
| S1 |
15,942 |
15,942 |
15,985 |
15,914 |
| S2 |
15,886 |
15,886 |
15,972 |
|
| S3 |
15,744 |
15,800 |
15,959 |
|
| S4 |
15,602 |
15,658 |
15,920 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,487 |
16,411 |
16,140 |
|
| R3 |
16,353 |
16,277 |
16,103 |
|
| R2 |
16,219 |
16,219 |
16,091 |
|
| R1 |
16,143 |
16,143 |
16,078 |
16,181 |
| PP |
16,085 |
16,085 |
16,085 |
16,105 |
| S1 |
16,009 |
16,009 |
16,054 |
16,047 |
| S2 |
15,951 |
15,951 |
16,042 |
|
| S3 |
15,817 |
15,875 |
16,029 |
|
| S4 |
15,683 |
15,741 |
15,992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,162 |
15,972 |
190 |
1.2% |
84 |
0.5% |
14% |
False |
True |
97,687 |
| 10 |
16,162 |
15,834 |
328 |
2.1% |
99 |
0.6% |
50% |
False |
False |
116,980 |
| 20 |
16,162 |
15,456 |
706 |
4.4% |
119 |
0.7% |
77% |
False |
False |
124,144 |
| 40 |
16,162 |
14,648 |
1,514 |
9.5% |
137 |
0.9% |
89% |
False |
False |
135,606 |
| 60 |
16,162 |
14,648 |
1,514 |
9.5% |
138 |
0.9% |
89% |
False |
False |
128,966 |
| 80 |
16,162 |
14,648 |
1,514 |
9.5% |
137 |
0.9% |
89% |
False |
False |
96,803 |
| 100 |
16,162 |
14,648 |
1,514 |
9.5% |
126 |
0.8% |
89% |
False |
False |
77,445 |
| 120 |
16,162 |
14,410 |
1,752 |
11.0% |
124 |
0.8% |
91% |
False |
False |
64,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,718 |
|
2.618 |
16,486 |
|
1.618 |
16,344 |
|
1.000 |
16,256 |
|
0.618 |
16,202 |
|
HIGH |
16,114 |
|
0.618 |
16,060 |
|
0.500 |
16,043 |
|
0.382 |
16,026 |
|
LOW |
15,972 |
|
0.618 |
15,884 |
|
1.000 |
15,830 |
|
1.618 |
15,742 |
|
2.618 |
15,600 |
|
4.250 |
15,369 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,043 |
16,067 |
| PP |
16,028 |
16,044 |
| S1 |
16,013 |
16,021 |
|