Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
141.37 |
141.37 |
0.00 |
0.0% |
140.65 |
High |
142.16 |
142.04 |
-0.12 |
-0.1% |
142.51 |
Low |
140.37 |
141.16 |
0.79 |
0.6% |
139.00 |
Close |
141.50 |
141.98 |
0.48 |
0.3% |
142.16 |
Range |
1.79 |
0.88 |
-0.91 |
-50.8% |
3.51 |
ATR |
1.58 |
1.53 |
-0.05 |
-3.2% |
0.00 |
Volume |
147,300,406 |
103,220,500 |
-44,079,906 |
-29.9% |
693,510,805 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.37 |
144.05 |
142.46 |
|
R3 |
143.49 |
143.17 |
142.22 |
|
R2 |
142.61 |
142.61 |
142.14 |
|
R1 |
142.29 |
142.29 |
142.06 |
142.45 |
PP |
141.73 |
141.73 |
141.73 |
141.81 |
S1 |
141.41 |
141.41 |
141.90 |
141.57 |
S2 |
140.85 |
140.85 |
141.82 |
|
S3 |
139.97 |
140.53 |
141.74 |
|
S4 |
139.09 |
139.65 |
141.50 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.75 |
150.47 |
144.09 |
|
R3 |
148.24 |
146.96 |
143.13 |
|
R2 |
144.73 |
144.73 |
142.80 |
|
R1 |
143.45 |
143.45 |
142.48 |
144.09 |
PP |
141.22 |
141.22 |
141.22 |
141.55 |
S1 |
139.94 |
139.94 |
141.84 |
140.58 |
S2 |
137.71 |
137.71 |
141.52 |
|
S3 |
134.20 |
136.43 |
141.19 |
|
S4 |
130.69 |
132.92 |
140.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.92 |
140.37 |
2.55 |
1.8% |
1.20 |
0.8% |
63% |
False |
False |
127,873,560 |
10 |
142.92 |
139.00 |
3.92 |
2.8% |
1.34 |
0.9% |
76% |
False |
False |
126,171,950 |
20 |
142.92 |
134.70 |
8.22 |
5.8% |
1.56 |
1.1% |
89% |
False |
False |
141,355,909 |
40 |
146.52 |
134.70 |
11.82 |
8.3% |
1.52 |
1.1% |
62% |
False |
False |
138,932,379 |
60 |
148.11 |
134.70 |
13.41 |
9.4% |
1.42 |
1.0% |
54% |
False |
False |
134,563,721 |
80 |
148.11 |
134.70 |
13.41 |
9.4% |
1.32 |
0.9% |
54% |
False |
False |
126,102,061 |
100 |
148.11 |
133.03 |
15.08 |
10.6% |
1.34 |
0.9% |
59% |
False |
False |
127,487,983 |
120 |
148.11 |
130.85 |
17.26 |
12.2% |
1.38 |
1.0% |
64% |
False |
False |
130,678,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.78 |
2.618 |
144.34 |
1.618 |
143.46 |
1.000 |
142.92 |
0.618 |
142.58 |
HIGH |
142.04 |
0.618 |
141.70 |
0.500 |
141.60 |
0.382 |
141.50 |
LOW |
141.16 |
0.618 |
140.62 |
1.000 |
140.28 |
1.618 |
139.74 |
2.618 |
138.86 |
4.250 |
137.42 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
141.85 |
141.74 |
PP |
141.73 |
141.50 |
S1 |
141.60 |
141.27 |
|