Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
141.37 |
142.53 |
1.16 |
0.8% |
142.80 |
High |
142.04 |
142.69 |
0.65 |
0.5% |
142.92 |
Low |
141.16 |
141.67 |
0.51 |
0.4% |
140.37 |
Close |
141.98 |
142.42 |
0.44 |
0.3% |
142.42 |
Range |
0.88 |
1.02 |
0.14 |
15.9% |
2.55 |
ATR |
1.53 |
1.49 |
-0.04 |
-2.4% |
0.00 |
Volume |
103,220,500 |
108,726,305 |
5,505,805 |
5.3% |
611,525,906 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.32 |
144.89 |
142.98 |
|
R3 |
144.30 |
143.87 |
142.70 |
|
R2 |
143.28 |
143.28 |
142.61 |
|
R1 |
142.85 |
142.85 |
142.51 |
142.56 |
PP |
142.26 |
142.26 |
142.26 |
142.11 |
S1 |
141.83 |
141.83 |
142.33 |
141.54 |
S2 |
141.24 |
141.24 |
142.23 |
|
S3 |
140.22 |
140.81 |
142.14 |
|
S4 |
139.20 |
139.79 |
141.86 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.55 |
148.54 |
143.82 |
|
R3 |
147.00 |
145.99 |
143.12 |
|
R2 |
144.45 |
144.45 |
142.89 |
|
R1 |
143.44 |
143.44 |
142.65 |
142.67 |
PP |
141.90 |
141.90 |
141.90 |
141.52 |
S1 |
140.89 |
140.89 |
142.19 |
140.12 |
S2 |
139.35 |
139.35 |
141.95 |
|
S3 |
136.80 |
138.34 |
141.72 |
|
S4 |
134.25 |
135.79 |
141.02 |
|
|
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% |
1.25 |
0.9% |
80% |
False |
False |
122,305,181 |
10 |
142.92 |
139.00 |
3.92 |
2.8% |
1.30 |
0.9% |
87% |
False |
False |
130,503,671 |
20 |
142.92 |
134.70 |
8.22 |
5.8% |
1.49 |
1.0% |
94% |
False |
False |
137,716,364 |
40 |
146.52 |
134.70 |
11.82 |
8.3% |
1.51 |
1.1% |
65% |
False |
False |
137,928,717 |
60 |
148.11 |
134.70 |
13.41 |
9.4% |
1.42 |
1.0% |
58% |
False |
False |
134,896,494 |
80 |
148.11 |
134.70 |
13.41 |
9.4% |
1.32 |
0.9% |
58% |
False |
False |
126,468,849 |
100 |
148.11 |
133.03 |
15.08 |
10.6% |
1.34 |
0.9% |
62% |
False |
False |
127,600,929 |
120 |
148.11 |
130.85 |
17.26 |
12.1% |
1.38 |
1.0% |
67% |
False |
False |
130,173,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.03 |
2.618 |
145.36 |
1.618 |
144.34 |
1.000 |
143.71 |
0.618 |
143.32 |
HIGH |
142.69 |
0.618 |
142.30 |
0.500 |
142.18 |
0.382 |
142.06 |
LOW |
141.67 |
0.618 |
141.04 |
1.000 |
140.65 |
1.618 |
140.02 |
2.618 |
139.00 |
4.250 |
137.34 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
142.34 |
142.12 |
PP |
142.26 |
141.83 |
S1 |
142.18 |
141.53 |
|