Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,022.05 |
13,027.73 |
5.68 |
0.0% |
13,008.30 |
High |
13,053.74 |
13,087.32 |
33.58 |
0.3% |
13,062.56 |
Low |
12,988.68 |
12,959.42 |
-29.26 |
-0.2% |
12,765.32 |
Close |
13,025.58 |
12,965.60 |
-59.98 |
-0.5% |
13,025.58 |
Range |
65.06 |
127.90 |
62.84 |
96.6% |
297.24 |
ATR |
137.19 |
136.53 |
-0.66 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,387.81 |
13,304.61 |
13,035.95 |
|
R3 |
13,259.91 |
13,176.71 |
13,000.77 |
|
R2 |
13,132.01 |
13,132.01 |
12,989.05 |
|
R1 |
13,048.81 |
13,048.81 |
12,977.32 |
13,026.46 |
PP |
13,004.11 |
13,004.11 |
13,004.11 |
12,992.94 |
S1 |
12,920.91 |
12,920.91 |
12,953.88 |
12,898.56 |
S2 |
12,876.21 |
12,876.21 |
12,942.15 |
|
S3 |
12,748.31 |
12,793.01 |
12,930.43 |
|
S4 |
12,620.41 |
12,665.11 |
12,895.26 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,842.87 |
13,731.47 |
13,189.06 |
|
R3 |
13,545.63 |
13,434.23 |
13,107.32 |
|
R2 |
13,248.39 |
13,248.39 |
13,080.07 |
|
R1 |
13,136.99 |
13,136.99 |
13,052.83 |
13,192.69 |
PP |
12,951.15 |
12,951.15 |
12,951.15 |
12,979.01 |
S1 |
12,839.75 |
12,839.75 |
12,998.33 |
12,895.45 |
S2 |
12,653.91 |
12,653.91 |
12,971.09 |
|
S3 |
12,356.67 |
12,542.51 |
12,943.84 |
|
S4 |
12,059.43 |
12,245.27 |
12,862.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,087.32 |
12,765.32 |
322.00 |
2.5% |
125.86 |
1.0% |
62% |
True |
False |
|
10 |
13,087.32 |
12,590.23 |
497.09 |
3.8% |
128.94 |
1.0% |
76% |
True |
False |
|
20 |
13,290.75 |
12,471.49 |
819.26 |
6.3% |
147.82 |
1.1% |
60% |
False |
False |
|
40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
137.02 |
1.1% |
42% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
125.83 |
1.0% |
42% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
119.72 |
0.9% |
42% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
126.27 |
1.0% |
42% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.3% |
130.62 |
1.0% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,630.90 |
2.618 |
13,422.16 |
1.618 |
13,294.26 |
1.000 |
13,215.22 |
0.618 |
13,166.36 |
HIGH |
13,087.32 |
0.618 |
13,038.46 |
0.500 |
13,023.37 |
0.382 |
13,008.28 |
LOW |
12,959.42 |
0.618 |
12,880.38 |
1.000 |
12,831.52 |
1.618 |
12,752.48 |
2.618 |
12,624.58 |
4.250 |
12,415.85 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,023.37 |
13,023.37 |
PP |
13,004.11 |
13,004.11 |
S1 |
12,984.86 |
12,984.86 |
|