Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
12,966.45 |
12,948.96 |
-17.49 |
-0.1% |
13,008.30 |
High |
13,022.51 |
13,089.11 |
66.60 |
0.5% |
13,062.56 |
Low |
12,940.07 |
12,923.44 |
-16.63 |
-0.1% |
12,765.32 |
Close |
12,951.78 |
13,034.49 |
82.71 |
0.6% |
13,025.58 |
Range |
82.44 |
165.67 |
83.23 |
101.0% |
297.24 |
ATR |
132.66 |
135.02 |
2.36 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,512.69 |
13,439.26 |
13,125.61 |
|
R3 |
13,347.02 |
13,273.59 |
13,080.05 |
|
R2 |
13,181.35 |
13,181.35 |
13,064.86 |
|
R1 |
13,107.92 |
13,107.92 |
13,049.68 |
13,144.64 |
PP |
13,015.68 |
13,015.68 |
13,015.68 |
13,034.04 |
S1 |
12,942.25 |
12,942.25 |
13,019.30 |
12,978.97 |
S2 |
12,850.01 |
12,850.01 |
13,004.12 |
|
S3 |
12,684.34 |
12,776.58 |
12,988.93 |
|
S4 |
12,518.67 |
12,610.91 |
12,943.37 |
|
|
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 |
13,089.11 |
12,923.44 |
165.67 |
1.3% |
108.34 |
0.8% |
67% |
True |
True |
|
10 |
13,089.11 |
12,765.32 |
323.79 |
2.5% |
122.40 |
0.9% |
83% |
True |
False |
|
20 |
13,228.32 |
12,471.49 |
756.83 |
5.8% |
146.24 |
1.1% |
74% |
False |
False |
|
40 |
13,592.33 |
12,471.49 |
1,120.84 |
8.6% |
139.44 |
1.1% |
50% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
127.85 |
1.0% |
47% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
120.47 |
0.9% |
47% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
125.25 |
1.0% |
47% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.3% |
129.81 |
1.0% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,793.21 |
2.618 |
13,522.83 |
1.618 |
13,357.16 |
1.000 |
13,254.78 |
0.618 |
13,191.49 |
HIGH |
13,089.11 |
0.618 |
13,025.82 |
0.500 |
13,006.28 |
0.382 |
12,986.73 |
LOW |
12,923.44 |
0.618 |
12,821.06 |
1.000 |
12,757.77 |
1.618 |
12,655.39 |
2.618 |
12,489.72 |
4.250 |
12,219.34 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,025.09 |
13,025.09 |
PP |
13,015.68 |
13,015.68 |
S1 |
13,006.28 |
13,006.28 |
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