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 |
12,948.96 |
13,026.19 |
77.23 |
0.6% |
13,008.30 |
High |
13,089.11 |
13,076.88 |
-12.23 |
-0.1% |
13,062.56 |
Low |
12,923.44 |
13,007.84 |
84.40 |
0.7% |
12,765.32 |
Close |
13,034.49 |
13,074.04 |
39.55 |
0.3% |
13,025.58 |
Range |
165.67 |
69.04 |
-96.63 |
-58.3% |
297.24 |
ATR |
135.02 |
130.31 |
-4.71 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,260.04 |
13,236.08 |
13,112.01 |
|
R3 |
13,191.00 |
13,167.04 |
13,093.03 |
|
R2 |
13,121.96 |
13,121.96 |
13,086.70 |
|
R1 |
13,098.00 |
13,098.00 |
13,080.37 |
13,109.98 |
PP |
13,052.92 |
13,052.92 |
13,052.92 |
13,058.91 |
S1 |
13,028.96 |
13,028.96 |
13,067.71 |
13,040.94 |
S2 |
12,983.88 |
12,983.88 |
13,061.38 |
|
S3 |
12,914.84 |
12,959.92 |
13,055.05 |
|
S4 |
12,845.80 |
12,890.88 |
13,036.07 |
|
|
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% |
102.02 |
0.8% |
91% |
False |
False |
|
10 |
13,089.11 |
12,765.32 |
323.79 |
2.5% |
123.32 |
0.9% |
95% |
False |
False |
|
20 |
13,089.11 |
12,471.49 |
617.62 |
4.7% |
132.10 |
1.0% |
98% |
False |
False |
|
40 |
13,588.73 |
12,471.49 |
1,117.24 |
8.5% |
138.19 |
1.1% |
54% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
127.32 |
1.0% |
51% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
120.18 |
0.9% |
51% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
125.04 |
1.0% |
51% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.3% |
129.36 |
1.0% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,370.30 |
2.618 |
13,257.63 |
1.618 |
13,188.59 |
1.000 |
13,145.92 |
0.618 |
13,119.55 |
HIGH |
13,076.88 |
0.618 |
13,050.51 |
0.500 |
13,042.36 |
0.382 |
13,034.21 |
LOW |
13,007.84 |
0.618 |
12,965.17 |
1.000 |
12,938.80 |
1.618 |
12,896.13 |
2.618 |
12,827.09 |
4.250 |
12,714.42 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,063.48 |
13,051.45 |
PP |
13,052.92 |
13,028.86 |
S1 |
13,042.36 |
13,006.28 |
|