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 |
13,026.19 |
13,072.87 |
46.68 |
0.4% |
13,027.73 |
High |
13,076.88 |
13,157.28 |
80.40 |
0.6% |
13,157.28 |
Low |
13,007.84 |
13,072.87 |
65.03 |
0.5% |
12,923.44 |
Close |
13,074.04 |
13,155.13 |
81.09 |
0.6% |
13,155.13 |
Range |
69.04 |
84.41 |
15.37 |
22.3% |
233.84 |
ATR |
130.31 |
127.03 |
-3.28 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,381.66 |
13,352.80 |
13,201.56 |
|
R3 |
13,297.25 |
13,268.39 |
13,178.34 |
|
R2 |
13,212.84 |
13,212.84 |
13,170.61 |
|
R1 |
13,183.98 |
13,183.98 |
13,162.87 |
13,198.41 |
PP |
13,128.43 |
13,128.43 |
13,128.43 |
13,135.64 |
S1 |
13,099.57 |
13,099.57 |
13,147.39 |
13,114.00 |
S2 |
13,044.02 |
13,044.02 |
13,139.65 |
|
S3 |
12,959.61 |
13,015.16 |
13,131.92 |
|
S4 |
12,875.20 |
12,930.75 |
13,108.70 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,780.14 |
13,701.47 |
13,283.74 |
|
R3 |
13,546.30 |
13,467.63 |
13,219.44 |
|
R2 |
13,312.46 |
13,312.46 |
13,198.00 |
|
R1 |
13,233.79 |
13,233.79 |
13,176.57 |
13,273.13 |
PP |
13,078.62 |
13,078.62 |
13,078.62 |
13,098.28 |
S1 |
12,999.95 |
12,999.95 |
13,133.69 |
13,039.29 |
S2 |
12,844.78 |
12,844.78 |
13,112.26 |
|
S3 |
12,610.94 |
12,766.11 |
13,090.82 |
|
S4 |
12,377.10 |
12,532.27 |
13,026.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,157.28 |
12,923.44 |
233.84 |
1.8% |
105.89 |
0.8% |
99% |
True |
False |
|
10 |
13,157.28 |
12,765.32 |
391.96 |
3.0% |
113.92 |
0.9% |
99% |
True |
False |
|
20 |
13,157.28 |
12,471.49 |
685.79 |
5.2% |
127.88 |
1.0% |
100% |
True |
False |
|
40 |
13,588.73 |
12,471.49 |
1,117.24 |
8.5% |
136.52 |
1.0% |
61% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
127.79 |
1.0% |
57% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
120.22 |
0.9% |
57% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
124.04 |
0.9% |
57% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.2% |
129.35 |
1.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,516.02 |
2.618 |
13,378.27 |
1.618 |
13,293.86 |
1.000 |
13,241.69 |
0.618 |
13,209.45 |
HIGH |
13,157.28 |
0.618 |
13,125.04 |
0.500 |
13,115.08 |
0.382 |
13,105.11 |
LOW |
13,072.87 |
0.618 |
13,020.70 |
1.000 |
12,988.46 |
1.618 |
12,936.29 |
2.618 |
12,851.88 |
4.250 |
12,714.13 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,141.78 |
13,116.87 |
PP |
13,128.43 |
13,078.62 |
S1 |
13,115.08 |
13,040.36 |
|