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 |
1,725.2 |
1,714.9 |
-10.3 |
-0.6% |
1,751.5 |
High |
1,731.2 |
1,721.9 |
-9.3 |
-0.5% |
1,752.3 |
Low |
1,708.4 |
1,714.5 |
6.1 |
0.4% |
1,705.5 |
Close |
1,710.9 |
1,719.6 |
8.7 |
0.5% |
1,710.9 |
Range |
22.8 |
7.4 |
-15.4 |
-67.5% |
46.8 |
ATR |
19.1 |
18.5 |
-0.6 |
-3.0% |
0.0 |
Volume |
3,690 |
1,238 |
-2,452 |
-66.4% |
710,264 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.9 |
1,737.6 |
1,723.7 |
|
R3 |
1,733.5 |
1,730.2 |
1,721.6 |
|
R2 |
1,726.1 |
1,726.1 |
1,721.0 |
|
R1 |
1,722.8 |
1,722.8 |
1,720.3 |
1,724.5 |
PP |
1,718.7 |
1,718.7 |
1,718.7 |
1,719.5 |
S1 |
1,715.4 |
1,715.4 |
1,718.9 |
1,717.1 |
S2 |
1,711.3 |
1,711.3 |
1,718.2 |
|
S3 |
1,703.9 |
1,708.0 |
1,717.6 |
|
S4 |
1,696.5 |
1,700.6 |
1,715.5 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.3 |
1,833.9 |
1,736.6 |
|
R3 |
1,816.5 |
1,787.1 |
1,723.8 |
|
R2 |
1,769.7 |
1,769.7 |
1,719.5 |
|
R1 |
1,740.3 |
1,740.3 |
1,715.2 |
1,731.6 |
PP |
1,722.9 |
1,722.9 |
1,722.9 |
1,718.6 |
S1 |
1,693.5 |
1,693.5 |
1,706.6 |
1,684.8 |
S2 |
1,676.1 |
1,676.1 |
1,702.3 |
|
S3 |
1,629.3 |
1,646.7 |
1,698.0 |
|
S4 |
1,582.5 |
1,599.9 |
1,685.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,751.9 |
1,705.5 |
46.4 |
2.7% |
18.1 |
1.1% |
30% |
False |
False |
109,107 |
10 |
1,755.0 |
1,705.5 |
49.5 |
2.9% |
17.4 |
1.0% |
28% |
False |
False |
126,003 |
20 |
1,755.0 |
1,672.5 |
82.5 |
4.8% |
18.4 |
1.1% |
57% |
False |
False |
142,979 |
40 |
1,782.5 |
1,672.5 |
110.0 |
6.4% |
18.3 |
1.1% |
43% |
False |
False |
134,494 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.3 |
1.1% |
38% |
False |
False |
143,595 |
80 |
1,798.1 |
1,592.1 |
206.0 |
12.0% |
19.7 |
1.1% |
62% |
False |
False |
136,860 |
100 |
1,798.1 |
1,566.8 |
231.3 |
13.5% |
19.6 |
1.1% |
66% |
False |
False |
121,634 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
20.5 |
1.2% |
68% |
False |
False |
102,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,753.4 |
2.618 |
1,741.3 |
1.618 |
1,733.9 |
1.000 |
1,729.3 |
0.618 |
1,726.5 |
HIGH |
1,721.9 |
0.618 |
1,719.1 |
0.500 |
1,718.2 |
0.382 |
1,717.3 |
LOW |
1,714.5 |
0.618 |
1,709.9 |
1.000 |
1,707.1 |
1.618 |
1,702.5 |
2.618 |
1,695.1 |
4.250 |
1,683.1 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,719.1 |
1,719.8 |
PP |
1,718.7 |
1,719.7 |
S1 |
1,718.2 |
1,719.7 |
|