Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,714.9 |
1,716.3 |
1.4 |
0.1% |
1,751.5 |
High |
1,721.9 |
1,716.8 |
-5.1 |
-0.3% |
1,752.3 |
Low |
1,714.5 |
1,691.6 |
-22.9 |
-1.3% |
1,705.5 |
Close |
1,719.6 |
1,694.4 |
-25.2 |
-1.5% |
1,710.9 |
Range |
7.4 |
25.2 |
17.8 |
240.5% |
46.8 |
ATR |
18.5 |
19.2 |
0.7 |
3.7% |
0.0 |
Volume |
1,238 |
1,428 |
190 |
15.3% |
710,264 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.5 |
1,760.7 |
1,708.3 |
|
R3 |
1,751.3 |
1,735.5 |
1,701.3 |
|
R2 |
1,726.1 |
1,726.1 |
1,699.0 |
|
R1 |
1,710.3 |
1,710.3 |
1,696.7 |
1,705.6 |
PP |
1,700.9 |
1,700.9 |
1,700.9 |
1,698.6 |
S1 |
1,685.1 |
1,685.1 |
1,692.1 |
1,680.4 |
S2 |
1,675.7 |
1,675.7 |
1,689.8 |
|
S3 |
1,650.5 |
1,659.9 |
1,687.5 |
|
S4 |
1,625.3 |
1,634.7 |
1,680.5 |
|
|
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 |
1,743.1 |
1,691.6 |
51.5 |
3.0% |
20.9 |
1.2% |
5% |
False |
True |
69,618 |
10 |
1,755.0 |
1,691.6 |
63.4 |
3.7% |
17.7 |
1.0% |
4% |
False |
True |
113,593 |
20 |
1,755.0 |
1,683.5 |
71.5 |
4.2% |
18.9 |
1.1% |
15% |
False |
False |
137,024 |
40 |
1,781.6 |
1,672.5 |
109.1 |
6.4% |
18.6 |
1.1% |
20% |
False |
False |
132,132 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.4% |
19.5 |
1.1% |
17% |
False |
False |
141,766 |
80 |
1,798.1 |
1,592.1 |
206.0 |
12.2% |
19.7 |
1.2% |
50% |
False |
False |
135,570 |
100 |
1,798.1 |
1,566.8 |
231.3 |
13.7% |
19.6 |
1.2% |
55% |
False |
False |
121,412 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.5% |
20.5 |
1.2% |
58% |
False |
False |
102,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,823.9 |
2.618 |
1,782.8 |
1.618 |
1,757.6 |
1.000 |
1,742.0 |
0.618 |
1,732.4 |
HIGH |
1,716.8 |
0.618 |
1,707.2 |
0.500 |
1,704.2 |
0.382 |
1,701.2 |
LOW |
1,691.6 |
0.618 |
1,676.0 |
1.000 |
1,666.4 |
1.618 |
1,650.8 |
2.618 |
1,625.6 |
4.250 |
1,584.5 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,704.2 |
1,711.4 |
PP |
1,700.9 |
1,705.7 |
S1 |
1,697.7 |
1,700.1 |
|