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 |
1,716.3 |
1,697.1 |
-19.2 |
-1.1% |
1,751.5 |
High |
1,716.8 |
1,706.0 |
-10.8 |
-0.6% |
1,752.3 |
Low |
1,691.6 |
1,685.0 |
-6.6 |
-0.4% |
1,705.5 |
Close |
1,694.4 |
1,692.4 |
-2.0 |
-0.1% |
1,710.9 |
Range |
25.2 |
21.0 |
-4.2 |
-16.7% |
46.8 |
ATR |
19.2 |
19.3 |
0.1 |
0.7% |
0.0 |
Volume |
1,428 |
1,262 |
-166 |
-11.6% |
710,264 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.5 |
1,745.9 |
1,704.0 |
|
R3 |
1,736.5 |
1,724.9 |
1,698.2 |
|
R2 |
1,715.5 |
1,715.5 |
1,696.3 |
|
R1 |
1,703.9 |
1,703.9 |
1,694.3 |
1,699.2 |
PP |
1,694.5 |
1,694.5 |
1,694.5 |
1,692.1 |
S1 |
1,682.9 |
1,682.9 |
1,690.5 |
1,678.2 |
S2 |
1,673.5 |
1,673.5 |
1,688.6 |
|
S3 |
1,652.5 |
1,661.9 |
1,686.6 |
|
S4 |
1,631.5 |
1,640.9 |
1,680.9 |
|
|
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 |
1,731.2 |
1,685.0 |
46.2 |
2.7% |
17.5 |
1.0% |
16% |
False |
True |
14,643 |
10 |
1,755.0 |
1,685.0 |
70.0 |
4.1% |
18.4 |
1.1% |
11% |
False |
True |
100,912 |
20 |
1,755.0 |
1,685.0 |
70.0 |
4.1% |
18.1 |
1.1% |
11% |
False |
True |
127,726 |
40 |
1,776.6 |
1,672.5 |
104.1 |
6.2% |
18.7 |
1.1% |
19% |
False |
False |
128,651 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.4% |
19.6 |
1.2% |
16% |
False |
False |
139,964 |
80 |
1,798.1 |
1,592.1 |
206.0 |
12.2% |
19.7 |
1.2% |
49% |
False |
False |
134,450 |
100 |
1,798.1 |
1,566.8 |
231.3 |
13.7% |
19.6 |
1.2% |
54% |
False |
False |
121,293 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.5% |
20.6 |
1.2% |
57% |
False |
False |
102,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.3 |
2.618 |
1,761.0 |
1.618 |
1,740.0 |
1.000 |
1,727.0 |
0.618 |
1,719.0 |
HIGH |
1,706.0 |
0.618 |
1,698.0 |
0.500 |
1,695.5 |
0.382 |
1,693.0 |
LOW |
1,685.0 |
0.618 |
1,672.0 |
1.000 |
1,664.0 |
1.618 |
1,651.0 |
2.618 |
1,630.0 |
4.250 |
1,595.8 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,695.5 |
1,703.5 |
PP |
1,694.5 |
1,699.8 |
S1 |
1,693.4 |
1,696.1 |
|