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 |
1,697.1 |
1,694.3 |
-2.8 |
-0.2% |
1,751.5 |
High |
1,706.0 |
1,702.1 |
-3.9 |
-0.2% |
1,752.3 |
Low |
1,685.0 |
1,686.4 |
1.4 |
0.1% |
1,705.5 |
Close |
1,692.4 |
1,700.3 |
7.9 |
0.5% |
1,710.9 |
Range |
21.0 |
15.7 |
-5.3 |
-25.2% |
46.8 |
ATR |
19.3 |
19.1 |
-0.3 |
-1.3% |
0.0 |
Volume |
1,262 |
525 |
-737 |
-58.4% |
710,264 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,743.4 |
1,737.5 |
1,708.9 |
|
R3 |
1,727.7 |
1,721.8 |
1,704.6 |
|
R2 |
1,712.0 |
1,712.0 |
1,703.2 |
|
R1 |
1,706.1 |
1,706.1 |
1,701.7 |
1,709.1 |
PP |
1,696.3 |
1,696.3 |
1,696.3 |
1,697.7 |
S1 |
1,690.4 |
1,690.4 |
1,698.9 |
1,693.4 |
S2 |
1,680.6 |
1,680.6 |
1,697.4 |
|
S3 |
1,664.9 |
1,674.7 |
1,696.0 |
|
S4 |
1,649.2 |
1,659.0 |
1,691.7 |
|
|
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% |
18.4 |
1.1% |
33% |
False |
False |
1,628 |
10 |
1,755.0 |
1,685.0 |
70.0 |
4.1% |
18.6 |
1.1% |
22% |
False |
False |
88,061 |
20 |
1,755.0 |
1,685.0 |
70.0 |
4.1% |
17.4 |
1.0% |
22% |
False |
False |
114,468 |
40 |
1,776.6 |
1,672.5 |
104.1 |
6.1% |
18.8 |
1.1% |
27% |
False |
False |
125,426 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.4% |
19.5 |
1.1% |
22% |
False |
False |
136,923 |
80 |
1,798.1 |
1,592.1 |
206.0 |
12.1% |
19.6 |
1.2% |
53% |
False |
False |
133,077 |
100 |
1,798.1 |
1,566.8 |
231.3 |
13.6% |
19.5 |
1.1% |
58% |
False |
False |
121,184 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.5% |
20.5 |
1.2% |
60% |
False |
False |
102,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,768.8 |
2.618 |
1,743.2 |
1.618 |
1,727.5 |
1.000 |
1,717.8 |
0.618 |
1,711.8 |
HIGH |
1,702.1 |
0.618 |
1,696.1 |
0.500 |
1,694.3 |
0.382 |
1,692.4 |
LOW |
1,686.4 |
0.618 |
1,676.7 |
1.000 |
1,670.7 |
1.618 |
1,661.0 |
2.618 |
1,645.3 |
4.250 |
1,619.7 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,698.3 |
1,700.9 |
PP |
1,696.3 |
1,700.7 |
S1 |
1,694.3 |
1,700.5 |
|