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 |
1,694.3 |
1,701.2 |
6.9 |
0.4% |
1,714.9 |
High |
1,702.1 |
1,704.5 |
2.4 |
0.1% |
1,721.9 |
Low |
1,686.4 |
1,684.0 |
-2.4 |
-0.1% |
1,684.0 |
Close |
1,700.3 |
1,704.0 |
3.7 |
0.2% |
1,704.0 |
Range |
15.7 |
20.5 |
4.8 |
30.6% |
37.9 |
ATR |
19.1 |
19.2 |
0.1 |
0.5% |
0.0 |
Volume |
525 |
169 |
-356 |
-67.8% |
4,622 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.0 |
1,752.0 |
1,715.3 |
|
R3 |
1,738.5 |
1,731.5 |
1,709.6 |
|
R2 |
1,718.0 |
1,718.0 |
1,707.8 |
|
R1 |
1,711.0 |
1,711.0 |
1,705.9 |
1,714.5 |
PP |
1,697.5 |
1,697.5 |
1,697.5 |
1,699.3 |
S1 |
1,690.5 |
1,690.5 |
1,702.1 |
1,694.0 |
S2 |
1,677.0 |
1,677.0 |
1,700.2 |
|
S3 |
1,656.5 |
1,670.0 |
1,698.4 |
|
S4 |
1,636.0 |
1,649.5 |
1,692.7 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.0 |
1,798.4 |
1,724.8 |
|
R3 |
1,779.1 |
1,760.5 |
1,714.4 |
|
R2 |
1,741.2 |
1,741.2 |
1,710.9 |
|
R1 |
1,722.6 |
1,722.6 |
1,707.5 |
1,713.0 |
PP |
1,703.3 |
1,703.3 |
1,703.3 |
1,698.5 |
S1 |
1,684.7 |
1,684.7 |
1,700.5 |
1,675.1 |
S2 |
1,665.4 |
1,665.4 |
1,697.1 |
|
S3 |
1,627.5 |
1,646.8 |
1,693.6 |
|
S4 |
1,589.6 |
1,608.9 |
1,683.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,721.9 |
1,684.0 |
37.9 |
2.2% |
18.0 |
1.1% |
53% |
False |
True |
924 |
10 |
1,752.3 |
1,684.0 |
68.3 |
4.0% |
17.9 |
1.1% |
29% |
False |
True |
71,488 |
20 |
1,755.0 |
1,684.0 |
71.0 |
4.2% |
17.3 |
1.0% |
28% |
False |
True |
106,183 |
40 |
1,775.0 |
1,672.5 |
102.5 |
6.0% |
18.9 |
1.1% |
31% |
False |
False |
122,491 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.4% |
18.9 |
1.1% |
25% |
False |
False |
132,587 |
80 |
1,798.1 |
1,603.0 |
195.1 |
11.4% |
19.6 |
1.2% |
52% |
False |
False |
131,938 |
100 |
1,798.1 |
1,566.8 |
231.3 |
13.6% |
19.5 |
1.1% |
59% |
False |
False |
121,111 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
20.6 |
1.2% |
62% |
False |
False |
102,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,791.6 |
2.618 |
1,758.2 |
1.618 |
1,737.7 |
1.000 |
1,725.0 |
0.618 |
1,717.2 |
HIGH |
1,704.5 |
0.618 |
1,696.7 |
0.500 |
1,694.3 |
0.382 |
1,691.8 |
LOW |
1,684.0 |
0.618 |
1,671.3 |
1.000 |
1,663.5 |
1.618 |
1,650.8 |
2.618 |
1,630.3 |
4.250 |
1,596.9 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,700.8 |
1,701.0 |
PP |
1,697.5 |
1,698.0 |
S1 |
1,694.3 |
1,695.0 |
|