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 |
4,507.0 |
4,521.0 |
14.0 |
0.3% |
4,438.0 |
High |
4,525.0 |
4,551.0 |
26.0 |
0.6% |
4,525.0 |
Low |
4,505.0 |
4,516.0 |
11.0 |
0.2% |
4,429.0 |
Close |
4,516.0 |
4,550.0 |
34.0 |
0.8% |
4,516.0 |
Range |
20.0 |
35.0 |
15.0 |
75.0% |
96.0 |
ATR |
37.0 |
36.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
28,855 |
24,031 |
-4,824 |
-16.7% |
96,416 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,644.0 |
4,632.0 |
4,569.3 |
|
R3 |
4,609.0 |
4,597.0 |
4,559.6 |
|
R2 |
4,574.0 |
4,574.0 |
4,556.4 |
|
R1 |
4,562.0 |
4,562.0 |
4,553.2 |
4,568.0 |
PP |
4,539.0 |
4,539.0 |
4,539.0 |
4,542.0 |
S1 |
4,527.0 |
4,527.0 |
4,546.8 |
4,533.0 |
S2 |
4,504.0 |
4,504.0 |
4,543.6 |
|
S3 |
4,469.0 |
4,492.0 |
4,540.4 |
|
S4 |
4,434.0 |
4,457.0 |
4,530.8 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,778.0 |
4,743.0 |
4,568.8 |
|
R3 |
4,682.0 |
4,647.0 |
4,542.4 |
|
R2 |
4,586.0 |
4,586.0 |
4,533.6 |
|
R1 |
4,551.0 |
4,551.0 |
4,524.8 |
4,568.5 |
PP |
4,490.0 |
4,490.0 |
4,490.0 |
4,498.8 |
S1 |
4,455.0 |
4,455.0 |
4,507.2 |
4,472.5 |
S2 |
4,394.0 |
4,394.0 |
4,498.4 |
|
S3 |
4,298.0 |
4,359.0 |
4,489.6 |
|
S4 |
4,202.0 |
4,263.0 |
4,463.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,551.0 |
4,434.0 |
117.0 |
2.6% |
30.0 |
0.7% |
99% |
True |
False |
21,262 |
10 |
4,551.0 |
4,377.0 |
174.0 |
3.8% |
27.1 |
0.6% |
99% |
True |
False |
19,692 |
20 |
4,551.0 |
4,342.0 |
209.0 |
4.6% |
31.7 |
0.7% |
100% |
True |
False |
21,601 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.2% |
32.5 |
0.7% |
87% |
False |
False |
22,321 |
60 |
4,580.0 |
4,321.0 |
259.0 |
5.7% |
31.5 |
0.7% |
88% |
False |
False |
24,234 |
80 |
4,580.0 |
4,235.0 |
345.0 |
7.6% |
27.5 |
0.6% |
91% |
False |
False |
18,213 |
100 |
4,580.0 |
4,031.0 |
549.0 |
12.1% |
22.9 |
0.5% |
95% |
False |
False |
14,592 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.1% |
19.6 |
0.4% |
95% |
False |
False |
12,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,699.8 |
2.618 |
4,642.6 |
1.618 |
4,607.6 |
1.000 |
4,586.0 |
0.618 |
4,572.6 |
HIGH |
4,551.0 |
0.618 |
4,537.6 |
0.500 |
4,533.5 |
0.382 |
4,529.4 |
LOW |
4,516.0 |
0.618 |
4,494.4 |
1.000 |
4,481.0 |
1.618 |
4,459.4 |
2.618 |
4,424.4 |
4.250 |
4,367.3 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,544.5 |
4,534.3 |
PP |
4,539.0 |
4,518.7 |
S1 |
4,533.5 |
4,503.0 |
|