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 |
4,538.0 |
4,505.0 |
-33.0 |
-0.7% |
4,438.0 |
High |
4,546.0 |
4,533.0 |
-13.0 |
-0.3% |
4,525.0 |
Low |
4,504.0 |
4,501.0 |
-3.0 |
-0.1% |
4,429.0 |
Close |
4,505.0 |
4,525.0 |
20.0 |
0.4% |
4,516.0 |
Range |
42.0 |
32.0 |
-10.0 |
-23.8% |
96.0 |
ATR |
37.6 |
37.2 |
-0.4 |
-1.1% |
0.0 |
Volume |
21,517 |
18,037 |
-3,480 |
-16.2% |
96,416 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.7 |
4,602.3 |
4,542.6 |
|
R3 |
4,583.7 |
4,570.3 |
4,533.8 |
|
R2 |
4,551.7 |
4,551.7 |
4,530.9 |
|
R1 |
4,538.3 |
4,538.3 |
4,527.9 |
4,545.0 |
PP |
4,519.7 |
4,519.7 |
4,519.7 |
4,523.0 |
S1 |
4,506.3 |
4,506.3 |
4,522.1 |
4,513.0 |
S2 |
4,487.7 |
4,487.7 |
4,519.1 |
|
S3 |
4,455.7 |
4,474.3 |
4,516.2 |
|
S4 |
4,423.7 |
4,442.3 |
4,507.4 |
|
|
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 |
4,455.0 |
96.0 |
2.1% |
33.4 |
0.7% |
73% |
False |
False |
21,908 |
10 |
4,551.0 |
4,404.0 |
147.0 |
3.2% |
29.4 |
0.6% |
82% |
False |
False |
19,347 |
20 |
4,551.0 |
4,342.0 |
209.0 |
4.6% |
31.9 |
0.7% |
88% |
False |
False |
21,497 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.3% |
32.9 |
0.7% |
77% |
False |
False |
22,371 |
60 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
31.9 |
0.7% |
77% |
False |
False |
24,832 |
80 |
4,580.0 |
4,235.0 |
345.0 |
7.6% |
28.2 |
0.6% |
84% |
False |
False |
18,705 |
100 |
4,580.0 |
4,077.0 |
503.0 |
11.1% |
23.5 |
0.5% |
89% |
False |
False |
14,981 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.2% |
20.2 |
0.4% |
91% |
False |
False |
12,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,669.0 |
2.618 |
4,616.8 |
1.618 |
4,584.8 |
1.000 |
4,565.0 |
0.618 |
4,552.8 |
HIGH |
4,533.0 |
0.618 |
4,520.8 |
0.500 |
4,517.0 |
0.382 |
4,513.2 |
LOW |
4,501.0 |
0.618 |
4,481.2 |
1.000 |
4,469.0 |
1.618 |
4,449.2 |
2.618 |
4,417.2 |
4.250 |
4,365.0 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,522.3 |
4,526.0 |
PP |
4,519.7 |
4,525.7 |
S1 |
4,517.0 |
4,525.3 |
|