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 |
4,505.0 |
4,530.0 |
25.0 |
0.6% |
4,438.0 |
High |
4,533.0 |
4,533.0 |
0.0 |
0.0% |
4,525.0 |
Low |
4,501.0 |
4,510.0 |
9.0 |
0.2% |
4,429.0 |
Close |
4,525.0 |
4,515.0 |
-10.0 |
-0.2% |
4,516.0 |
Range |
32.0 |
23.0 |
-9.0 |
-28.1% |
96.0 |
ATR |
37.2 |
36.1 |
-1.0 |
-2.7% |
0.0 |
Volume |
18,037 |
22,773 |
4,736 |
26.3% |
96,416 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.3 |
4,574.7 |
4,527.7 |
|
R3 |
4,565.3 |
4,551.7 |
4,521.3 |
|
R2 |
4,542.3 |
4,542.3 |
4,519.2 |
|
R1 |
4,528.7 |
4,528.7 |
4,517.1 |
4,524.0 |
PP |
4,519.3 |
4,519.3 |
4,519.3 |
4,517.0 |
S1 |
4,505.7 |
4,505.7 |
4,512.9 |
4,501.0 |
S2 |
4,496.3 |
4,496.3 |
4,510.8 |
|
S3 |
4,473.3 |
4,482.7 |
4,508.7 |
|
S4 |
4,450.3 |
4,459.7 |
4,502.4 |
|
|
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 |
4,501.0 |
50.0 |
1.1% |
30.4 |
0.7% |
28% |
False |
False |
23,042 |
10 |
4,551.0 |
4,408.0 |
143.0 |
3.2% |
27.8 |
0.6% |
75% |
False |
False |
19,378 |
20 |
4,551.0 |
4,342.0 |
209.0 |
4.6% |
31.4 |
0.7% |
83% |
False |
False |
21,546 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.3% |
32.4 |
0.7% |
73% |
False |
False |
22,401 |
60 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
32.0 |
0.7% |
73% |
False |
False |
25,160 |
80 |
4,580.0 |
4,235.0 |
345.0 |
7.6% |
28.4 |
0.6% |
81% |
False |
False |
18,988 |
100 |
4,580.0 |
4,077.0 |
503.0 |
11.1% |
23.8 |
0.5% |
87% |
False |
False |
15,209 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.2% |
20.4 |
0.5% |
89% |
False |
False |
12,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,630.8 |
2.618 |
4,593.2 |
1.618 |
4,570.2 |
1.000 |
4,556.0 |
0.618 |
4,547.2 |
HIGH |
4,533.0 |
0.618 |
4,524.2 |
0.500 |
4,521.5 |
0.382 |
4,518.8 |
LOW |
4,510.0 |
0.618 |
4,495.8 |
1.000 |
4,487.0 |
1.618 |
4,472.8 |
2.618 |
4,449.8 |
4.250 |
4,412.3 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,521.5 |
4,523.5 |
PP |
4,519.3 |
4,520.7 |
S1 |
4,517.2 |
4,517.8 |
|