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 |
4,530.0 |
4,523.0 |
-7.0 |
-0.2% |
4,521.0 |
High |
4,533.0 |
4,563.0 |
30.0 |
0.7% |
4,563.0 |
Low |
4,510.0 |
4,523.0 |
13.0 |
0.3% |
4,501.0 |
Close |
4,515.0 |
4,560.0 |
45.0 |
1.0% |
4,560.0 |
Range |
23.0 |
40.0 |
17.0 |
73.9% |
62.0 |
ATR |
36.1 |
37.0 |
0.8 |
2.3% |
0.0 |
Volume |
22,773 |
19,637 |
-3,136 |
-13.8% |
105,995 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.7 |
4,654.3 |
4,582.0 |
|
R3 |
4,628.7 |
4,614.3 |
4,571.0 |
|
R2 |
4,588.7 |
4,588.7 |
4,567.3 |
|
R1 |
4,574.3 |
4,574.3 |
4,563.7 |
4,581.5 |
PP |
4,548.7 |
4,548.7 |
4,548.7 |
4,552.3 |
S1 |
4,534.3 |
4,534.3 |
4,556.3 |
4,541.5 |
S2 |
4,508.7 |
4,508.7 |
4,552.7 |
|
S3 |
4,468.7 |
4,494.3 |
4,549.0 |
|
S4 |
4,428.7 |
4,454.3 |
4,538.0 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,727.3 |
4,705.7 |
4,594.1 |
|
R3 |
4,665.3 |
4,643.7 |
4,577.1 |
|
R2 |
4,603.3 |
4,603.3 |
4,571.4 |
|
R1 |
4,581.7 |
4,581.7 |
4,565.7 |
4,592.5 |
PP |
4,541.3 |
4,541.3 |
4,541.3 |
4,546.8 |
S1 |
4,519.7 |
4,519.7 |
4,554.3 |
4,530.5 |
S2 |
4,479.3 |
4,479.3 |
4,548.6 |
|
S3 |
4,417.3 |
4,457.7 |
4,543.0 |
|
S4 |
4,355.3 |
4,395.7 |
4,525.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,563.0 |
4,501.0 |
62.0 |
1.4% |
34.4 |
0.8% |
95% |
True |
False |
21,199 |
10 |
4,563.0 |
4,429.0 |
134.0 |
2.9% |
29.8 |
0.7% |
98% |
True |
False |
20,241 |
20 |
4,563.0 |
4,342.0 |
221.0 |
4.8% |
30.7 |
0.7% |
99% |
True |
False |
21,182 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.2% |
32.9 |
0.7% |
92% |
False |
False |
22,528 |
60 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
32.3 |
0.7% |
92% |
False |
False |
25,222 |
80 |
4,580.0 |
4,251.0 |
329.0 |
7.2% |
28.8 |
0.6% |
94% |
False |
False |
19,234 |
100 |
4,580.0 |
4,077.0 |
503.0 |
11.0% |
24.1 |
0.5% |
96% |
False |
False |
15,404 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.1% |
20.7 |
0.5% |
97% |
False |
False |
12,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,733.0 |
2.618 |
4,667.7 |
1.618 |
4,627.7 |
1.000 |
4,603.0 |
0.618 |
4,587.7 |
HIGH |
4,563.0 |
0.618 |
4,547.7 |
0.500 |
4,543.0 |
0.382 |
4,538.3 |
LOW |
4,523.0 |
0.618 |
4,498.3 |
1.000 |
4,483.0 |
1.618 |
4,458.3 |
2.618 |
4,418.3 |
4.250 |
4,353.0 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,554.3 |
4,550.7 |
PP |
4,548.7 |
4,541.3 |
S1 |
4,543.0 |
4,532.0 |
|