Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
4,523.0 |
4,567.0 |
44.0 |
1.0% |
4,521.0 |
High |
4,563.0 |
4,579.0 |
16.0 |
0.4% |
4,563.0 |
Low |
4,523.0 |
4,556.0 |
33.0 |
0.7% |
4,501.0 |
Close |
4,560.0 |
4,567.0 |
7.0 |
0.2% |
4,560.0 |
Range |
40.0 |
23.0 |
-17.0 |
-42.5% |
62.0 |
ATR |
37.0 |
36.0 |
-1.0 |
-2.7% |
0.0 |
Volume |
19,637 |
20,522 |
885 |
4.5% |
105,995 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,636.3 |
4,624.7 |
4,579.7 |
|
R3 |
4,613.3 |
4,601.7 |
4,573.3 |
|
R2 |
4,590.3 |
4,590.3 |
4,571.2 |
|
R1 |
4,578.7 |
4,578.7 |
4,569.1 |
4,578.5 |
PP |
4,567.3 |
4,567.3 |
4,567.3 |
4,567.3 |
S1 |
4,555.7 |
4,555.7 |
4,564.9 |
4,555.5 |
S2 |
4,544.3 |
4,544.3 |
4,562.8 |
|
S3 |
4,521.3 |
4,532.7 |
4,560.7 |
|
S4 |
4,498.3 |
4,509.7 |
4,554.4 |
|
|
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 |
4,579.0 |
4,501.0 |
78.0 |
1.7% |
32.0 |
0.7% |
85% |
True |
False |
20,497 |
10 |
4,579.0 |
4,434.0 |
145.0 |
3.2% |
31.0 |
0.7% |
92% |
True |
False |
20,879 |
20 |
4,579.0 |
4,342.0 |
237.0 |
5.2% |
30.4 |
0.7% |
95% |
True |
False |
21,086 |
40 |
4,580.0 |
4,342.0 |
238.0 |
5.2% |
33.0 |
0.7% |
95% |
False |
False |
22,572 |
60 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
32.2 |
0.7% |
95% |
False |
False |
24,397 |
80 |
4,580.0 |
4,271.0 |
309.0 |
6.8% |
28.7 |
0.6% |
96% |
False |
False |
19,490 |
100 |
4,580.0 |
4,077.0 |
503.0 |
11.0% |
24.1 |
0.5% |
97% |
False |
False |
15,608 |
120 |
4,580.0 |
3,982.0 |
598.0 |
13.1% |
20.9 |
0.5% |
98% |
False |
False |
13,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,676.8 |
2.618 |
4,639.2 |
1.618 |
4,616.2 |
1.000 |
4,602.0 |
0.618 |
4,593.2 |
HIGH |
4,579.0 |
0.618 |
4,570.2 |
0.500 |
4,567.5 |
0.382 |
4,564.8 |
LOW |
4,556.0 |
0.618 |
4,541.8 |
1.000 |
4,533.0 |
1.618 |
4,518.8 |
2.618 |
4,495.8 |
4.250 |
4,458.3 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,567.5 |
4,559.5 |
PP |
4,567.3 |
4,552.0 |
S1 |
4,567.2 |
4,544.5 |
|