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 |
7,396.0 |
7,429.0 |
33.0 |
0.4% |
7,292.0 |
High |
7,445.0 |
7,489.0 |
44.0 |
0.6% |
7,445.0 |
Low |
7,390.5 |
7,417.0 |
26.5 |
0.4% |
7,265.0 |
Close |
7,419.0 |
7,435.5 |
16.5 |
0.2% |
7,419.0 |
Range |
54.5 |
72.0 |
17.5 |
32.1% |
180.0 |
ATR |
99.2 |
97.3 |
-1.9 |
-2.0% |
0.0 |
Volume |
123,079 |
111,999 |
-11,080 |
-9.0% |
591,114 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,663.2 |
7,621.3 |
7,475.1 |
|
R3 |
7,591.2 |
7,549.3 |
7,455.3 |
|
R2 |
7,519.2 |
7,519.2 |
7,448.7 |
|
R1 |
7,477.3 |
7,477.3 |
7,442.1 |
7,498.3 |
PP |
7,447.2 |
7,447.2 |
7,447.2 |
7,457.6 |
S1 |
7,405.3 |
7,405.3 |
7,428.9 |
7,426.3 |
S2 |
7,375.2 |
7,375.2 |
7,422.3 |
|
S3 |
7,303.2 |
7,333.3 |
7,415.7 |
|
S4 |
7,231.2 |
7,261.3 |
7,395.9 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,916.3 |
7,847.7 |
7,518.0 |
|
R3 |
7,736.3 |
7,667.7 |
7,468.5 |
|
R2 |
7,556.3 |
7,556.3 |
7,452.0 |
|
R1 |
7,487.7 |
7,487.7 |
7,435.5 |
7,522.0 |
PP |
7,376.3 |
7,376.3 |
7,376.3 |
7,393.5 |
S1 |
7,307.7 |
7,307.7 |
7,402.5 |
7,342.0 |
S2 |
7,196.3 |
7,196.3 |
7,386.0 |
|
S3 |
7,016.3 |
7,127.7 |
7,369.5 |
|
S4 |
6,836.3 |
6,947.7 |
7,320.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,489.0 |
7,265.0 |
224.0 |
3.0% |
70.9 |
1.0% |
76% |
True |
False |
119,104 |
10 |
7,489.0 |
7,006.0 |
483.0 |
6.5% |
79.2 |
1.1% |
89% |
True |
False |
105,364 |
20 |
7,489.0 |
6,948.0 |
541.0 |
7.3% |
97.4 |
1.3% |
90% |
True |
False |
115,553 |
40 |
7,489.0 |
6,948.0 |
541.0 |
7.3% |
94.2 |
1.3% |
90% |
True |
False |
115,410 |
60 |
7,489.0 |
6,948.0 |
541.0 |
7.3% |
93.6 |
1.3% |
90% |
True |
False |
106,020 |
80 |
7,489.0 |
6,875.0 |
614.0 |
8.3% |
92.4 |
1.2% |
91% |
True |
False |
79,889 |
100 |
7,489.0 |
6,320.0 |
1,169.0 |
15.7% |
101.5 |
1.4% |
95% |
True |
False |
64,012 |
120 |
7,489.0 |
6,112.5 |
1,376.5 |
18.5% |
102.4 |
1.4% |
96% |
True |
False |
53,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,795.0 |
2.618 |
7,677.5 |
1.618 |
7,605.5 |
1.000 |
7,561.0 |
0.618 |
7,533.5 |
HIGH |
7,489.0 |
0.618 |
7,461.5 |
0.500 |
7,453.0 |
0.382 |
7,444.5 |
LOW |
7,417.0 |
0.618 |
7,372.5 |
1.000 |
7,345.0 |
1.618 |
7,300.5 |
2.618 |
7,228.5 |
4.250 |
7,111.0 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,453.0 |
7,433.7 |
PP |
7,447.2 |
7,431.8 |
S1 |
7,441.3 |
7,430.0 |
|