Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,429.0 |
7,418.5 |
-10.5 |
-0.1% |
7,292.0 |
High |
7,489.0 |
7,468.0 |
-21.0 |
-0.3% |
7,445.0 |
Low |
7,417.0 |
7,413.5 |
-3.5 |
0.0% |
7,265.0 |
Close |
7,435.5 |
7,428.5 |
-7.0 |
-0.1% |
7,419.0 |
Range |
72.0 |
54.5 |
-17.5 |
-24.3% |
180.0 |
ATR |
97.3 |
94.2 |
-3.1 |
-3.1% |
0.0 |
Volume |
111,999 |
130,725 |
18,726 |
16.7% |
591,114 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,600.2 |
7,568.8 |
7,458.5 |
|
R3 |
7,545.7 |
7,514.3 |
7,443.5 |
|
R2 |
7,491.2 |
7,491.2 |
7,438.5 |
|
R1 |
7,459.8 |
7,459.8 |
7,433.5 |
7,475.5 |
PP |
7,436.7 |
7,436.7 |
7,436.7 |
7,444.5 |
S1 |
7,405.3 |
7,405.3 |
7,423.5 |
7,421.0 |
S2 |
7,382.2 |
7,382.2 |
7,418.5 |
|
S3 |
7,327.7 |
7,350.8 |
7,413.5 |
|
S4 |
7,273.2 |
7,296.3 |
7,398.5 |
|
|
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% |
70.1 |
0.9% |
73% |
False |
False |
118,468 |
10 |
7,489.0 |
7,092.5 |
396.5 |
5.3% |
72.2 |
1.0% |
85% |
False |
False |
106,528 |
20 |
7,489.0 |
6,948.0 |
541.0 |
7.3% |
97.7 |
1.3% |
89% |
False |
False |
117,134 |
40 |
7,489.0 |
6,948.0 |
541.0 |
7.3% |
93.7 |
1.3% |
89% |
False |
False |
115,569 |
60 |
7,489.0 |
6,948.0 |
541.0 |
7.3% |
93.7 |
1.3% |
89% |
False |
False |
107,852 |
80 |
7,489.0 |
6,875.0 |
614.0 |
8.3% |
92.0 |
1.2% |
90% |
False |
False |
81,519 |
100 |
7,489.0 |
6,320.0 |
1,169.0 |
15.7% |
100.7 |
1.4% |
95% |
False |
False |
65,318 |
120 |
7,489.0 |
6,112.5 |
1,376.5 |
18.5% |
102.1 |
1.4% |
96% |
False |
False |
54,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,699.6 |
2.618 |
7,610.7 |
1.618 |
7,556.2 |
1.000 |
7,522.5 |
0.618 |
7,501.7 |
HIGH |
7,468.0 |
0.618 |
7,447.2 |
0.500 |
7,440.8 |
0.382 |
7,434.3 |
LOW |
7,413.5 |
0.618 |
7,379.8 |
1.000 |
7,359.0 |
1.618 |
7,325.3 |
2.618 |
7,270.8 |
4.250 |
7,181.9 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,440.8 |
7,439.8 |
PP |
7,436.7 |
7,436.0 |
S1 |
7,432.6 |
7,432.3 |
|