Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,418.5 |
7,499.5 |
81.0 |
1.1% |
7,292.0 |
High |
7,468.0 |
7,507.0 |
39.0 |
0.5% |
7,445.0 |
Low |
7,413.5 |
7,428.5 |
15.0 |
0.2% |
7,265.0 |
Close |
7,428.5 |
7,445.0 |
16.5 |
0.2% |
7,419.0 |
Range |
54.5 |
78.5 |
24.0 |
44.0% |
180.0 |
ATR |
94.2 |
93.1 |
-1.1 |
-1.2% |
0.0 |
Volume |
130,725 |
140,049 |
9,324 |
7.1% |
591,114 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,695.7 |
7,648.8 |
7,488.2 |
|
R3 |
7,617.2 |
7,570.3 |
7,466.6 |
|
R2 |
7,538.7 |
7,538.7 |
7,459.4 |
|
R1 |
7,491.8 |
7,491.8 |
7,452.2 |
7,476.0 |
PP |
7,460.2 |
7,460.2 |
7,460.2 |
7,452.3 |
S1 |
7,413.3 |
7,413.3 |
7,437.8 |
7,397.5 |
S2 |
7,381.7 |
7,381.7 |
7,430.6 |
|
S3 |
7,303.2 |
7,334.8 |
7,423.4 |
|
S4 |
7,224.7 |
7,256.3 |
7,401.8 |
|
|
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 |
7,507.0 |
7,371.0 |
136.0 |
1.8% |
61.4 |
0.8% |
54% |
True |
False |
122,081 |
10 |
7,507.0 |
7,136.0 |
371.0 |
5.0% |
70.5 |
0.9% |
83% |
True |
False |
112,106 |
20 |
7,507.0 |
6,948.0 |
559.0 |
7.5% |
96.6 |
1.3% |
89% |
True |
False |
119,182 |
40 |
7,507.0 |
6,948.0 |
559.0 |
7.5% |
93.0 |
1.2% |
89% |
True |
False |
116,356 |
60 |
7,507.0 |
6,948.0 |
559.0 |
7.5% |
92.7 |
1.2% |
89% |
True |
False |
109,840 |
80 |
7,507.0 |
6,875.0 |
632.0 |
8.5% |
91.9 |
1.2% |
90% |
True |
False |
83,267 |
100 |
7,507.0 |
6,320.0 |
1,187.0 |
15.9% |
100.8 |
1.4% |
95% |
True |
False |
66,717 |
120 |
7,507.0 |
6,112.5 |
1,394.5 |
18.7% |
101.8 |
1.4% |
96% |
True |
False |
55,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,840.6 |
2.618 |
7,712.5 |
1.618 |
7,634.0 |
1.000 |
7,585.5 |
0.618 |
7,555.5 |
HIGH |
7,507.0 |
0.618 |
7,477.0 |
0.500 |
7,467.8 |
0.382 |
7,458.5 |
LOW |
7,428.5 |
0.618 |
7,380.0 |
1.000 |
7,350.0 |
1.618 |
7,301.5 |
2.618 |
7,223.0 |
4.250 |
7,094.9 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,467.8 |
7,460.3 |
PP |
7,460.2 |
7,455.2 |
S1 |
7,452.6 |
7,450.1 |
|