Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,499.5 |
7,468.0 |
-31.5 |
-0.4% |
7,292.0 |
High |
7,507.0 |
7,558.0 |
51.0 |
0.7% |
7,445.0 |
Low |
7,428.5 |
7,461.0 |
32.5 |
0.4% |
7,265.0 |
Close |
7,445.0 |
7,537.5 |
92.5 |
1.2% |
7,419.0 |
Range |
78.5 |
97.0 |
18.5 |
23.6% |
180.0 |
ATR |
93.1 |
94.5 |
1.4 |
1.5% |
0.0 |
Volume |
140,049 |
125,653 |
-14,396 |
-10.3% |
591,114 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,809.8 |
7,770.7 |
7,590.9 |
|
R3 |
7,712.8 |
7,673.7 |
7,564.2 |
|
R2 |
7,615.8 |
7,615.8 |
7,555.3 |
|
R1 |
7,576.7 |
7,576.7 |
7,546.4 |
7,596.3 |
PP |
7,518.8 |
7,518.8 |
7,518.8 |
7,528.6 |
S1 |
7,479.7 |
7,479.7 |
7,528.6 |
7,499.3 |
S2 |
7,421.8 |
7,421.8 |
7,519.7 |
|
S3 |
7,324.8 |
7,382.7 |
7,510.8 |
|
S4 |
7,227.8 |
7,285.7 |
7,484.2 |
|
|
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 |
7,558.0 |
7,390.5 |
167.5 |
2.2% |
71.3 |
0.9% |
88% |
True |
False |
126,301 |
10 |
7,558.0 |
7,220.5 |
337.5 |
4.5% |
74.2 |
1.0% |
94% |
True |
False |
118,713 |
20 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
90.7 |
1.2% |
97% |
True |
False |
118,403 |
40 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
93.8 |
1.2% |
97% |
True |
False |
116,335 |
60 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
92.5 |
1.2% |
97% |
True |
False |
111,738 |
80 |
7,558.0 |
6,875.0 |
683.0 |
9.1% |
92.4 |
1.2% |
97% |
True |
False |
84,835 |
100 |
7,558.0 |
6,320.0 |
1,238.0 |
16.4% |
101.0 |
1.3% |
98% |
True |
False |
67,968 |
120 |
7,558.0 |
6,112.5 |
1,445.5 |
19.2% |
101.4 |
1.3% |
99% |
True |
False |
56,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,970.3 |
2.618 |
7,811.9 |
1.618 |
7,714.9 |
1.000 |
7,655.0 |
0.618 |
7,617.9 |
HIGH |
7,558.0 |
0.618 |
7,520.9 |
0.500 |
7,509.5 |
0.382 |
7,498.1 |
LOW |
7,461.0 |
0.618 |
7,401.1 |
1.000 |
7,364.0 |
1.618 |
7,304.1 |
2.618 |
7,207.1 |
4.250 |
7,048.8 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,528.2 |
7,520.3 |
PP |
7,518.8 |
7,503.0 |
S1 |
7,509.5 |
7,485.8 |
|