Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,468.0 |
7,546.5 |
78.5 |
1.1% |
7,429.0 |
High |
7,558.0 |
7,555.0 |
-3.0 |
0.0% |
7,558.0 |
Low |
7,461.0 |
7,487.5 |
26.5 |
0.4% |
7,413.5 |
Close |
7,537.5 |
7,509.0 |
-28.5 |
-0.4% |
7,509.0 |
Range |
97.0 |
67.5 |
-29.5 |
-30.4% |
144.5 |
ATR |
94.5 |
92.6 |
-1.9 |
-2.0% |
0.0 |
Volume |
125,653 |
107,144 |
-18,509 |
-14.7% |
615,570 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,719.7 |
7,681.8 |
7,546.1 |
|
R3 |
7,652.2 |
7,614.3 |
7,527.6 |
|
R2 |
7,584.7 |
7,584.7 |
7,521.4 |
|
R1 |
7,546.8 |
7,546.8 |
7,515.2 |
7,532.0 |
PP |
7,517.2 |
7,517.2 |
7,517.2 |
7,509.8 |
S1 |
7,479.3 |
7,479.3 |
7,502.8 |
7,464.5 |
S2 |
7,449.7 |
7,449.7 |
7,496.6 |
|
S3 |
7,382.2 |
7,411.8 |
7,490.4 |
|
S4 |
7,314.7 |
7,344.3 |
7,471.9 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,927.0 |
7,862.5 |
7,588.5 |
|
R3 |
7,782.5 |
7,718.0 |
7,548.7 |
|
R2 |
7,638.0 |
7,638.0 |
7,535.5 |
|
R1 |
7,573.5 |
7,573.5 |
7,522.2 |
7,605.8 |
PP |
7,493.5 |
7,493.5 |
7,493.5 |
7,509.6 |
S1 |
7,429.0 |
7,429.0 |
7,495.8 |
7,461.3 |
S2 |
7,349.0 |
7,349.0 |
7,482.5 |
|
S3 |
7,204.5 |
7,284.5 |
7,469.3 |
|
S4 |
7,060.0 |
7,140.0 |
7,429.5 |
|
|
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 |
7,413.5 |
144.5 |
1.9% |
73.9 |
1.0% |
66% |
False |
False |
123,114 |
10 |
7,558.0 |
7,265.0 |
293.0 |
3.9% |
69.4 |
0.9% |
83% |
False |
False |
120,668 |
20 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
88.8 |
1.2% |
92% |
False |
False |
116,698 |
40 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
92.4 |
1.2% |
92% |
False |
False |
116,114 |
60 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
91.6 |
1.2% |
92% |
False |
False |
113,182 |
80 |
7,558.0 |
6,875.0 |
683.0 |
9.1% |
92.5 |
1.2% |
93% |
False |
False |
86,173 |
100 |
7,558.0 |
6,320.0 |
1,238.0 |
16.5% |
100.5 |
1.3% |
96% |
False |
False |
69,038 |
120 |
7,558.0 |
6,112.5 |
1,445.5 |
19.3% |
101.2 |
1.3% |
97% |
False |
False |
57,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,841.9 |
2.618 |
7,731.7 |
1.618 |
7,664.2 |
1.000 |
7,622.5 |
0.618 |
7,596.7 |
HIGH |
7,555.0 |
0.618 |
7,529.2 |
0.500 |
7,521.3 |
0.382 |
7,513.3 |
LOW |
7,487.5 |
0.618 |
7,445.8 |
1.000 |
7,420.0 |
1.618 |
7,378.3 |
2.618 |
7,310.8 |
4.250 |
7,200.6 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,521.3 |
7,503.8 |
PP |
7,517.2 |
7,498.5 |
S1 |
7,513.1 |
7,493.3 |
|