Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,546.5 |
7,522.5 |
-24.0 |
-0.3% |
7,429.0 |
High |
7,555.0 |
7,541.5 |
-13.5 |
-0.2% |
7,558.0 |
Low |
7,487.5 |
7,457.5 |
-30.0 |
-0.4% |
7,413.5 |
Close |
7,509.0 |
7,531.5 |
22.5 |
0.3% |
7,509.0 |
Range |
67.5 |
84.0 |
16.5 |
24.4% |
144.5 |
ATR |
92.6 |
92.0 |
-0.6 |
-0.7% |
0.0 |
Volume |
107,144 |
108,747 |
1,603 |
1.5% |
615,570 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,762.2 |
7,730.8 |
7,577.7 |
|
R3 |
7,678.2 |
7,646.8 |
7,554.6 |
|
R2 |
7,594.2 |
7,594.2 |
7,546.9 |
|
R1 |
7,562.8 |
7,562.8 |
7,539.2 |
7,578.5 |
PP |
7,510.2 |
7,510.2 |
7,510.2 |
7,518.0 |
S1 |
7,478.8 |
7,478.8 |
7,523.8 |
7,494.5 |
S2 |
7,426.2 |
7,426.2 |
7,516.1 |
|
S3 |
7,342.2 |
7,394.8 |
7,508.4 |
|
S4 |
7,258.2 |
7,310.8 |
7,485.3 |
|
|
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% |
76.3 |
1.0% |
82% |
False |
False |
122,463 |
10 |
7,558.0 |
7,265.0 |
293.0 |
3.9% |
73.6 |
1.0% |
91% |
False |
False |
120,784 |
20 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
84.2 |
1.1% |
96% |
False |
False |
118,113 |
40 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
92.9 |
1.2% |
96% |
False |
False |
115,977 |
60 |
7,558.0 |
6,948.0 |
610.0 |
8.1% |
91.9 |
1.2% |
96% |
False |
False |
114,531 |
80 |
7,558.0 |
6,875.0 |
683.0 |
9.1% |
92.5 |
1.2% |
96% |
False |
False |
87,529 |
100 |
7,558.0 |
6,320.0 |
1,238.0 |
16.4% |
100.7 |
1.3% |
98% |
False |
False |
70,123 |
120 |
7,558.0 |
6,112.5 |
1,445.5 |
19.2% |
100.6 |
1.3% |
98% |
False |
False |
58,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,898.5 |
2.618 |
7,761.4 |
1.618 |
7,677.4 |
1.000 |
7,625.5 |
0.618 |
7,593.4 |
HIGH |
7,541.5 |
0.618 |
7,509.4 |
0.500 |
7,499.5 |
0.382 |
7,489.6 |
LOW |
7,457.5 |
0.618 |
7,405.6 |
1.000 |
7,373.5 |
1.618 |
7,321.6 |
2.618 |
7,237.6 |
4.250 |
7,100.5 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,520.8 |
7,523.6 |
PP |
7,510.2 |
7,515.7 |
S1 |
7,499.5 |
7,507.8 |
|