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 |
9,515 |
9,560 |
45 |
0.5% |
9,505 |
High |
9,570 |
9,575 |
5 |
0.1% |
9,575 |
Low |
9,510 |
9,470 |
-40 |
-0.4% |
9,390 |
Close |
9,545 |
9,550 |
5 |
0.1% |
9,550 |
Range |
60 |
105 |
45 |
75.0% |
185 |
ATR |
134 |
132 |
-2 |
-1.6% |
0 |
Volume |
7,709 |
7,619 |
-90 |
-1.2% |
35,722 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,847 |
9,803 |
9,608 |
|
R3 |
9,742 |
9,698 |
9,579 |
|
R2 |
9,637 |
9,637 |
9,569 |
|
R1 |
9,593 |
9,593 |
9,560 |
9,563 |
PP |
9,532 |
9,532 |
9,532 |
9,516 |
S1 |
9,488 |
9,488 |
9,541 |
9,458 |
S2 |
9,427 |
9,427 |
9,531 |
|
S3 |
9,322 |
9,383 |
9,521 |
|
S4 |
9,217 |
9,278 |
9,492 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,060 |
9,990 |
9,652 |
|
R3 |
9,875 |
9,805 |
9,601 |
|
R2 |
9,690 |
9,690 |
9,584 |
|
R1 |
9,620 |
9,620 |
9,567 |
9,655 |
PP |
9,505 |
9,505 |
9,505 |
9,523 |
S1 |
9,435 |
9,435 |
9,533 |
9,470 |
S2 |
9,320 |
9,320 |
9,516 |
|
S3 |
9,135 |
9,250 |
9,499 |
|
S4 |
8,950 |
9,065 |
9,448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,575 |
9,390 |
185 |
1.9% |
98 |
1.0% |
86% |
True |
False |
7,144 |
10 |
9,575 |
9,225 |
350 |
3.7% |
121 |
1.3% |
93% |
True |
False |
6,787 |
20 |
9,575 |
8,625 |
950 |
9.9% |
134 |
1.4% |
97% |
True |
False |
7,054 |
40 |
9,575 |
8,505 |
1,070 |
11.2% |
145 |
1.5% |
98% |
True |
False |
6,136 |
60 |
9,575 |
8,505 |
1,070 |
11.2% |
140 |
1.5% |
98% |
True |
False |
5,519 |
80 |
9,575 |
8,505 |
1,070 |
11.2% |
127 |
1.3% |
98% |
True |
False |
4,652 |
100 |
9,575 |
8,365 |
1,210 |
12.7% |
104 |
1.1% |
98% |
True |
False |
3,723 |
120 |
9,575 |
8,365 |
1,210 |
12.7% |
87 |
0.9% |
98% |
True |
False |
3,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,021 |
2.618 |
9,850 |
1.618 |
9,745 |
1.000 |
9,680 |
0.618 |
9,640 |
HIGH |
9,575 |
0.618 |
9,535 |
0.500 |
9,523 |
0.382 |
9,510 |
LOW |
9,470 |
0.618 |
9,405 |
1.000 |
9,365 |
1.618 |
9,300 |
2.618 |
9,195 |
4.250 |
9,024 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
9,541 |
9,528 |
PP |
9,532 |
9,505 |
S1 |
9,523 |
9,483 |
|