Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,880.0 |
5,855.5 |
-24.5 |
-0.4% |
5,817.5 |
High |
5,904.5 |
5,900.0 |
-4.5 |
-0.1% |
5,906.0 |
Low |
5,857.5 |
5,853.5 |
-4.0 |
-0.1% |
5,755.5 |
Close |
5,875.5 |
5,866.0 |
-9.5 |
-0.2% |
5,873.5 |
Range |
47.0 |
46.5 |
-0.5 |
-1.1% |
150.5 |
ATR |
66.0 |
64.6 |
-1.4 |
-2.1% |
0.0 |
Volume |
109,674 |
90,398 |
-19,276 |
-17.6% |
423,632 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,012.5 |
5,986.0 |
5,891.5 |
|
R3 |
5,966.0 |
5,939.5 |
5,879.0 |
|
R2 |
5,919.5 |
5,919.5 |
5,874.5 |
|
R1 |
5,893.0 |
5,893.0 |
5,870.5 |
5,906.0 |
PP |
5,873.0 |
5,873.0 |
5,873.0 |
5,880.0 |
S1 |
5,846.5 |
5,846.5 |
5,861.5 |
5,860.0 |
S2 |
5,826.5 |
5,826.5 |
5,857.5 |
|
S3 |
5,780.0 |
5,800.0 |
5,853.0 |
|
S4 |
5,733.5 |
5,753.5 |
5,840.5 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,296.5 |
6,235.5 |
5,956.5 |
|
R3 |
6,146.0 |
6,085.0 |
5,915.0 |
|
R2 |
5,995.5 |
5,995.5 |
5,901.0 |
|
R1 |
5,934.5 |
5,934.5 |
5,887.5 |
5,965.0 |
PP |
5,845.0 |
5,845.0 |
5,845.0 |
5,860.0 |
S1 |
5,784.0 |
5,784.0 |
5,859.5 |
5,814.5 |
S2 |
5,694.5 |
5,694.5 |
5,846.0 |
|
S3 |
5,544.0 |
5,633.5 |
5,832.0 |
|
S4 |
5,393.5 |
5,483.0 |
5,790.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,906.0 |
5,755.5 |
150.5 |
2.6% |
55.5 |
0.9% |
73% |
False |
False |
93,285 |
10 |
5,906.0 |
5,722.0 |
184.0 |
3.1% |
51.0 |
0.9% |
78% |
False |
False |
79,279 |
20 |
5,907.0 |
5,591.5 |
315.5 |
5.4% |
65.0 |
1.1% |
87% |
False |
False |
85,664 |
40 |
5,907.0 |
5,591.5 |
315.5 |
5.4% |
65.0 |
1.1% |
87% |
False |
False |
85,132 |
60 |
5,907.0 |
5,591.5 |
315.5 |
5.4% |
64.0 |
1.1% |
87% |
False |
False |
88,209 |
80 |
5,907.0 |
5,591.5 |
315.5 |
5.4% |
58.5 |
1.0% |
87% |
False |
False |
67,076 |
100 |
5,907.0 |
5,420.5 |
486.5 |
8.3% |
58.0 |
1.0% |
92% |
False |
False |
53,667 |
120 |
5,907.0 |
5,381.0 |
526.0 |
9.0% |
53.0 |
0.9% |
92% |
False |
False |
44,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,097.5 |
2.618 |
6,021.5 |
1.618 |
5,975.0 |
1.000 |
5,946.5 |
0.618 |
5,928.5 |
HIGH |
5,900.0 |
0.618 |
5,882.0 |
0.500 |
5,877.0 |
0.382 |
5,871.5 |
LOW |
5,853.5 |
0.618 |
5,825.0 |
1.000 |
5,807.0 |
1.618 |
5,778.5 |
2.618 |
5,732.0 |
4.250 |
5,656.0 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,877.0 |
5,880.0 |
PP |
5,873.0 |
5,875.0 |
S1 |
5,869.5 |
5,870.5 |
|