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 |
5,872.5 |
5,895.5 |
23.0 |
0.4% |
5,817.5 |
High |
5,918.0 |
5,926.5 |
8.5 |
0.1% |
5,906.0 |
Low |
5,866.0 |
5,885.0 |
19.0 |
0.3% |
5,755.5 |
Close |
5,881.5 |
5,905.0 |
23.5 |
0.4% |
5,873.5 |
Range |
52.0 |
41.5 |
-10.5 |
-20.2% |
150.5 |
ATR |
63.7 |
62.4 |
-1.3 |
-2.1% |
0.0 |
Volume |
80,126 |
76,492 |
-3,634 |
-4.5% |
423,632 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,030.0 |
6,009.0 |
5,928.0 |
|
R3 |
5,988.5 |
5,967.5 |
5,916.5 |
|
R2 |
5,947.0 |
5,947.0 |
5,912.5 |
|
R1 |
5,926.0 |
5,926.0 |
5,909.0 |
5,936.5 |
PP |
5,905.5 |
5,905.5 |
5,905.5 |
5,911.0 |
S1 |
5,884.5 |
5,884.5 |
5,901.0 |
5,895.0 |
S2 |
5,864.0 |
5,864.0 |
5,897.5 |
|
S3 |
5,822.5 |
5,843.0 |
5,893.5 |
|
S4 |
5,781.0 |
5,801.5 |
5,882.0 |
|
|
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 |
5,926.5 |
5,853.5 |
73.0 |
1.2% |
46.5 |
0.8% |
71% |
True |
False |
88,079 |
10 |
5,926.5 |
5,755.5 |
171.0 |
2.9% |
51.5 |
0.9% |
87% |
True |
False |
84,603 |
20 |
5,926.5 |
5,591.5 |
335.0 |
5.7% |
59.5 |
1.0% |
94% |
True |
False |
83,755 |
40 |
5,926.5 |
5,591.5 |
335.0 |
5.7% |
64.0 |
1.1% |
94% |
True |
False |
84,928 |
60 |
5,926.5 |
5,591.5 |
335.0 |
5.7% |
62.5 |
1.1% |
94% |
True |
False |
89,217 |
80 |
5,926.5 |
5,591.5 |
335.0 |
5.7% |
59.5 |
1.0% |
94% |
True |
False |
69,032 |
100 |
5,926.5 |
5,420.5 |
506.0 |
8.6% |
58.0 |
1.0% |
96% |
True |
False |
55,233 |
120 |
5,926.5 |
5,381.0 |
545.5 |
9.2% |
53.5 |
0.9% |
96% |
True |
False |
46,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,103.0 |
2.618 |
6,035.0 |
1.618 |
5,993.5 |
1.000 |
5,968.0 |
0.618 |
5,952.0 |
HIGH |
5,926.5 |
0.618 |
5,910.5 |
0.500 |
5,906.0 |
0.382 |
5,901.0 |
LOW |
5,885.0 |
0.618 |
5,859.5 |
1.000 |
5,843.5 |
1.618 |
5,818.0 |
2.618 |
5,776.5 |
4.250 |
5,708.5 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,906.0 |
5,900.0 |
PP |
5,905.5 |
5,895.0 |
S1 |
5,905.0 |
5,890.0 |
|