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 |
5,895.5 |
5,919.0 |
23.5 |
0.4% |
5,880.0 |
High |
5,926.5 |
5,926.0 |
-0.5 |
0.0% |
5,926.5 |
Low |
5,885.0 |
5,890.5 |
5.5 |
0.1% |
5,853.5 |
Close |
5,905.0 |
5,913.0 |
8.0 |
0.1% |
5,913.0 |
Range |
41.5 |
35.5 |
-6.0 |
-14.5% |
73.0 |
ATR |
62.4 |
60.5 |
-1.9 |
-3.1% |
0.0 |
Volume |
76,492 |
67,305 |
-9,187 |
-12.0% |
423,995 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,016.5 |
6,000.0 |
5,932.5 |
|
R3 |
5,981.0 |
5,964.5 |
5,923.0 |
|
R2 |
5,945.5 |
5,945.5 |
5,919.5 |
|
R1 |
5,929.0 |
5,929.0 |
5,916.5 |
5,919.5 |
PP |
5,910.0 |
5,910.0 |
5,910.0 |
5,905.0 |
S1 |
5,893.5 |
5,893.5 |
5,909.5 |
5,884.0 |
S2 |
5,874.5 |
5,874.5 |
5,906.5 |
|
S3 |
5,839.0 |
5,858.0 |
5,903.0 |
|
S4 |
5,803.5 |
5,822.5 |
5,893.5 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,116.5 |
6,088.0 |
5,953.0 |
|
R3 |
6,043.5 |
6,015.0 |
5,933.0 |
|
R2 |
5,970.5 |
5,970.5 |
5,926.5 |
|
R1 |
5,942.0 |
5,942.0 |
5,919.5 |
5,956.0 |
PP |
5,897.5 |
5,897.5 |
5,897.5 |
5,905.0 |
S1 |
5,869.0 |
5,869.0 |
5,906.5 |
5,883.0 |
S2 |
5,824.5 |
5,824.5 |
5,899.5 |
|
S3 |
5,751.5 |
5,796.0 |
5,893.0 |
|
S4 |
5,678.5 |
5,723.0 |
5,873.0 |
|
|
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% |
44.5 |
0.8% |
82% |
False |
False |
84,799 |
10 |
5,926.5 |
5,755.5 |
171.0 |
2.9% |
49.0 |
0.8% |
92% |
False |
False |
84,762 |
20 |
5,926.5 |
5,591.5 |
335.0 |
5.7% |
57.5 |
1.0% |
96% |
False |
False |
84,303 |
40 |
5,926.5 |
5,591.5 |
335.0 |
5.7% |
63.5 |
1.1% |
96% |
False |
False |
84,731 |
60 |
5,926.5 |
5,591.5 |
335.0 |
5.7% |
62.0 |
1.1% |
96% |
False |
False |
88,041 |
80 |
5,926.5 |
5,591.5 |
335.0 |
5.7% |
59.5 |
1.0% |
96% |
False |
False |
69,873 |
100 |
5,926.5 |
5,420.5 |
506.0 |
8.6% |
58.0 |
1.0% |
97% |
False |
False |
55,906 |
120 |
5,926.5 |
5,381.0 |
545.5 |
9.2% |
53.5 |
0.9% |
98% |
False |
False |
46,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,077.0 |
2.618 |
6,019.0 |
1.618 |
5,983.5 |
1.000 |
5,961.5 |
0.618 |
5,948.0 |
HIGH |
5,926.0 |
0.618 |
5,912.5 |
0.500 |
5,908.0 |
0.382 |
5,904.0 |
LOW |
5,890.5 |
0.618 |
5,868.5 |
1.000 |
5,855.0 |
1.618 |
5,833.0 |
2.618 |
5,797.5 |
4.250 |
5,739.5 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,911.5 |
5,907.5 |
PP |
5,910.0 |
5,902.0 |
S1 |
5,908.0 |
5,896.0 |
|