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 |
5,919.0 |
5,923.0 |
4.0 |
0.1% |
5,880.0 |
High |
5,926.0 |
5,928.5 |
2.5 |
0.0% |
5,926.5 |
Low |
5,890.5 |
5,893.0 |
2.5 |
0.0% |
5,853.5 |
Close |
5,913.0 |
5,921.5 |
8.5 |
0.1% |
5,913.0 |
Range |
35.5 |
35.5 |
0.0 |
0.0% |
73.0 |
ATR |
60.5 |
58.7 |
-1.8 |
-3.0% |
0.0 |
Volume |
67,305 |
93,573 |
26,268 |
39.0% |
423,995 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,021.0 |
6,006.5 |
5,941.0 |
|
R3 |
5,985.5 |
5,971.0 |
5,931.5 |
|
R2 |
5,950.0 |
5,950.0 |
5,928.0 |
|
R1 |
5,935.5 |
5,935.5 |
5,925.0 |
5,925.0 |
PP |
5,914.5 |
5,914.5 |
5,914.5 |
5,909.0 |
S1 |
5,900.0 |
5,900.0 |
5,918.0 |
5,889.5 |
S2 |
5,879.0 |
5,879.0 |
5,915.0 |
|
S3 |
5,843.5 |
5,864.5 |
5,911.5 |
|
S4 |
5,808.0 |
5,829.0 |
5,902.0 |
|
|
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 |
5,928.5 |
5,853.5 |
75.0 |
1.3% |
42.0 |
0.7% |
91% |
True |
False |
81,578 |
10 |
5,928.5 |
5,755.5 |
173.0 |
2.9% |
48.0 |
0.8% |
96% |
True |
False |
86,818 |
20 |
5,928.5 |
5,591.5 |
337.0 |
5.7% |
57.0 |
1.0% |
98% |
True |
False |
83,617 |
40 |
5,928.5 |
5,591.5 |
337.0 |
5.7% |
63.0 |
1.1% |
98% |
True |
False |
84,474 |
60 |
5,928.5 |
5,591.5 |
337.0 |
5.7% |
62.0 |
1.0% |
98% |
True |
False |
86,455 |
80 |
5,928.5 |
5,591.5 |
337.0 |
5.7% |
59.5 |
1.0% |
98% |
True |
False |
71,042 |
100 |
5,928.5 |
5,420.5 |
508.0 |
8.6% |
58.0 |
1.0% |
99% |
True |
False |
56,841 |
120 |
5,928.5 |
5,381.0 |
547.5 |
9.2% |
53.5 |
0.9% |
99% |
True |
False |
47,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,079.5 |
2.618 |
6,021.5 |
1.618 |
5,986.0 |
1.000 |
5,964.0 |
0.618 |
5,950.5 |
HIGH |
5,928.5 |
0.618 |
5,915.0 |
0.500 |
5,911.0 |
0.382 |
5,906.5 |
LOW |
5,893.0 |
0.618 |
5,871.0 |
1.000 |
5,857.5 |
1.618 |
5,835.5 |
2.618 |
5,800.0 |
4.250 |
5,742.0 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,918.0 |
5,916.5 |
PP |
5,914.5 |
5,911.5 |
S1 |
5,911.0 |
5,907.0 |
|