Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
12,987 |
13,003 |
16 |
0.1% |
12,949 |
High |
13,056 |
13,080 |
24 |
0.2% |
13,056 |
Low |
12,973 |
12,930 |
-43 |
-0.3% |
12,740 |
Close |
13,008 |
12,950 |
-58 |
-0.4% |
13,008 |
Range |
83 |
150 |
67 |
80.7% |
316 |
ATR |
152 |
152 |
0 |
-0.1% |
0 |
Volume |
112,994 |
121,995 |
9,001 |
8.0% |
637,007 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,437 |
13,343 |
13,033 |
|
R3 |
13,287 |
13,193 |
12,991 |
|
R2 |
13,137 |
13,137 |
12,978 |
|
R1 |
13,043 |
13,043 |
12,964 |
13,015 |
PP |
12,987 |
12,987 |
12,987 |
12,973 |
S1 |
12,893 |
12,893 |
12,936 |
12,865 |
S2 |
12,837 |
12,837 |
12,923 |
|
S3 |
12,687 |
12,743 |
12,909 |
|
S4 |
12,537 |
12,593 |
12,868 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,883 |
13,761 |
13,182 |
|
R3 |
13,567 |
13,445 |
13,095 |
|
R2 |
13,251 |
13,251 |
13,066 |
|
R1 |
13,129 |
13,129 |
13,037 |
13,190 |
PP |
12,935 |
12,935 |
12,935 |
12,965 |
S1 |
12,813 |
12,813 |
12,979 |
12,874 |
S2 |
12,619 |
12,619 |
12,950 |
|
S3 |
12,303 |
12,497 |
12,921 |
|
S4 |
11,987 |
12,181 |
12,834 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,080 |
12,740 |
340 |
2.6% |
139 |
1.1% |
62% |
True |
False |
133,769 |
10 |
13,080 |
12,573 |
507 |
3.9% |
138 |
1.1% |
74% |
True |
False |
115,247 |
20 |
13,251 |
12,435 |
816 |
6.3% |
163 |
1.3% |
63% |
False |
False |
131,203 |
40 |
13,550 |
12,435 |
1,115 |
8.6% |
156 |
1.2% |
46% |
False |
False |
121,573 |
60 |
13,599 |
12,435 |
1,164 |
9.0% |
144 |
1.1% |
44% |
False |
False |
113,388 |
80 |
13,599 |
12,435 |
1,164 |
9.0% |
135 |
1.0% |
44% |
False |
False |
85,120 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
133 |
1.0% |
48% |
False |
False |
68,100 |
120 |
13,599 |
12,323 |
1,276 |
9.9% |
126 |
1.0% |
49% |
False |
False |
56,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,718 |
2.618 |
13,473 |
1.618 |
13,323 |
1.000 |
13,230 |
0.618 |
13,173 |
HIGH |
13,080 |
0.618 |
13,023 |
0.500 |
13,005 |
0.382 |
12,987 |
LOW |
12,930 |
0.618 |
12,837 |
1.000 |
12,780 |
1.618 |
12,687 |
2.618 |
12,537 |
4.250 |
12,293 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,005 |
13,005 |
PP |
12,987 |
12,987 |
S1 |
12,968 |
12,968 |
|