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 |
13,003 |
12,940 |
-63 |
-0.5% |
12,949 |
High |
13,080 |
13,008 |
-72 |
-0.6% |
13,056 |
Low |
12,930 |
12,914 |
-16 |
-0.1% |
12,740 |
Close |
12,950 |
12,933 |
-17 |
-0.1% |
13,008 |
Range |
150 |
94 |
-56 |
-37.3% |
316 |
ATR |
152 |
148 |
-4 |
-2.7% |
0 |
Volume |
121,995 |
116,192 |
-5,803 |
-4.8% |
637,007 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,234 |
13,177 |
12,985 |
|
R3 |
13,140 |
13,083 |
12,959 |
|
R2 |
13,046 |
13,046 |
12,950 |
|
R1 |
12,989 |
12,989 |
12,942 |
12,971 |
PP |
12,952 |
12,952 |
12,952 |
12,942 |
S1 |
12,895 |
12,895 |
12,925 |
12,877 |
S2 |
12,858 |
12,858 |
12,916 |
|
S3 |
12,764 |
12,801 |
12,907 |
|
S4 |
12,670 |
12,707 |
12,881 |
|
|
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% |
133 |
1.0% |
57% |
False |
False |
131,878 |
10 |
13,080 |
12,666 |
414 |
3.2% |
128 |
1.0% |
64% |
False |
False |
114,256 |
20 |
13,251 |
12,435 |
816 |
6.3% |
162 |
1.3% |
61% |
False |
False |
132,825 |
40 |
13,545 |
12,435 |
1,110 |
8.6% |
157 |
1.2% |
45% |
False |
False |
122,767 |
60 |
13,599 |
12,435 |
1,164 |
9.0% |
145 |
1.1% |
43% |
False |
False |
115,279 |
80 |
13,599 |
12,435 |
1,164 |
9.0% |
135 |
1.0% |
43% |
False |
False |
86,571 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
133 |
1.0% |
47% |
False |
False |
69,262 |
120 |
13,599 |
12,323 |
1,276 |
9.9% |
126 |
1.0% |
48% |
False |
False |
57,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,408 |
2.618 |
13,254 |
1.618 |
13,160 |
1.000 |
13,102 |
0.618 |
13,066 |
HIGH |
13,008 |
0.618 |
12,972 |
0.500 |
12,961 |
0.382 |
12,950 |
LOW |
12,914 |
0.618 |
12,856 |
1.000 |
12,820 |
1.618 |
12,762 |
2.618 |
12,668 |
4.250 |
12,515 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
12,961 |
12,997 |
PP |
12,952 |
12,976 |
S1 |
12,942 |
12,954 |
|