Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
12,940 |
12,919 |
-21 |
-0.2% |
12,949 |
High |
13,008 |
13,076 |
68 |
0.5% |
13,056 |
Low |
12,914 |
12,905 |
-9 |
-0.1% |
12,740 |
Close |
12,933 |
13,024 |
91 |
0.7% |
13,008 |
Range |
94 |
171 |
77 |
81.9% |
316 |
ATR |
148 |
149 |
2 |
1.1% |
0 |
Volume |
116,192 |
173,092 |
56,900 |
49.0% |
637,007 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,515 |
13,440 |
13,118 |
|
R3 |
13,344 |
13,269 |
13,071 |
|
R2 |
13,173 |
13,173 |
13,055 |
|
R1 |
13,098 |
13,098 |
13,040 |
13,136 |
PP |
13,002 |
13,002 |
13,002 |
13,020 |
S1 |
12,927 |
12,927 |
13,008 |
12,965 |
S2 |
12,831 |
12,831 |
12,993 |
|
S3 |
12,660 |
12,756 |
12,977 |
|
S4 |
12,489 |
12,585 |
12,930 |
|
|
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 |
12,905 |
175 |
1.3% |
122 |
0.9% |
68% |
False |
True |
132,205 |
10 |
13,080 |
12,696 |
384 |
2.9% |
134 |
1.0% |
85% |
False |
False |
119,276 |
20 |
13,251 |
12,435 |
816 |
6.3% |
161 |
1.2% |
72% |
False |
False |
136,136 |
40 |
13,530 |
12,435 |
1,095 |
8.4% |
158 |
1.2% |
54% |
False |
False |
123,656 |
60 |
13,599 |
12,435 |
1,164 |
8.9% |
145 |
1.1% |
51% |
False |
False |
118,099 |
80 |
13,599 |
12,435 |
1,164 |
8.9% |
136 |
1.0% |
51% |
False |
False |
88,735 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
134 |
1.0% |
54% |
False |
False |
70,992 |
120 |
13,599 |
12,323 |
1,276 |
9.8% |
127 |
1.0% |
55% |
False |
False |
59,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,803 |
2.618 |
13,524 |
1.618 |
13,353 |
1.000 |
13,247 |
0.618 |
13,182 |
HIGH |
13,076 |
0.618 |
13,011 |
0.500 |
12,991 |
0.382 |
12,970 |
LOW |
12,905 |
0.618 |
12,799 |
1.000 |
12,734 |
1.618 |
12,628 |
2.618 |
12,457 |
4.250 |
12,178 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,013 |
13,014 |
PP |
13,002 |
13,003 |
S1 |
12,991 |
12,993 |
|