Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
12,919 |
13,015 |
96 |
0.7% |
12,949 |
High |
13,076 |
13,073 |
-3 |
0.0% |
13,056 |
Low |
12,905 |
12,997 |
92 |
0.7% |
12,740 |
Close |
13,024 |
13,063 |
39 |
0.3% |
13,008 |
Range |
171 |
76 |
-95 |
-55.6% |
316 |
ATR |
149 |
144 |
-5 |
-3.5% |
0 |
Volume |
173,092 |
106,044 |
-67,048 |
-38.7% |
637,007 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,272 |
13,244 |
13,105 |
|
R3 |
13,196 |
13,168 |
13,084 |
|
R2 |
13,120 |
13,120 |
13,077 |
|
R1 |
13,092 |
13,092 |
13,070 |
13,106 |
PP |
13,044 |
13,044 |
13,044 |
13,052 |
S1 |
13,016 |
13,016 |
13,056 |
13,030 |
S2 |
12,968 |
12,968 |
13,049 |
|
S3 |
12,892 |
12,940 |
13,042 |
|
S4 |
12,816 |
12,864 |
13,021 |
|
|
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% |
115 |
0.9% |
90% |
False |
False |
126,063 |
10 |
13,080 |
12,740 |
340 |
2.6% |
130 |
1.0% |
95% |
False |
False |
121,624 |
20 |
13,080 |
12,435 |
645 |
4.9% |
143 |
1.1% |
97% |
False |
False |
129,297 |
40 |
13,530 |
12,435 |
1,095 |
8.4% |
155 |
1.2% |
57% |
False |
False |
122,989 |
60 |
13,599 |
12,435 |
1,164 |
8.9% |
145 |
1.1% |
54% |
False |
False |
119,632 |
80 |
13,599 |
12,435 |
1,164 |
8.9% |
136 |
1.0% |
54% |
False |
False |
90,059 |
100 |
13,599 |
12,351 |
1,248 |
9.6% |
133 |
1.0% |
57% |
False |
False |
72,053 |
120 |
13,599 |
12,323 |
1,276 |
9.8% |
127 |
1.0% |
58% |
False |
False |
60,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,396 |
2.618 |
13,272 |
1.618 |
13,196 |
1.000 |
13,149 |
0.618 |
13,120 |
HIGH |
13,073 |
0.618 |
13,044 |
0.500 |
13,035 |
0.382 |
13,026 |
LOW |
12,997 |
0.618 |
12,950 |
1.000 |
12,921 |
1.618 |
12,874 |
2.618 |
12,798 |
4.250 |
12,674 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,054 |
13,039 |
PP |
13,044 |
13,015 |
S1 |
13,035 |
12,991 |
|