Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,015 |
13,070 |
55 |
0.4% |
13,003 |
High |
13,073 |
13,154 |
81 |
0.6% |
13,154 |
Low |
12,997 |
13,037 |
40 |
0.3% |
12,905 |
Close |
13,063 |
13,143 |
80 |
0.6% |
13,143 |
Range |
76 |
117 |
41 |
53.9% |
249 |
ATR |
144 |
142 |
-2 |
-1.3% |
0 |
Volume |
106,044 |
141,385 |
35,341 |
33.3% |
658,708 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,462 |
13,420 |
13,207 |
|
R3 |
13,345 |
13,303 |
13,175 |
|
R2 |
13,228 |
13,228 |
13,165 |
|
R1 |
13,186 |
13,186 |
13,154 |
13,207 |
PP |
13,111 |
13,111 |
13,111 |
13,122 |
S1 |
13,069 |
13,069 |
13,132 |
13,090 |
S2 |
12,994 |
12,994 |
13,122 |
|
S3 |
12,877 |
12,952 |
13,111 |
|
S4 |
12,760 |
12,835 |
13,079 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,814 |
13,728 |
13,280 |
|
R3 |
13,565 |
13,479 |
13,212 |
|
R2 |
13,316 |
13,316 |
13,189 |
|
R1 |
13,230 |
13,230 |
13,166 |
13,273 |
PP |
13,067 |
13,067 |
13,067 |
13,089 |
S1 |
12,981 |
12,981 |
13,120 |
13,024 |
S2 |
12,818 |
12,818 |
13,097 |
|
S3 |
12,569 |
12,732 |
13,075 |
|
S4 |
12,320 |
12,483 |
13,006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,154 |
12,905 |
249 |
1.9% |
122 |
0.9% |
96% |
True |
False |
131,741 |
10 |
13,154 |
12,740 |
414 |
3.1% |
124 |
0.9% |
97% |
True |
False |
129,571 |
20 |
13,154 |
12,435 |
719 |
5.5% |
141 |
1.1% |
98% |
True |
False |
127,964 |
40 |
13,530 |
12,435 |
1,095 |
8.3% |
155 |
1.2% |
65% |
False |
False |
123,699 |
60 |
13,599 |
12,435 |
1,164 |
8.9% |
143 |
1.1% |
61% |
False |
False |
121,415 |
80 |
13,599 |
12,435 |
1,164 |
8.9% |
137 |
1.0% |
61% |
False |
False |
91,826 |
100 |
13,599 |
12,351 |
1,248 |
9.5% |
133 |
1.0% |
63% |
False |
False |
73,467 |
120 |
13,599 |
12,323 |
1,276 |
9.7% |
127 |
1.0% |
64% |
False |
False |
61,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,651 |
2.618 |
13,460 |
1.618 |
13,343 |
1.000 |
13,271 |
0.618 |
13,226 |
HIGH |
13,154 |
0.618 |
13,109 |
0.500 |
13,096 |
0.382 |
13,082 |
LOW |
13,037 |
0.618 |
12,965 |
1.000 |
12,920 |
1.618 |
12,848 |
2.618 |
12,731 |
4.250 |
12,540 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,127 |
13,105 |
PP |
13,111 |
13,067 |
S1 |
13,096 |
13,030 |
|