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 |
1,411.50 |
1,413.25 |
1.75 |
0.1% |
1,403.25 |
High |
1,419.50 |
1,424.00 |
4.50 |
0.3% |
1,419.50 |
Low |
1,409.75 |
1,404.50 |
-5.25 |
-0.4% |
1,383.00 |
Close |
1,414.50 |
1,407.00 |
-7.50 |
-0.5% |
1,414.50 |
Range |
9.75 |
19.50 |
9.75 |
100.0% |
36.50 |
ATR |
18.00 |
18.11 |
0.11 |
0.6% |
0.00 |
Volume |
1,686,640 |
1,652,126 |
-34,514 |
-2.0% |
8,552,848 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.25 |
1,458.25 |
1,417.75 |
|
R3 |
1,450.75 |
1,438.75 |
1,412.25 |
|
R2 |
1,431.25 |
1,431.25 |
1,410.50 |
|
R1 |
1,419.25 |
1,419.25 |
1,408.75 |
1,415.50 |
PP |
1,411.75 |
1,411.75 |
1,411.75 |
1,410.00 |
S1 |
1,399.75 |
1,399.75 |
1,405.25 |
1,396.00 |
S2 |
1,392.25 |
1,392.25 |
1,403.50 |
|
S3 |
1,372.75 |
1,380.25 |
1,401.75 |
|
S4 |
1,353.25 |
1,360.75 |
1,396.25 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.25 |
1,501.25 |
1,434.50 |
|
R3 |
1,478.75 |
1,464.75 |
1,424.50 |
|
R2 |
1,442.25 |
1,442.25 |
1,421.25 |
|
R1 |
1,428.25 |
1,428.25 |
1,417.75 |
1,435.25 |
PP |
1,405.75 |
1,405.75 |
1,405.75 |
1,409.00 |
S1 |
1,391.75 |
1,391.75 |
1,411.25 |
1,398.75 |
S2 |
1,369.25 |
1,369.25 |
1,407.75 |
|
S3 |
1,332.75 |
1,355.25 |
1,404.50 |
|
S4 |
1,296.25 |
1,318.75 |
1,394.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.00 |
1,383.00 |
41.00 |
2.9% |
16.25 |
1.2% |
59% |
True |
False |
1,796,851 |
10 |
1,424.00 |
1,360.25 |
63.75 |
4.5% |
16.25 |
1.2% |
73% |
True |
False |
1,547,709 |
20 |
1,431.75 |
1,340.25 |
91.50 |
6.5% |
19.50 |
1.4% |
73% |
False |
False |
1,863,586 |
40 |
1,459.75 |
1,340.25 |
119.50 |
8.5% |
18.75 |
1.3% |
56% |
False |
False |
1,740,737 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
17.25 |
1.2% |
52% |
False |
False |
1,657,565 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
16.00 |
1.1% |
52% |
False |
False |
1,245,344 |
100 |
1,468.00 |
1,314.25 |
153.75 |
10.9% |
16.25 |
1.2% |
60% |
False |
False |
996,687 |
120 |
1,468.00 |
1,296.00 |
172.00 |
12.2% |
16.75 |
1.2% |
65% |
False |
False |
830,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.00 |
2.618 |
1,475.00 |
1.618 |
1,455.50 |
1.000 |
1,443.50 |
0.618 |
1,436.00 |
HIGH |
1,424.00 |
0.618 |
1,416.50 |
0.500 |
1,414.25 |
0.382 |
1,412.00 |
LOW |
1,404.50 |
0.618 |
1,392.50 |
1.000 |
1,385.00 |
1.618 |
1,373.00 |
2.618 |
1,353.50 |
4.250 |
1,321.50 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,414.25 |
1,414.25 |
PP |
1,411.75 |
1,411.75 |
S1 |
1,409.50 |
1,409.50 |
|