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 |
1,406.00 |
1,402.75 |
-3.25 |
-0.2% |
1,403.25 |
High |
1,411.75 |
1,414.75 |
3.00 |
0.2% |
1,419.50 |
Low |
1,401.50 |
1,396.75 |
-4.75 |
-0.3% |
1,383.00 |
Close |
1,405.50 |
1,408.25 |
2.75 |
0.2% |
1,414.50 |
Range |
10.25 |
18.00 |
7.75 |
75.6% |
36.50 |
ATR |
17.54 |
17.58 |
0.03 |
0.2% |
0.00 |
Volume |
1,619,569 |
2,045,099 |
425,530 |
26.3% |
8,552,848 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.50 |
1,452.50 |
1,418.25 |
|
R3 |
1,442.50 |
1,434.50 |
1,413.25 |
|
R2 |
1,424.50 |
1,424.50 |
1,411.50 |
|
R1 |
1,416.50 |
1,416.50 |
1,410.00 |
1,420.50 |
PP |
1,406.50 |
1,406.50 |
1,406.50 |
1,408.50 |
S1 |
1,398.50 |
1,398.50 |
1,406.50 |
1,402.50 |
S2 |
1,388.50 |
1,388.50 |
1,405.00 |
|
S3 |
1,370.50 |
1,380.50 |
1,403.25 |
|
S4 |
1,352.50 |
1,362.50 |
1,398.25 |
|
|
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 |
1,396.75 |
27.25 |
1.9% |
14.25 |
1.0% |
42% |
False |
True |
1,776,252 |
10 |
1,424.00 |
1,377.00 |
47.00 |
3.3% |
15.25 |
1.1% |
66% |
False |
False |
1,585,158 |
20 |
1,431.75 |
1,340.25 |
91.50 |
6.5% |
19.25 |
1.4% |
74% |
False |
False |
1,903,310 |
40 |
1,459.75 |
1,340.25 |
119.50 |
8.5% |
18.75 |
1.3% |
57% |
False |
False |
1,759,410 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
17.25 |
1.2% |
53% |
False |
False |
1,714,097 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.1% |
16.00 |
1.1% |
53% |
False |
False |
1,291,077 |
100 |
1,468.00 |
1,314.25 |
153.75 |
10.9% |
16.25 |
1.2% |
61% |
False |
False |
1,033,295 |
120 |
1,468.00 |
1,296.00 |
172.00 |
12.2% |
16.75 |
1.2% |
65% |
False |
False |
861,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.25 |
2.618 |
1,461.75 |
1.618 |
1,443.75 |
1.000 |
1,432.75 |
0.618 |
1,425.75 |
HIGH |
1,414.75 |
0.618 |
1,407.75 |
0.500 |
1,405.75 |
0.382 |
1,403.75 |
LOW |
1,396.75 |
0.618 |
1,385.75 |
1.000 |
1,378.75 |
1.618 |
1,367.75 |
2.618 |
1,349.75 |
4.250 |
1,320.25 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,407.50 |
1,410.50 |
PP |
1,406.50 |
1,409.75 |
S1 |
1,405.75 |
1,409.00 |
|