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 |
1,402.75 |
1,406.50 |
3.75 |
0.3% |
1,403.25 |
High |
1,414.75 |
1,413.50 |
-1.25 |
-0.1% |
1,419.50 |
Low |
1,396.75 |
1,404.00 |
7.25 |
0.5% |
1,383.00 |
Close |
1,408.25 |
1,413.00 |
4.75 |
0.3% |
1,414.50 |
Range |
18.00 |
9.50 |
-8.50 |
-47.2% |
36.50 |
ATR |
17.58 |
17.00 |
-0.58 |
-3.3% |
0.00 |
Volume |
2,045,099 |
1,382,373 |
-662,726 |
-32.4% |
8,552,848 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.75 |
1,435.25 |
1,418.25 |
|
R3 |
1,429.25 |
1,425.75 |
1,415.50 |
|
R2 |
1,419.75 |
1,419.75 |
1,414.75 |
|
R1 |
1,416.25 |
1,416.25 |
1,413.75 |
1,418.00 |
PP |
1,410.25 |
1,410.25 |
1,410.25 |
1,411.00 |
S1 |
1,406.75 |
1,406.75 |
1,412.25 |
1,408.50 |
S2 |
1,400.75 |
1,400.75 |
1,411.25 |
|
S3 |
1,391.25 |
1,397.25 |
1,410.50 |
|
S4 |
1,381.75 |
1,387.75 |
1,407.75 |
|
|
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% |
13.50 |
0.9% |
60% |
False |
False |
1,677,161 |
10 |
1,424.00 |
1,383.00 |
41.00 |
2.9% |
15.00 |
1.1% |
73% |
False |
False |
1,616,531 |
20 |
1,424.00 |
1,340.25 |
83.75 |
5.9% |
17.25 |
1.2% |
87% |
False |
False |
1,812,451 |
40 |
1,459.75 |
1,340.25 |
119.50 |
8.5% |
18.50 |
1.3% |
61% |
False |
False |
1,752,153 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
17.25 |
1.2% |
57% |
False |
False |
1,732,330 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
16.00 |
1.1% |
57% |
False |
False |
1,308,310 |
100 |
1,468.00 |
1,314.25 |
153.75 |
10.9% |
16.25 |
1.1% |
64% |
False |
False |
1,047,099 |
120 |
1,468.00 |
1,296.00 |
172.00 |
12.2% |
16.75 |
1.2% |
68% |
False |
False |
872,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.00 |
2.618 |
1,438.25 |
1.618 |
1,428.75 |
1.000 |
1,423.00 |
0.618 |
1,419.25 |
HIGH |
1,413.50 |
0.618 |
1,409.75 |
0.500 |
1,408.75 |
0.382 |
1,407.75 |
LOW |
1,404.00 |
0.618 |
1,398.25 |
1.000 |
1,394.50 |
1.618 |
1,388.75 |
2.618 |
1,379.25 |
4.250 |
1,363.50 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,411.50 |
1,410.50 |
PP |
1,410.25 |
1,408.25 |
S1 |
1,408.75 |
1,405.75 |
|