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 |
1,406.50 |
1,412.25 |
5.75 |
0.4% |
1,413.25 |
High |
1,413.50 |
1,422.25 |
8.75 |
0.6% |
1,424.00 |
Low |
1,404.00 |
1,408.50 |
4.50 |
0.3% |
1,396.75 |
Close |
1,413.00 |
1,416.00 |
3.00 |
0.2% |
1,416.00 |
Range |
9.50 |
13.75 |
4.25 |
44.7% |
27.25 |
ATR |
17.00 |
16.77 |
-0.23 |
-1.4% |
0.00 |
Volume |
1,382,373 |
1,772,166 |
389,793 |
28.2% |
8,471,333 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.75 |
1,450.25 |
1,423.50 |
|
R3 |
1,443.00 |
1,436.50 |
1,419.75 |
|
R2 |
1,429.25 |
1,429.25 |
1,418.50 |
|
R1 |
1,422.75 |
1,422.75 |
1,417.25 |
1,426.00 |
PP |
1,415.50 |
1,415.50 |
1,415.50 |
1,417.25 |
S1 |
1,409.00 |
1,409.00 |
1,414.75 |
1,412.25 |
S2 |
1,401.75 |
1,401.75 |
1,413.50 |
|
S3 |
1,388.00 |
1,395.25 |
1,412.25 |
|
S4 |
1,374.25 |
1,381.50 |
1,408.50 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.00 |
1,482.25 |
1,431.00 |
|
R3 |
1,466.75 |
1,455.00 |
1,423.50 |
|
R2 |
1,439.50 |
1,439.50 |
1,421.00 |
|
R1 |
1,427.75 |
1,427.75 |
1,418.50 |
1,433.50 |
PP |
1,412.25 |
1,412.25 |
1,412.25 |
1,415.25 |
S1 |
1,400.50 |
1,400.50 |
1,413.50 |
1,406.50 |
S2 |
1,385.00 |
1,385.00 |
1,411.00 |
|
S3 |
1,357.75 |
1,373.25 |
1,408.50 |
|
S4 |
1,330.50 |
1,346.00 |
1,401.00 |
|
|
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% |
71% |
False |
False |
1,694,266 |
10 |
1,424.00 |
1,383.00 |
41.00 |
2.9% |
14.25 |
1.0% |
80% |
False |
False |
1,702,418 |
20 |
1,424.00 |
1,340.25 |
83.75 |
5.9% |
16.75 |
1.2% |
90% |
False |
False |
1,770,290 |
40 |
1,459.75 |
1,340.25 |
119.50 |
8.4% |
18.50 |
1.3% |
63% |
False |
False |
1,756,831 |
60 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
17.00 |
1.2% |
59% |
False |
False |
1,739,267 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
16.00 |
1.1% |
59% |
False |
False |
1,330,430 |
100 |
1,468.00 |
1,314.25 |
153.75 |
10.9% |
16.25 |
1.1% |
66% |
False |
False |
1,064,797 |
120 |
1,468.00 |
1,296.00 |
172.00 |
12.1% |
16.50 |
1.2% |
70% |
False |
False |
887,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.75 |
2.618 |
1,458.25 |
1.618 |
1,444.50 |
1.000 |
1,436.00 |
0.618 |
1,430.75 |
HIGH |
1,422.25 |
0.618 |
1,417.00 |
0.500 |
1,415.50 |
0.382 |
1,413.75 |
LOW |
1,408.50 |
0.618 |
1,400.00 |
1.000 |
1,394.75 |
1.618 |
1,386.25 |
2.618 |
1,372.50 |
4.250 |
1,350.00 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,415.75 |
1,413.75 |
PP |
1,415.50 |
1,411.75 |
S1 |
1,415.50 |
1,409.50 |
|