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 |
2,661.00 |
2,636.00 |
-25.00 |
-0.9% |
2,633.00 |
High |
2,679.25 |
2,662.00 |
-17.25 |
-0.6% |
2,689.75 |
Low |
2,623.00 |
2,622.50 |
-0.50 |
0.0% |
2,611.50 |
Close |
2,637.50 |
2,654.00 |
16.50 |
0.6% |
2,675.75 |
Range |
56.25 |
39.50 |
-16.75 |
-29.8% |
78.25 |
ATR |
38.66 |
38.72 |
0.06 |
0.2% |
0.00 |
Volume |
361,358 |
298,028 |
-63,330 |
-17.5% |
1,266,389 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,764.75 |
2,748.75 |
2,675.75 |
|
R3 |
2,725.25 |
2,709.25 |
2,664.75 |
|
R2 |
2,685.75 |
2,685.75 |
2,661.25 |
|
R1 |
2,669.75 |
2,669.75 |
2,657.50 |
2,677.75 |
PP |
2,646.25 |
2,646.25 |
2,646.25 |
2,650.00 |
S1 |
2,630.25 |
2,630.25 |
2,650.50 |
2,638.25 |
S2 |
2,606.75 |
2,606.75 |
2,646.75 |
|
S3 |
2,567.25 |
2,590.75 |
2,643.25 |
|
S4 |
2,527.75 |
2,551.25 |
2,632.25 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,893.75 |
2,863.00 |
2,718.75 |
|
R3 |
2,815.50 |
2,784.75 |
2,697.25 |
|
R2 |
2,737.25 |
2,737.25 |
2,690.00 |
|
R1 |
2,706.50 |
2,706.50 |
2,683.00 |
2,722.00 |
PP |
2,659.00 |
2,659.00 |
2,659.00 |
2,666.75 |
S1 |
2,628.25 |
2,628.25 |
2,668.50 |
2,643.50 |
S2 |
2,580.75 |
2,580.75 |
2,661.50 |
|
S3 |
2,502.50 |
2,550.00 |
2,654.25 |
|
S4 |
2,424.25 |
2,471.75 |
2,632.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,698.50 |
2,622.50 |
76.00 |
2.9% |
35.25 |
1.3% |
41% |
False |
True |
270,304 |
10 |
2,698.50 |
2,596.25 |
102.25 |
3.9% |
35.00 |
1.3% |
56% |
False |
False |
253,729 |
20 |
2,698.50 |
2,492.00 |
206.50 |
7.8% |
38.25 |
1.4% |
78% |
False |
False |
275,319 |
40 |
2,778.75 |
2,492.00 |
286.75 |
10.8% |
41.00 |
1.5% |
56% |
False |
False |
267,056 |
60 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
38.75 |
1.5% |
43% |
False |
False |
253,830 |
80 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
36.00 |
1.4% |
43% |
False |
False |
191,337 |
100 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
34.25 |
1.3% |
43% |
False |
False |
153,075 |
120 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
33.00 |
1.2% |
43% |
False |
False |
127,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,830.00 |
2.618 |
2,765.50 |
1.618 |
2,726.00 |
1.000 |
2,701.50 |
0.618 |
2,686.50 |
HIGH |
2,662.00 |
0.618 |
2,647.00 |
0.500 |
2,642.25 |
0.382 |
2,637.50 |
LOW |
2,622.50 |
0.618 |
2,598.00 |
1.000 |
2,583.00 |
1.618 |
2,558.50 |
2.618 |
2,519.00 |
4.250 |
2,454.50 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
2,650.00 |
2,653.00 |
PP |
2,646.25 |
2,652.00 |
S1 |
2,642.25 |
2,651.00 |
|