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 |
1,728.3 |
1,715.5 |
-12.8 |
-0.7% |
1,754.7 |
High |
1,733.7 |
1,724.9 |
-8.8 |
-0.5% |
1,754.7 |
Low |
1,710.2 |
1,714.2 |
4.0 |
0.2% |
1,707.9 |
Close |
1,712.7 |
1,721.1 |
8.4 |
0.5% |
1,712.7 |
Range |
23.5 |
10.7 |
-12.8 |
-54.5% |
46.8 |
ATR |
18.7 |
18.3 |
-0.5 |
-2.5% |
0.0 |
Volume |
142,067 |
104,840 |
-37,227 |
-26.2% |
535,714 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,752.2 |
1,747.3 |
1,727.0 |
|
R3 |
1,741.5 |
1,736.6 |
1,724.0 |
|
R2 |
1,730.8 |
1,730.8 |
1,723.1 |
|
R1 |
1,725.9 |
1,725.9 |
1,722.1 |
1,728.4 |
PP |
1,720.1 |
1,720.1 |
1,720.1 |
1,721.3 |
S1 |
1,715.2 |
1,715.2 |
1,720.1 |
1,717.7 |
S2 |
1,709.4 |
1,709.4 |
1,719.1 |
|
S3 |
1,698.7 |
1,704.5 |
1,718.2 |
|
S4 |
1,688.0 |
1,693.8 |
1,715.2 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.5 |
1,835.9 |
1,738.4 |
|
R3 |
1,818.7 |
1,789.1 |
1,725.6 |
|
R2 |
1,771.9 |
1,771.9 |
1,721.3 |
|
R1 |
1,742.3 |
1,742.3 |
1,717.0 |
1,733.7 |
PP |
1,725.1 |
1,725.1 |
1,725.1 |
1,720.8 |
S1 |
1,695.5 |
1,695.5 |
1,708.4 |
1,686.9 |
S2 |
1,678.3 |
1,678.3 |
1,704.1 |
|
S3 |
1,631.5 |
1,648.7 |
1,699.8 |
|
S4 |
1,584.7 |
1,601.9 |
1,687.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,754.2 |
1,707.9 |
46.3 |
2.7% |
18.9 |
1.1% |
29% |
False |
False |
118,900 |
10 |
1,757.1 |
1,707.9 |
49.2 |
2.9% |
17.7 |
1.0% |
27% |
False |
False |
73,054 |
20 |
1,757.1 |
1,674.7 |
82.4 |
4.8% |
18.3 |
1.1% |
56% |
False |
False |
44,779 |
40 |
1,784.4 |
1,674.7 |
109.7 |
6.4% |
17.7 |
1.0% |
42% |
False |
False |
25,115 |
60 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.4 |
1.1% |
37% |
False |
False |
17,951 |
80 |
1,800.0 |
1,598.0 |
202.0 |
11.7% |
18.2 |
1.1% |
61% |
False |
False |
13,773 |
100 |
1,800.0 |
1,569.9 |
230.1 |
13.4% |
17.4 |
1.0% |
66% |
False |
False |
11,219 |
120 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.7 |
1.0% |
68% |
False |
False |
9,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.4 |
2.618 |
1,752.9 |
1.618 |
1,742.2 |
1.000 |
1,735.6 |
0.618 |
1,731.5 |
HIGH |
1,724.9 |
0.618 |
1,720.8 |
0.500 |
1,719.6 |
0.382 |
1,718.3 |
LOW |
1,714.2 |
0.618 |
1,707.6 |
1.000 |
1,703.5 |
1.618 |
1,696.9 |
2.618 |
1,686.2 |
4.250 |
1,668.7 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,720.6 |
1,722.0 |
PP |
1,720.1 |
1,721.7 |
S1 |
1,719.6 |
1,721.4 |
|