Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,715.5 |
1,717.7 |
2.2 |
0.1% |
1,754.7 |
High |
1,724.9 |
1,719.2 |
-5.7 |
-0.3% |
1,754.7 |
Low |
1,714.2 |
1,692.6 |
-21.6 |
-1.3% |
1,707.9 |
Close |
1,721.1 |
1,695.8 |
-25.3 |
-1.5% |
1,712.7 |
Range |
10.7 |
26.6 |
15.9 |
148.6% |
46.8 |
ATR |
18.3 |
19.0 |
0.7 |
4.0% |
0.0 |
Volume |
104,840 |
197,018 |
92,178 |
87.9% |
535,714 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.3 |
1,765.7 |
1,710.4 |
|
R3 |
1,755.7 |
1,739.1 |
1,703.1 |
|
R2 |
1,729.1 |
1,729.1 |
1,700.7 |
|
R1 |
1,712.5 |
1,712.5 |
1,698.2 |
1,707.5 |
PP |
1,702.5 |
1,702.5 |
1,702.5 |
1,700.1 |
S1 |
1,685.9 |
1,685.9 |
1,693.4 |
1,680.9 |
S2 |
1,675.9 |
1,675.9 |
1,690.9 |
|
S3 |
1,649.3 |
1,659.3 |
1,688.5 |
|
S4 |
1,622.7 |
1,632.7 |
1,681.2 |
|
|
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 |
1,745.5 |
1,692.6 |
52.9 |
3.1% |
21.9 |
1.3% |
6% |
False |
True |
144,460 |
10 |
1,757.1 |
1,692.6 |
64.5 |
3.8% |
18.2 |
1.1% |
5% |
False |
True |
90,169 |
20 |
1,757.1 |
1,686.1 |
71.0 |
4.2% |
18.9 |
1.1% |
14% |
False |
False |
53,929 |
40 |
1,783.5 |
1,674.7 |
108.8 |
6.4% |
18.0 |
1.1% |
19% |
False |
False |
29,970 |
60 |
1,800.0 |
1,674.7 |
125.3 |
7.4% |
18.6 |
1.1% |
17% |
False |
False |
21,209 |
80 |
1,800.0 |
1,598.0 |
202.0 |
11.9% |
18.3 |
1.1% |
48% |
False |
False |
16,224 |
100 |
1,800.0 |
1,569.9 |
230.1 |
13.6% |
17.4 |
1.0% |
55% |
False |
False |
13,179 |
120 |
1,800.0 |
1,556.3 |
243.7 |
14.4% |
17.8 |
1.1% |
57% |
False |
False |
11,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,832.3 |
2.618 |
1,788.8 |
1.618 |
1,762.2 |
1.000 |
1,745.8 |
0.618 |
1,735.6 |
HIGH |
1,719.2 |
0.618 |
1,709.0 |
0.500 |
1,705.9 |
0.382 |
1,702.8 |
LOW |
1,692.6 |
0.618 |
1,676.2 |
1.000 |
1,666.0 |
1.618 |
1,649.6 |
2.618 |
1,623.0 |
4.250 |
1,579.6 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,705.9 |
1,713.2 |
PP |
1,702.5 |
1,707.4 |
S1 |
1,699.2 |
1,701.6 |
|