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 |
7,402.0 |
7,437.0 |
35.0 |
0.5% |
7,302.0 |
High |
7,449.0 |
7,489.0 |
40.0 |
0.5% |
7,449.0 |
Low |
7,399.5 |
7,422.0 |
22.5 |
0.3% |
7,271.5 |
Close |
7,423.5 |
7,439.5 |
16.0 |
0.2% |
7,423.5 |
Range |
49.5 |
67.0 |
17.5 |
35.4% |
177.5 |
ATR |
90.5 |
88.9 |
-1.7 |
-1.9% |
0.0 |
Volume |
494 |
2,190 |
1,696 |
343.3% |
6,609 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,651.2 |
7,612.3 |
7,476.4 |
|
R3 |
7,584.2 |
7,545.3 |
7,457.9 |
|
R2 |
7,517.2 |
7,517.2 |
7,451.8 |
|
R1 |
7,478.3 |
7,478.3 |
7,445.6 |
7,497.8 |
PP |
7,450.2 |
7,450.2 |
7,450.2 |
7,459.9 |
S1 |
7,411.3 |
7,411.3 |
7,433.4 |
7,430.8 |
S2 |
7,383.2 |
7,383.2 |
7,427.2 |
|
S3 |
7,316.2 |
7,344.3 |
7,421.1 |
|
S4 |
7,249.2 |
7,277.3 |
7,402.7 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,913.8 |
7,846.2 |
7,521.1 |
|
R3 |
7,736.3 |
7,668.7 |
7,472.3 |
|
R2 |
7,558.8 |
7,558.8 |
7,456.0 |
|
R1 |
7,491.2 |
7,491.2 |
7,439.8 |
7,525.0 |
PP |
7,381.3 |
7,381.3 |
7,381.3 |
7,398.3 |
S1 |
7,313.7 |
7,313.7 |
7,407.2 |
7,347.5 |
S2 |
7,203.8 |
7,203.8 |
7,391.0 |
|
S3 |
7,026.3 |
7,136.2 |
7,374.7 |
|
S4 |
6,848.8 |
6,958.7 |
7,325.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,489.0 |
7,271.5 |
217.5 |
2.9% |
66.1 |
0.9% |
77% |
True |
False |
1,264 |
10 |
7,489.0 |
7,096.5 |
392.5 |
5.3% |
67.2 |
0.9% |
87% |
True |
False |
1,184 |
20 |
7,489.0 |
6,953.0 |
536.0 |
7.2% |
91.2 |
1.2% |
91% |
True |
False |
1,376 |
40 |
7,489.0 |
6,953.0 |
536.0 |
7.2% |
85.8 |
1.2% |
91% |
True |
False |
1,117 |
60 |
7,489.0 |
6,953.0 |
536.0 |
7.2% |
85.2 |
1.1% |
91% |
True |
False |
1,439 |
80 |
7,489.0 |
6,895.0 |
594.0 |
8.0% |
82.0 |
1.1% |
92% |
True |
False |
1,142 |
100 |
7,489.0 |
6,339.5 |
1,149.5 |
15.5% |
85.7 |
1.2% |
96% |
True |
False |
921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,773.8 |
2.618 |
7,664.4 |
1.618 |
7,597.4 |
1.000 |
7,556.0 |
0.618 |
7,530.4 |
HIGH |
7,489.0 |
0.618 |
7,463.4 |
0.500 |
7,455.5 |
0.382 |
7,447.6 |
LOW |
7,422.0 |
0.618 |
7,380.6 |
1.000 |
7,355.0 |
1.618 |
7,313.6 |
2.618 |
7,246.6 |
4.250 |
7,137.3 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,455.5 |
7,437.3 |
PP |
7,450.2 |
7,435.2 |
S1 |
7,444.8 |
7,433.0 |
|