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 |
7,437.0 |
7,424.5 |
-12.5 |
-0.2% |
7,302.0 |
High |
7,489.0 |
7,470.0 |
-19.0 |
-0.3% |
7,449.0 |
Low |
7,422.0 |
7,419.0 |
-3.0 |
0.0% |
7,271.5 |
Close |
7,439.5 |
7,433.5 |
-6.0 |
-0.1% |
7,423.5 |
Range |
67.0 |
51.0 |
-16.0 |
-23.9% |
177.5 |
ATR |
88.9 |
86.2 |
-2.7 |
-3.0% |
0.0 |
Volume |
2,190 |
10,059 |
7,869 |
359.3% |
6,609 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,593.8 |
7,564.7 |
7,461.6 |
|
R3 |
7,542.8 |
7,513.7 |
7,447.5 |
|
R2 |
7,491.8 |
7,491.8 |
7,442.9 |
|
R1 |
7,462.7 |
7,462.7 |
7,438.2 |
7,477.3 |
PP |
7,440.8 |
7,440.8 |
7,440.8 |
7,448.1 |
S1 |
7,411.7 |
7,411.7 |
7,428.8 |
7,426.3 |
S2 |
7,389.8 |
7,389.8 |
7,424.2 |
|
S3 |
7,338.8 |
7,360.7 |
7,419.5 |
|
S4 |
7,287.8 |
7,309.7 |
7,405.5 |
|
|
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% |
66.4 |
0.9% |
74% |
False |
False |
3,089 |
10 |
7,489.0 |
7,140.5 |
348.5 |
4.7% |
62.8 |
0.8% |
84% |
False |
False |
2,009 |
20 |
7,489.0 |
6,953.0 |
536.0 |
7.2% |
89.4 |
1.2% |
90% |
False |
False |
1,750 |
40 |
7,489.0 |
6,953.0 |
536.0 |
7.2% |
84.7 |
1.1% |
90% |
False |
False |
1,308 |
60 |
7,489.0 |
6,953.0 |
536.0 |
7.2% |
83.8 |
1.1% |
90% |
False |
False |
1,578 |
80 |
7,489.0 |
6,895.0 |
594.0 |
8.0% |
82.2 |
1.1% |
91% |
False |
False |
1,267 |
100 |
7,489.0 |
6,339.5 |
1,149.5 |
15.5% |
85.8 |
1.2% |
95% |
False |
False |
1,022 |
120 |
7,489.0 |
6,122.0 |
1,367.0 |
18.4% |
81.8 |
1.1% |
96% |
False |
False |
858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,686.8 |
2.618 |
7,603.5 |
1.618 |
7,552.5 |
1.000 |
7,521.0 |
0.618 |
7,501.5 |
HIGH |
7,470.0 |
0.618 |
7,450.5 |
0.500 |
7,444.5 |
0.382 |
7,438.5 |
LOW |
7,419.0 |
0.618 |
7,387.5 |
1.000 |
7,368.0 |
1.618 |
7,336.5 |
2.618 |
7,285.5 |
4.250 |
7,202.3 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,444.5 |
7,444.3 |
PP |
7,440.8 |
7,440.7 |
S1 |
7,437.2 |
7,437.1 |
|