Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,424.5 |
7,501.0 |
76.5 |
1.0% |
7,302.0 |
High |
7,470.0 |
7,512.0 |
42.0 |
0.6% |
7,449.0 |
Low |
7,419.0 |
7,436.0 |
17.0 |
0.2% |
7,271.5 |
Close |
7,433.5 |
7,451.0 |
17.5 |
0.2% |
7,423.5 |
Range |
51.0 |
76.0 |
25.0 |
49.0% |
177.5 |
ATR |
86.2 |
85.6 |
-0.5 |
-0.6% |
0.0 |
Volume |
10,059 |
2,630 |
-7,429 |
-73.9% |
6,609 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,694.3 |
7,648.7 |
7,492.8 |
|
R3 |
7,618.3 |
7,572.7 |
7,471.9 |
|
R2 |
7,542.3 |
7,542.3 |
7,464.9 |
|
R1 |
7,496.7 |
7,496.7 |
7,458.0 |
7,481.5 |
PP |
7,466.3 |
7,466.3 |
7,466.3 |
7,458.8 |
S1 |
7,420.7 |
7,420.7 |
7,444.0 |
7,405.5 |
S2 |
7,390.3 |
7,390.3 |
7,437.1 |
|
S3 |
7,314.3 |
7,344.7 |
7,430.1 |
|
S4 |
7,238.3 |
7,268.7 |
7,409.2 |
|
|
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 |
7,512.0 |
7,377.0 |
135.0 |
1.8% |
57.9 |
0.8% |
55% |
True |
False |
3,186 |
10 |
7,512.0 |
7,216.5 |
295.5 |
4.0% |
64.4 |
0.9% |
79% |
True |
False |
2,228 |
20 |
7,512.0 |
6,953.0 |
559.0 |
7.5% |
83.1 |
1.1% |
89% |
True |
False |
1,688 |
40 |
7,512.0 |
6,953.0 |
559.0 |
7.5% |
85.2 |
1.1% |
89% |
True |
False |
1,371 |
60 |
7,512.0 |
6,953.0 |
559.0 |
7.5% |
83.4 |
1.1% |
89% |
True |
False |
1,593 |
80 |
7,512.0 |
6,895.0 |
617.0 |
8.3% |
82.9 |
1.1% |
90% |
True |
False |
1,300 |
100 |
7,512.0 |
6,339.5 |
1,172.5 |
15.7% |
86.0 |
1.2% |
95% |
True |
False |
1,048 |
120 |
7,512.0 |
6,122.0 |
1,390.0 |
18.7% |
82.3 |
1.1% |
96% |
True |
False |
879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,835.0 |
2.618 |
7,711.0 |
1.618 |
7,635.0 |
1.000 |
7,588.0 |
0.618 |
7,559.0 |
HIGH |
7,512.0 |
0.618 |
7,483.0 |
0.500 |
7,474.0 |
0.382 |
7,465.0 |
LOW |
7,436.0 |
0.618 |
7,389.0 |
1.000 |
7,360.0 |
1.618 |
7,313.0 |
2.618 |
7,237.0 |
4.250 |
7,113.0 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,474.0 |
7,465.5 |
PP |
7,466.3 |
7,460.7 |
S1 |
7,458.7 |
7,455.8 |
|