Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,501.0 |
7,474.5 |
-26.5 |
-0.4% |
7,302.0 |
High |
7,512.0 |
7,563.0 |
51.0 |
0.7% |
7,449.0 |
Low |
7,436.0 |
7,469.5 |
33.5 |
0.5% |
7,271.5 |
Close |
7,451.0 |
7,543.5 |
92.5 |
1.2% |
7,423.5 |
Range |
76.0 |
93.5 |
17.5 |
23.0% |
177.5 |
ATR |
85.6 |
87.5 |
1.9 |
2.2% |
0.0 |
Volume |
2,630 |
8,345 |
5,715 |
217.3% |
6,609 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,805.8 |
7,768.2 |
7,594.9 |
|
R3 |
7,712.3 |
7,674.7 |
7,569.2 |
|
R2 |
7,618.8 |
7,618.8 |
7,560.6 |
|
R1 |
7,581.2 |
7,581.2 |
7,552.1 |
7,600.0 |
PP |
7,525.3 |
7,525.3 |
7,525.3 |
7,534.8 |
S1 |
7,487.7 |
7,487.7 |
7,534.9 |
7,506.5 |
S2 |
7,431.8 |
7,431.8 |
7,526.4 |
|
S3 |
7,338.3 |
7,394.2 |
7,517.8 |
|
S4 |
7,244.8 |
7,300.7 |
7,492.1 |
|
|
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 |
7,563.0 |
7,399.5 |
163.5 |
2.2% |
67.4 |
0.9% |
88% |
True |
False |
4,743 |
10 |
7,563.0 |
7,225.5 |
337.5 |
4.5% |
69.6 |
0.9% |
94% |
True |
False |
3,022 |
20 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
82.9 |
1.1% |
97% |
True |
False |
2,064 |
40 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
84.8 |
1.1% |
97% |
True |
False |
1,576 |
60 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
82.9 |
1.1% |
97% |
True |
False |
1,700 |
80 |
7,563.0 |
6,895.0 |
668.0 |
8.9% |
83.1 |
1.1% |
97% |
True |
False |
1,404 |
100 |
7,563.0 |
6,339.5 |
1,223.5 |
16.2% |
86.7 |
1.1% |
98% |
True |
False |
1,131 |
120 |
7,563.0 |
6,122.0 |
1,441.0 |
19.1% |
81.9 |
1.1% |
99% |
True |
False |
948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,960.4 |
2.618 |
7,807.8 |
1.618 |
7,714.3 |
1.000 |
7,656.5 |
0.618 |
7,620.8 |
HIGH |
7,563.0 |
0.618 |
7,527.3 |
0.500 |
7,516.3 |
0.382 |
7,505.2 |
LOW |
7,469.5 |
0.618 |
7,411.7 |
1.000 |
7,376.0 |
1.618 |
7,318.2 |
2.618 |
7,224.7 |
4.250 |
7,072.1 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,534.4 |
7,526.0 |
PP |
7,525.3 |
7,508.5 |
S1 |
7,516.3 |
7,491.0 |
|