Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,474.5 |
7,551.0 |
76.5 |
1.0% |
7,437.0 |
High |
7,563.0 |
7,561.0 |
-2.0 |
0.0% |
7,563.0 |
Low |
7,469.5 |
7,494.5 |
25.0 |
0.3% |
7,419.0 |
Close |
7,543.5 |
7,514.5 |
-29.0 |
-0.4% |
7,514.5 |
Range |
93.5 |
66.5 |
-27.0 |
-28.9% |
144.0 |
ATR |
87.5 |
86.0 |
-1.5 |
-1.7% |
0.0 |
Volume |
8,345 |
2,022 |
-6,323 |
-75.8% |
25,246 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,722.8 |
7,685.2 |
7,551.1 |
|
R3 |
7,656.3 |
7,618.7 |
7,532.8 |
|
R2 |
7,589.8 |
7,589.8 |
7,526.7 |
|
R1 |
7,552.2 |
7,552.2 |
7,520.6 |
7,537.8 |
PP |
7,523.3 |
7,523.3 |
7,523.3 |
7,516.1 |
S1 |
7,485.7 |
7,485.7 |
7,508.4 |
7,471.3 |
S2 |
7,456.8 |
7,456.8 |
7,502.3 |
|
S3 |
7,390.3 |
7,419.2 |
7,496.2 |
|
S4 |
7,323.8 |
7,352.7 |
7,477.9 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,930.8 |
7,866.7 |
7,593.7 |
|
R3 |
7,786.8 |
7,722.7 |
7,554.1 |
|
R2 |
7,642.8 |
7,642.8 |
7,540.9 |
|
R1 |
7,578.7 |
7,578.7 |
7,527.7 |
7,610.8 |
PP |
7,498.8 |
7,498.8 |
7,498.8 |
7,514.9 |
S1 |
7,434.7 |
7,434.7 |
7,501.3 |
7,466.8 |
S2 |
7,354.8 |
7,354.8 |
7,488.1 |
|
S3 |
7,210.8 |
7,290.7 |
7,474.9 |
|
S4 |
7,066.8 |
7,146.7 |
7,435.3 |
|
|
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 |
7,419.0 |
144.0 |
1.9% |
70.8 |
0.9% |
66% |
False |
False |
5,049 |
10 |
7,563.0 |
7,271.5 |
291.5 |
3.9% |
65.4 |
0.9% |
83% |
False |
False |
3,185 |
20 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
77.9 |
1.0% |
92% |
False |
False |
2,056 |
40 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
85.0 |
1.1% |
92% |
False |
False |
1,622 |
60 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
82.9 |
1.1% |
92% |
False |
False |
1,697 |
80 |
7,563.0 |
6,895.0 |
668.0 |
8.9% |
83.6 |
1.1% |
93% |
False |
False |
1,429 |
100 |
7,563.0 |
6,339.5 |
1,223.5 |
16.3% |
86.0 |
1.1% |
96% |
False |
False |
1,151 |
120 |
7,563.0 |
6,122.0 |
1,441.0 |
19.2% |
82.0 |
1.1% |
97% |
False |
False |
964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,843.6 |
2.618 |
7,735.1 |
1.618 |
7,668.6 |
1.000 |
7,627.5 |
0.618 |
7,602.1 |
HIGH |
7,561.0 |
0.618 |
7,535.6 |
0.500 |
7,527.8 |
0.382 |
7,519.9 |
LOW |
7,494.5 |
0.618 |
7,453.4 |
1.000 |
7,428.0 |
1.618 |
7,386.9 |
2.618 |
7,320.4 |
4.250 |
7,211.9 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,527.8 |
7,509.5 |
PP |
7,523.3 |
7,504.5 |
S1 |
7,518.9 |
7,499.5 |
|