Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,551.0 |
7,528.0 |
-23.0 |
-0.3% |
7,437.0 |
High |
7,561.0 |
7,543.5 |
-17.5 |
-0.2% |
7,563.0 |
Low |
7,494.5 |
7,463.5 |
-31.0 |
-0.4% |
7,419.0 |
Close |
7,514.5 |
7,537.5 |
23.0 |
0.3% |
7,514.5 |
Range |
66.5 |
80.0 |
13.5 |
20.3% |
144.0 |
ATR |
86.0 |
85.6 |
-0.4 |
-0.5% |
0.0 |
Volume |
2,022 |
4,726 |
2,704 |
133.7% |
25,246 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,754.8 |
7,726.2 |
7,581.5 |
|
R3 |
7,674.8 |
7,646.2 |
7,559.5 |
|
R2 |
7,594.8 |
7,594.8 |
7,552.2 |
|
R1 |
7,566.2 |
7,566.2 |
7,544.8 |
7,580.5 |
PP |
7,514.8 |
7,514.8 |
7,514.8 |
7,522.0 |
S1 |
7,486.2 |
7,486.2 |
7,530.2 |
7,500.5 |
S2 |
7,434.8 |
7,434.8 |
7,522.8 |
|
S3 |
7,354.8 |
7,406.2 |
7,515.5 |
|
S4 |
7,274.8 |
7,326.2 |
7,493.5 |
|
|
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% |
73.4 |
1.0% |
82% |
False |
False |
5,556 |
10 |
7,563.0 |
7,271.5 |
291.5 |
3.9% |
69.8 |
0.9% |
91% |
False |
False |
3,410 |
20 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
79.2 |
1.1% |
96% |
False |
False |
2,277 |
40 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
85.3 |
1.1% |
96% |
False |
False |
1,737 |
60 |
7,563.0 |
6,953.0 |
610.0 |
8.1% |
83.6 |
1.1% |
96% |
False |
False |
1,728 |
80 |
7,563.0 |
6,895.0 |
668.0 |
8.9% |
84.0 |
1.1% |
96% |
False |
False |
1,487 |
100 |
7,563.0 |
6,339.5 |
1,223.5 |
16.2% |
85.2 |
1.1% |
98% |
False |
False |
1,197 |
120 |
7,563.0 |
6,122.0 |
1,441.0 |
19.1% |
82.3 |
1.1% |
98% |
False |
False |
1,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,883.5 |
2.618 |
7,752.9 |
1.618 |
7,672.9 |
1.000 |
7,623.5 |
0.618 |
7,592.9 |
HIGH |
7,543.5 |
0.618 |
7,512.9 |
0.500 |
7,503.5 |
0.382 |
7,494.1 |
LOW |
7,463.5 |
0.618 |
7,414.1 |
1.000 |
7,383.5 |
1.618 |
7,334.1 |
2.618 |
7,254.1 |
4.250 |
7,123.5 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,526.2 |
7,529.4 |
PP |
7,514.8 |
7,521.3 |
S1 |
7,503.5 |
7,513.3 |
|