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 |
5,834.0 |
5,815.5 |
-18.5 |
-0.3% |
5,760.0 |
High |
5,861.0 |
5,845.0 |
-16.0 |
-0.3% |
5,863.0 |
Low |
5,821.0 |
5,813.0 |
-8.0 |
-0.1% |
5,713.0 |
Close |
5,834.0 |
5,825.5 |
-8.5 |
-0.1% |
5,831.0 |
Range |
40.0 |
32.0 |
-8.0 |
-20.0% |
150.0 |
ATR |
53.8 |
52.2 |
-1.6 |
-2.9% |
0.0 |
Volume |
120 |
5,820 |
5,700 |
4,750.0% |
1,584 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,924.0 |
5,906.5 |
5,843.0 |
|
R3 |
5,892.0 |
5,874.5 |
5,834.5 |
|
R2 |
5,860.0 |
5,860.0 |
5,831.5 |
|
R1 |
5,842.5 |
5,842.5 |
5,828.5 |
5,851.0 |
PP |
5,828.0 |
5,828.0 |
5,828.0 |
5,832.0 |
S1 |
5,810.5 |
5,810.5 |
5,822.5 |
5,819.0 |
S2 |
5,796.0 |
5,796.0 |
5,819.5 |
|
S3 |
5,764.0 |
5,778.5 |
5,816.5 |
|
S4 |
5,732.0 |
5,746.5 |
5,808.0 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,252.5 |
6,191.5 |
5,913.5 |
|
R3 |
6,102.5 |
6,041.5 |
5,872.0 |
|
R2 |
5,952.5 |
5,952.5 |
5,858.5 |
|
R1 |
5,891.5 |
5,891.5 |
5,845.0 |
5,922.0 |
PP |
5,802.5 |
5,802.5 |
5,802.5 |
5,817.5 |
S1 |
5,741.5 |
5,741.5 |
5,817.0 |
5,772.0 |
S2 |
5,652.5 |
5,652.5 |
5,803.5 |
|
S3 |
5,502.5 |
5,591.5 |
5,790.0 |
|
S4 |
5,352.5 |
5,441.5 |
5,748.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,863.0 |
5,713.0 |
150.0 |
2.6% |
48.0 |
0.8% |
75% |
False |
False |
1,497 |
10 |
5,863.0 |
5,696.0 |
167.0 |
2.9% |
38.5 |
0.7% |
78% |
False |
False |
757 |
20 |
5,863.0 |
5,566.0 |
297.0 |
5.1% |
51.0 |
0.9% |
87% |
False |
False |
439 |
40 |
5,863.0 |
5,566.0 |
297.0 |
5.1% |
45.0 |
0.8% |
87% |
False |
False |
241 |
60 |
5,863.0 |
5,566.0 |
297.0 |
5.1% |
37.5 |
0.6% |
87% |
False |
False |
168 |
80 |
5,863.0 |
5,566.0 |
297.0 |
5.1% |
29.0 |
0.5% |
87% |
False |
False |
135 |
100 |
5,863.0 |
5,380.5 |
482.5 |
8.3% |
23.0 |
0.4% |
92% |
False |
False |
113 |
120 |
5,863.0 |
5,340.5 |
522.5 |
9.0% |
20.5 |
0.3% |
93% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,981.0 |
2.618 |
5,929.0 |
1.618 |
5,897.0 |
1.000 |
5,877.0 |
0.618 |
5,865.0 |
HIGH |
5,845.0 |
0.618 |
5,833.0 |
0.500 |
5,829.0 |
0.382 |
5,825.0 |
LOW |
5,813.0 |
0.618 |
5,793.0 |
1.000 |
5,781.0 |
1.618 |
5,761.0 |
2.618 |
5,729.0 |
4.250 |
5,677.0 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,829.0 |
5,838.0 |
PP |
5,828.0 |
5,834.0 |
S1 |
5,826.5 |
5,829.5 |
|