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 |
5,854.5 |
5,873.0 |
18.5 |
0.3% |
5,834.0 |
High |
5,882.0 |
5,880.0 |
-2.0 |
0.0% |
5,882.0 |
Low |
5,853.0 |
5,852.0 |
-1.0 |
0.0% |
5,813.0 |
Close |
5,864.5 |
5,872.0 |
7.5 |
0.1% |
5,872.0 |
Range |
29.0 |
28.0 |
-1.0 |
-3.4% |
69.0 |
ATR |
51.2 |
49.5 |
-1.7 |
-3.2% |
0.0 |
Volume |
570 |
7,554 |
6,984 |
1,225.3% |
18,927 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,952.0 |
5,940.0 |
5,887.5 |
|
R3 |
5,924.0 |
5,912.0 |
5,879.5 |
|
R2 |
5,896.0 |
5,896.0 |
5,877.0 |
|
R1 |
5,884.0 |
5,884.0 |
5,874.5 |
5,876.0 |
PP |
5,868.0 |
5,868.0 |
5,868.0 |
5,864.0 |
S1 |
5,856.0 |
5,856.0 |
5,869.5 |
5,848.0 |
S2 |
5,840.0 |
5,840.0 |
5,867.0 |
|
S3 |
5,812.0 |
5,828.0 |
5,864.5 |
|
S4 |
5,784.0 |
5,800.0 |
5,856.5 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,062.5 |
6,036.5 |
5,910.0 |
|
R3 |
5,993.5 |
5,967.5 |
5,891.0 |
|
R2 |
5,924.5 |
5,924.5 |
5,884.5 |
|
R1 |
5,898.5 |
5,898.5 |
5,878.5 |
5,911.5 |
PP |
5,855.5 |
5,855.5 |
5,855.5 |
5,862.0 |
S1 |
5,829.5 |
5,829.5 |
5,865.5 |
5,842.5 |
S2 |
5,786.5 |
5,786.5 |
5,859.5 |
|
S3 |
5,717.5 |
5,760.5 |
5,853.0 |
|
S4 |
5,648.5 |
5,691.5 |
5,834.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,882.0 |
5,813.0 |
69.0 |
1.2% |
35.0 |
0.6% |
86% |
False |
False |
3,785 |
10 |
5,882.0 |
5,713.0 |
169.0 |
2.9% |
40.0 |
0.7% |
94% |
False |
False |
2,051 |
20 |
5,882.0 |
5,566.0 |
316.0 |
5.4% |
44.0 |
0.8% |
97% |
False |
False |
1,078 |
40 |
5,882.0 |
5,566.0 |
316.0 |
5.4% |
45.0 |
0.8% |
97% |
False |
False |
565 |
60 |
5,882.0 |
5,566.0 |
316.0 |
5.4% |
39.0 |
0.7% |
97% |
False |
False |
384 |
80 |
5,882.0 |
5,566.0 |
316.0 |
5.4% |
30.0 |
0.5% |
97% |
False |
False |
295 |
100 |
5,882.0 |
5,380.5 |
501.5 |
8.5% |
24.0 |
0.4% |
98% |
False |
False |
242 |
120 |
5,882.0 |
5,340.5 |
541.5 |
9.2% |
21.0 |
0.4% |
98% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,999.0 |
2.618 |
5,953.5 |
1.618 |
5,925.5 |
1.000 |
5,908.0 |
0.618 |
5,897.5 |
HIGH |
5,880.0 |
0.618 |
5,869.5 |
0.500 |
5,866.0 |
0.382 |
5,862.5 |
LOW |
5,852.0 |
0.618 |
5,834.5 |
1.000 |
5,824.0 |
1.618 |
5,806.5 |
2.618 |
5,778.5 |
4.250 |
5,733.0 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,870.0 |
5,866.5 |
PP |
5,868.0 |
5,861.0 |
S1 |
5,866.0 |
5,855.0 |
|