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 |
5,873.0 |
5,882.5 |
9.5 |
0.2% |
5,834.0 |
High |
5,880.0 |
5,886.0 |
6.0 |
0.1% |
5,882.0 |
Low |
5,852.0 |
5,857.0 |
5.0 |
0.1% |
5,813.0 |
Close |
5,872.0 |
5,880.5 |
8.5 |
0.1% |
5,872.0 |
Range |
28.0 |
29.0 |
1.0 |
3.6% |
69.0 |
ATR |
49.5 |
48.1 |
-1.5 |
-3.0% |
0.0 |
Volume |
7,554 |
21,213 |
13,659 |
180.8% |
18,927 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,961.5 |
5,950.0 |
5,896.5 |
|
R3 |
5,932.5 |
5,921.0 |
5,888.5 |
|
R2 |
5,903.5 |
5,903.5 |
5,886.0 |
|
R1 |
5,892.0 |
5,892.0 |
5,883.0 |
5,883.0 |
PP |
5,874.5 |
5,874.5 |
5,874.5 |
5,870.0 |
S1 |
5,863.0 |
5,863.0 |
5,878.0 |
5,854.0 |
S2 |
5,845.5 |
5,845.5 |
5,875.0 |
|
S3 |
5,816.5 |
5,834.0 |
5,872.5 |
|
S4 |
5,787.5 |
5,805.0 |
5,864.5 |
|
|
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 |
5,886.0 |
5,813.0 |
73.0 |
1.2% |
33.0 |
0.6% |
92% |
True |
False |
8,004 |
10 |
5,886.0 |
5,713.0 |
173.0 |
2.9% |
40.0 |
0.7% |
97% |
True |
False |
4,171 |
20 |
5,886.0 |
5,566.0 |
320.0 |
5.4% |
45.0 |
0.8% |
98% |
True |
False |
2,130 |
40 |
5,886.0 |
5,566.0 |
320.0 |
5.4% |
44.5 |
0.8% |
98% |
True |
False |
1,096 |
60 |
5,886.0 |
5,566.0 |
320.0 |
5.4% |
39.5 |
0.7% |
98% |
True |
False |
738 |
80 |
5,886.0 |
5,566.0 |
320.0 |
5.4% |
30.5 |
0.5% |
98% |
True |
False |
560 |
100 |
5,886.0 |
5,380.5 |
505.5 |
8.6% |
24.5 |
0.4% |
99% |
True |
False |
454 |
120 |
5,886.0 |
5,340.5 |
545.5 |
9.3% |
21.0 |
0.4% |
99% |
True |
False |
383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,009.0 |
2.618 |
5,962.0 |
1.618 |
5,933.0 |
1.000 |
5,915.0 |
0.618 |
5,904.0 |
HIGH |
5,886.0 |
0.618 |
5,875.0 |
0.500 |
5,871.5 |
0.382 |
5,868.0 |
LOW |
5,857.0 |
0.618 |
5,839.0 |
1.000 |
5,828.0 |
1.618 |
5,810.0 |
2.618 |
5,781.0 |
4.250 |
5,734.0 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,877.5 |
5,876.5 |
PP |
5,874.5 |
5,873.0 |
S1 |
5,871.5 |
5,869.0 |
|