Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
12,895 |
12,917 |
22 |
0.2% |
12,842 |
High |
12,984 |
13,000 |
16 |
0.1% |
12,984 |
Low |
12,895 |
12,860 |
-35 |
-0.3% |
12,664 |
Close |
12,933 |
12,875 |
-58 |
-0.4% |
12,933 |
Range |
89 |
140 |
51 |
57.3% |
320 |
ATR |
128 |
129 |
1 |
0.6% |
0 |
Volume |
194 |
208 |
14 |
7.2% |
878 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,332 |
13,243 |
12,952 |
|
R3 |
13,192 |
13,103 |
12,914 |
|
R2 |
13,052 |
13,052 |
12,901 |
|
R1 |
12,963 |
12,963 |
12,888 |
12,938 |
PP |
12,912 |
12,912 |
12,912 |
12,899 |
S1 |
12,823 |
12,823 |
12,862 |
12,798 |
S2 |
12,772 |
12,772 |
12,849 |
|
S3 |
12,632 |
12,683 |
12,837 |
|
S4 |
12,492 |
12,543 |
12,798 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,820 |
13,697 |
13,109 |
|
R3 |
13,500 |
13,377 |
13,021 |
|
R2 |
13,180 |
13,180 |
12,992 |
|
R1 |
13,057 |
13,057 |
12,962 |
13,119 |
PP |
12,860 |
12,860 |
12,860 |
12,891 |
S1 |
12,737 |
12,737 |
12,904 |
12,799 |
S2 |
12,540 |
12,540 |
12,874 |
|
S3 |
12,220 |
12,417 |
12,845 |
|
S4 |
11,900 |
12,097 |
12,757 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,000 |
12,664 |
336 |
2.6% |
139 |
1.1% |
63% |
True |
False |
205 |
10 |
13,000 |
12,512 |
488 |
3.8% |
128 |
1.0% |
74% |
True |
False |
146 |
20 |
13,150 |
12,380 |
770 |
6.0% |
140 |
1.1% |
64% |
False |
False |
89 |
40 |
13,469 |
12,380 |
1,089 |
8.5% |
111 |
0.9% |
45% |
False |
False |
48 |
60 |
13,486 |
12,380 |
1,106 |
8.6% |
90 |
0.7% |
45% |
False |
False |
39 |
80 |
13,486 |
12,380 |
1,106 |
8.6% |
72 |
0.6% |
45% |
False |
False |
29 |
100 |
13,486 |
12,378 |
1,108 |
8.6% |
58 |
0.4% |
45% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,595 |
2.618 |
13,367 |
1.618 |
13,227 |
1.000 |
13,140 |
0.618 |
13,087 |
HIGH |
13,000 |
0.618 |
12,947 |
0.500 |
12,930 |
0.382 |
12,914 |
LOW |
12,860 |
0.618 |
12,774 |
1.000 |
12,720 |
1.618 |
12,634 |
2.618 |
12,494 |
4.250 |
12,265 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
12,930 |
12,930 |
PP |
12,912 |
12,912 |
S1 |
12,893 |
12,893 |
|