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 |
12,961 |
12,978 |
17 |
0.1% |
12,917 |
High |
13,001 |
13,080 |
79 |
0.6% |
13,080 |
Low |
12,925 |
12,966 |
41 |
0.3% |
12,831 |
Close |
12,992 |
13,071 |
79 |
0.6% |
13,071 |
Range |
76 |
114 |
38 |
50.0% |
249 |
ATR |
126 |
125 |
-1 |
-0.7% |
0 |
Volume |
1,595 |
1,401 |
-194 |
-12.2% |
4,664 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,381 |
13,340 |
13,134 |
|
R3 |
13,267 |
13,226 |
13,102 |
|
R2 |
13,153 |
13,153 |
13,092 |
|
R1 |
13,112 |
13,112 |
13,082 |
13,133 |
PP |
13,039 |
13,039 |
13,039 |
13,049 |
S1 |
12,998 |
12,998 |
13,061 |
13,019 |
S2 |
12,925 |
12,925 |
13,050 |
|
S3 |
12,811 |
12,884 |
13,040 |
|
S4 |
12,697 |
12,770 |
13,008 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,741 |
13,655 |
13,208 |
|
R3 |
13,492 |
13,406 |
13,140 |
|
R2 |
13,243 |
13,243 |
13,117 |
|
R1 |
13,157 |
13,157 |
13,094 |
13,200 |
PP |
12,994 |
12,994 |
12,994 |
13,016 |
S1 |
12,908 |
12,908 |
13,048 |
12,951 |
S2 |
12,745 |
12,745 |
13,025 |
|
S3 |
12,496 |
12,659 |
13,003 |
|
S4 |
12,247 |
12,410 |
12,934 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,080 |
12,831 |
249 |
1.9% |
120 |
0.9% |
96% |
True |
False |
932 |
10 |
13,080 |
12,664 |
416 |
3.2% |
121 |
0.9% |
98% |
True |
False |
554 |
20 |
13,080 |
12,380 |
700 |
5.4% |
128 |
1.0% |
99% |
True |
False |
305 |
40 |
13,438 |
12,380 |
1,058 |
8.1% |
114 |
0.9% |
65% |
False |
False |
159 |
60 |
13,486 |
12,380 |
1,106 |
8.5% |
96 |
0.7% |
62% |
False |
False |
113 |
80 |
13,486 |
12,380 |
1,106 |
8.5% |
78 |
0.6% |
62% |
False |
False |
85 |
100 |
13,486 |
12,378 |
1,108 |
8.5% |
62 |
0.5% |
63% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,565 |
2.618 |
13,379 |
1.618 |
13,265 |
1.000 |
13,194 |
0.618 |
13,151 |
HIGH |
13,080 |
0.618 |
13,037 |
0.500 |
13,023 |
0.382 |
13,010 |
LOW |
12,966 |
0.618 |
12,896 |
1.000 |
12,852 |
1.618 |
12,782 |
2.618 |
12,668 |
4.250 |
12,482 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,055 |
13,033 |
PP |
13,039 |
12,995 |
S1 |
13,023 |
12,957 |
|