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 |
1,406.75 |
1,399.75 |
-7.00 |
-0.5% |
1,395.25 |
High |
1,417.00 |
1,405.00 |
-12.00 |
-0.8% |
1,412.50 |
Low |
1,398.50 |
1,395.25 |
-3.25 |
-0.2% |
1,376.50 |
Close |
1,400.75 |
1,399.00 |
-1.75 |
-0.1% |
1,407.75 |
Range |
18.50 |
9.75 |
-8.75 |
-47.3% |
36.00 |
ATR |
17.48 |
16.92 |
-0.55 |
-3.2% |
0.00 |
Volume |
6,455 |
35,814 |
29,359 |
454.8% |
41,408 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.00 |
1,423.75 |
1,404.25 |
|
R3 |
1,419.25 |
1,414.00 |
1,401.75 |
|
R2 |
1,409.50 |
1,409.50 |
1,400.75 |
|
R1 |
1,404.25 |
1,404.25 |
1,400.00 |
1,402.00 |
PP |
1,399.75 |
1,399.75 |
1,399.75 |
1,398.50 |
S1 |
1,394.50 |
1,394.50 |
1,398.00 |
1,392.25 |
S2 |
1,390.00 |
1,390.00 |
1,397.25 |
|
S3 |
1,380.25 |
1,384.75 |
1,396.25 |
|
S4 |
1,370.50 |
1,375.00 |
1,393.75 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.00 |
1,493.25 |
1,427.50 |
|
R3 |
1,471.00 |
1,457.25 |
1,417.75 |
|
R2 |
1,435.00 |
1,435.00 |
1,414.25 |
|
R1 |
1,421.25 |
1,421.25 |
1,411.00 |
1,428.00 |
PP |
1,399.00 |
1,399.00 |
1,399.00 |
1,402.25 |
S1 |
1,385.25 |
1,385.25 |
1,404.50 |
1,392.00 |
S2 |
1,363.00 |
1,363.00 |
1,401.25 |
|
S3 |
1,327.00 |
1,349.25 |
1,397.75 |
|
S4 |
1,291.00 |
1,313.25 |
1,388.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,417.00 |
1,376.50 |
40.50 |
2.9% |
15.50 |
1.1% |
56% |
False |
False |
15,004 |
10 |
1,417.00 |
1,367.75 |
49.25 |
3.5% |
14.50 |
1.0% |
63% |
False |
False |
10,223 |
20 |
1,424.00 |
1,333.75 |
90.25 |
6.5% |
18.75 |
1.3% |
72% |
False |
False |
7,145 |
40 |
1,452.50 |
1,333.75 |
118.75 |
8.5% |
18.00 |
1.3% |
55% |
False |
False |
4,225 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
16.50 |
1.2% |
51% |
False |
False |
3,288 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
14.75 |
1.0% |
51% |
False |
False |
2,563 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
14.00 |
1.0% |
58% |
False |
False |
2,063 |
120 |
1,461.00 |
1,293.00 |
168.00 |
12.0% |
13.00 |
0.9% |
63% |
False |
False |
1,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.50 |
2.618 |
1,430.50 |
1.618 |
1,420.75 |
1.000 |
1,414.75 |
0.618 |
1,411.00 |
HIGH |
1,405.00 |
0.618 |
1,401.25 |
0.500 |
1,400.00 |
0.382 |
1,399.00 |
LOW |
1,395.25 |
0.618 |
1,389.25 |
1.000 |
1,385.50 |
1.618 |
1,379.50 |
2.618 |
1,369.75 |
4.250 |
1,353.75 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,400.00 |
1,406.00 |
PP |
1,399.75 |
1,403.75 |
S1 |
1,399.50 |
1,401.50 |
|