Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,399.75 |
1,396.75 |
-3.00 |
-0.2% |
1,395.25 |
High |
1,405.00 |
1,408.25 |
3.25 |
0.2% |
1,412.50 |
Low |
1,395.25 |
1,390.50 |
-4.75 |
-0.3% |
1,376.50 |
Close |
1,399.00 |
1,402.00 |
3.00 |
0.2% |
1,407.75 |
Range |
9.75 |
17.75 |
8.00 |
82.1% |
36.00 |
ATR |
16.92 |
16.98 |
0.06 |
0.3% |
0.00 |
Volume |
35,814 |
30,268 |
-5,546 |
-15.5% |
41,408 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.50 |
1,445.50 |
1,411.75 |
|
R3 |
1,435.75 |
1,427.75 |
1,407.00 |
|
R2 |
1,418.00 |
1,418.00 |
1,405.25 |
|
R1 |
1,410.00 |
1,410.00 |
1,403.75 |
1,414.00 |
PP |
1,400.25 |
1,400.25 |
1,400.25 |
1,402.25 |
S1 |
1,392.25 |
1,392.25 |
1,400.25 |
1,396.25 |
S2 |
1,382.50 |
1,382.50 |
1,398.75 |
|
S3 |
1,364.75 |
1,374.50 |
1,397.00 |
|
S4 |
1,347.00 |
1,356.75 |
1,392.25 |
|
|
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 |
1,390.50 |
26.50 |
1.9% |
14.00 |
1.0% |
43% |
False |
True |
19,703 |
10 |
1,417.00 |
1,370.75 |
46.25 |
3.3% |
14.75 |
1.1% |
68% |
False |
False |
12,527 |
20 |
1,424.00 |
1,333.75 |
90.25 |
6.4% |
18.75 |
1.3% |
76% |
False |
False |
8,423 |
40 |
1,452.50 |
1,333.75 |
118.75 |
8.5% |
18.00 |
1.3% |
57% |
False |
False |
4,952 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
16.50 |
1.2% |
54% |
False |
False |
3,791 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
14.75 |
1.1% |
54% |
False |
False |
2,940 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
14.25 |
1.0% |
60% |
False |
False |
2,366 |
120 |
1,461.00 |
1,293.00 |
168.00 |
12.0% |
13.00 |
0.9% |
65% |
False |
False |
1,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.75 |
2.618 |
1,454.75 |
1.618 |
1,437.00 |
1.000 |
1,426.00 |
0.618 |
1,419.25 |
HIGH |
1,408.25 |
0.618 |
1,401.50 |
0.500 |
1,399.50 |
0.382 |
1,397.25 |
LOW |
1,390.50 |
0.618 |
1,379.50 |
1.000 |
1,372.75 |
1.618 |
1,361.75 |
2.618 |
1,344.00 |
4.250 |
1,315.00 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,401.00 |
1,403.75 |
PP |
1,400.25 |
1,403.25 |
S1 |
1,399.50 |
1,402.50 |
|