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 |
1,400.25 |
1,406.00 |
5.75 |
0.4% |
1,406.75 |
High |
1,407.25 |
1,415.75 |
8.50 |
0.6% |
1,417.00 |
Low |
1,398.00 |
1,402.25 |
4.25 |
0.3% |
1,390.50 |
Close |
1,406.75 |
1,409.75 |
3.00 |
0.2% |
1,409.75 |
Range |
9.25 |
13.50 |
4.25 |
45.9% |
26.50 |
ATR |
16.43 |
16.22 |
-0.21 |
-1.3% |
0.00 |
Volume |
22,978 |
67,734 |
44,756 |
194.8% |
163,249 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.75 |
1,443.25 |
1,417.25 |
|
R3 |
1,436.25 |
1,429.75 |
1,413.50 |
|
R2 |
1,422.75 |
1,422.75 |
1,412.25 |
|
R1 |
1,416.25 |
1,416.25 |
1,411.00 |
1,419.50 |
PP |
1,409.25 |
1,409.25 |
1,409.25 |
1,411.00 |
S1 |
1,402.75 |
1,402.75 |
1,408.50 |
1,406.00 |
S2 |
1,395.75 |
1,395.75 |
1,407.25 |
|
S3 |
1,382.25 |
1,389.25 |
1,406.00 |
|
S4 |
1,368.75 |
1,375.75 |
1,402.25 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.25 |
1,474.00 |
1,424.25 |
|
R3 |
1,458.75 |
1,447.50 |
1,417.00 |
|
R2 |
1,432.25 |
1,432.25 |
1,414.50 |
|
R1 |
1,421.00 |
1,421.00 |
1,412.25 |
1,426.50 |
PP |
1,405.75 |
1,405.75 |
1,405.75 |
1,408.50 |
S1 |
1,394.50 |
1,394.50 |
1,407.25 |
1,400.00 |
S2 |
1,379.25 |
1,379.25 |
1,405.00 |
|
S3 |
1,352.75 |
1,368.00 |
1,402.50 |
|
S4 |
1,326.25 |
1,341.50 |
1,395.25 |
|
|
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% |
13.75 |
1.0% |
73% |
False |
False |
32,649 |
10 |
1,417.00 |
1,376.50 |
40.50 |
2.9% |
14.00 |
1.0% |
82% |
False |
False |
20,465 |
20 |
1,417.00 |
1,333.75 |
83.25 |
5.9% |
16.25 |
1.2% |
91% |
False |
False |
12,741 |
40 |
1,452.50 |
1,333.75 |
118.75 |
8.4% |
17.75 |
1.3% |
64% |
False |
False |
7,140 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
16.25 |
1.2% |
60% |
False |
False |
5,301 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
14.75 |
1.1% |
60% |
False |
False |
4,053 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
14.00 |
1.0% |
65% |
False |
False |
3,273 |
120 |
1,461.00 |
1,293.00 |
168.00 |
11.9% |
13.25 |
0.9% |
69% |
False |
False |
2,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.00 |
2.618 |
1,451.00 |
1.618 |
1,437.50 |
1.000 |
1,429.25 |
0.618 |
1,424.00 |
HIGH |
1,415.75 |
0.618 |
1,410.50 |
0.500 |
1,409.00 |
0.382 |
1,407.50 |
LOW |
1,402.25 |
0.618 |
1,394.00 |
1.000 |
1,388.75 |
1.618 |
1,380.50 |
2.618 |
1,367.00 |
4.250 |
1,345.00 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,409.50 |
1,407.50 |
PP |
1,409.25 |
1,405.25 |
S1 |
1,409.00 |
1,403.00 |
|