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 |
1,718.5 |
1,721.2 |
2.7 |
0.2% |
1,755.0 |
High |
1,726.2 |
1,721.2 |
-5.0 |
-0.3% |
1,756.2 |
Low |
1,717.6 |
1,695.0 |
-22.6 |
-1.3% |
1,710.0 |
Close |
1,723.3 |
1,697.9 |
-25.4 |
-1.5% |
1,714.8 |
Range |
8.6 |
26.2 |
17.6 |
204.7% |
46.2 |
ATR |
16.8 |
17.6 |
0.8 |
4.9% |
0.0 |
Volume |
1,142 |
1,704 |
562 |
49.2% |
17,977 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.3 |
1,766.8 |
1,712.3 |
|
R3 |
1,757.1 |
1,740.6 |
1,705.1 |
|
R2 |
1,730.9 |
1,730.9 |
1,702.7 |
|
R1 |
1,714.4 |
1,714.4 |
1,700.3 |
1,709.6 |
PP |
1,704.7 |
1,704.7 |
1,704.7 |
1,702.3 |
S1 |
1,688.2 |
1,688.2 |
1,695.5 |
1,683.4 |
S2 |
1,678.5 |
1,678.5 |
1,693.1 |
|
S3 |
1,652.3 |
1,662.0 |
1,690.7 |
|
S4 |
1,626.1 |
1,635.8 |
1,683.5 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.6 |
1,836.4 |
1,740.2 |
|
R3 |
1,819.4 |
1,790.2 |
1,727.5 |
|
R2 |
1,773.2 |
1,773.2 |
1,723.3 |
|
R1 |
1,744.0 |
1,744.0 |
1,719.0 |
1,735.5 |
PP |
1,727.0 |
1,727.0 |
1,727.0 |
1,722.8 |
S1 |
1,697.8 |
1,697.8 |
1,710.6 |
1,689.3 |
S2 |
1,680.8 |
1,680.8 |
1,706.3 |
|
S3 |
1,634.6 |
1,651.6 |
1,702.1 |
|
S4 |
1,588.4 |
1,605.4 |
1,689.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,747.1 |
1,695.0 |
52.1 |
3.1% |
20.7 |
1.2% |
6% |
False |
True |
3,157 |
10 |
1,757.9 |
1,695.0 |
62.9 |
3.7% |
16.7 |
1.0% |
5% |
False |
True |
2,713 |
20 |
1,757.9 |
1,690.2 |
67.7 |
4.0% |
16.8 |
1.0% |
11% |
False |
False |
2,691 |
40 |
1,784.5 |
1,678.0 |
106.5 |
6.3% |
15.8 |
0.9% |
19% |
False |
False |
1,758 |
60 |
1,801.8 |
1,678.0 |
123.8 |
7.3% |
16.2 |
1.0% |
16% |
False |
False |
1,567 |
80 |
1,801.8 |
1,598.8 |
203.0 |
12.0% |
16.0 |
0.9% |
49% |
False |
False |
1,294 |
100 |
1,801.8 |
1,579.4 |
222.4 |
13.1% |
14.2 |
0.8% |
53% |
False |
False |
1,133 |
120 |
1,801.8 |
1,558.6 |
243.2 |
14.3% |
13.6 |
0.8% |
57% |
False |
False |
1,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,832.6 |
2.618 |
1,789.8 |
1.618 |
1,763.6 |
1.000 |
1,747.4 |
0.618 |
1,737.4 |
HIGH |
1,721.2 |
0.618 |
1,711.2 |
0.500 |
1,708.1 |
0.382 |
1,705.0 |
LOW |
1,695.0 |
0.618 |
1,678.8 |
1.000 |
1,668.8 |
1.618 |
1,652.6 |
2.618 |
1,626.4 |
4.250 |
1,583.7 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,708.1 |
1,715.3 |
PP |
1,704.7 |
1,709.5 |
S1 |
1,701.3 |
1,703.7 |
|