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 |
1,721.2 |
1,700.1 |
-21.1 |
-1.2% |
1,755.0 |
High |
1,721.2 |
1,709.9 |
-11.3 |
-0.7% |
1,756.2 |
Low |
1,695.0 |
1,688.3 |
-6.7 |
-0.4% |
1,710.0 |
Close |
1,697.9 |
1,695.9 |
-2.0 |
-0.1% |
1,714.8 |
Range |
26.2 |
21.6 |
-4.6 |
-17.6% |
46.2 |
ATR |
17.6 |
17.9 |
0.3 |
1.6% |
0.0 |
Volume |
1,704 |
4,912 |
3,208 |
188.3% |
17,977 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.8 |
1,751.0 |
1,707.8 |
|
R3 |
1,741.2 |
1,729.4 |
1,701.8 |
|
R2 |
1,719.6 |
1,719.6 |
1,699.9 |
|
R1 |
1,707.8 |
1,707.8 |
1,697.9 |
1,702.9 |
PP |
1,698.0 |
1,698.0 |
1,698.0 |
1,695.6 |
S1 |
1,686.2 |
1,686.2 |
1,693.9 |
1,681.3 |
S2 |
1,676.4 |
1,676.4 |
1,691.9 |
|
S3 |
1,654.8 |
1,664.6 |
1,690.0 |
|
S4 |
1,633.2 |
1,643.0 |
1,684.0 |
|
|
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 |
1,735.6 |
1,688.3 |
47.3 |
2.8% |
17.6 |
1.0% |
16% |
False |
True |
3,160 |
10 |
1,757.9 |
1,688.3 |
69.6 |
4.1% |
17.6 |
1.0% |
11% |
False |
True |
3,172 |
20 |
1,757.9 |
1,688.3 |
69.6 |
4.1% |
16.3 |
1.0% |
11% |
False |
True |
2,883 |
40 |
1,779.3 |
1,678.0 |
101.3 |
6.0% |
16.0 |
0.9% |
18% |
False |
False |
1,869 |
60 |
1,801.8 |
1,678.0 |
123.8 |
7.3% |
16.4 |
1.0% |
14% |
False |
False |
1,643 |
80 |
1,801.8 |
1,598.8 |
203.0 |
12.0% |
16.1 |
0.9% |
48% |
False |
False |
1,349 |
100 |
1,801.8 |
1,579.4 |
222.4 |
13.1% |
14.4 |
0.8% |
52% |
False |
False |
1,178 |
120 |
1,801.8 |
1,558.6 |
243.2 |
14.3% |
13.7 |
0.8% |
56% |
False |
False |
1,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.7 |
2.618 |
1,766.4 |
1.618 |
1,744.8 |
1.000 |
1,731.5 |
0.618 |
1,723.2 |
HIGH |
1,709.9 |
0.618 |
1,701.6 |
0.500 |
1,699.1 |
0.382 |
1,696.6 |
LOW |
1,688.3 |
0.618 |
1,675.0 |
1.000 |
1,666.7 |
1.618 |
1,653.4 |
2.618 |
1,631.8 |
4.250 |
1,596.5 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,699.1 |
1,707.3 |
PP |
1,698.0 |
1,703.5 |
S1 |
1,697.0 |
1,699.7 |
|