Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,700.1 |
1,697.3 |
-2.8 |
-0.2% |
1,755.0 |
High |
1,709.9 |
1,705.4 |
-4.5 |
-0.3% |
1,756.2 |
Low |
1,688.3 |
1,689.2 |
0.9 |
0.1% |
1,710.0 |
Close |
1,695.9 |
1,703.9 |
8.0 |
0.5% |
1,714.8 |
Range |
21.6 |
16.2 |
-5.4 |
-25.0% |
46.2 |
ATR |
17.9 |
17.8 |
-0.1 |
-0.7% |
0.0 |
Volume |
4,912 |
5,172 |
260 |
5.3% |
17,977 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.1 |
1,742.2 |
1,712.8 |
|
R3 |
1,731.9 |
1,726.0 |
1,708.4 |
|
R2 |
1,715.7 |
1,715.7 |
1,706.9 |
|
R1 |
1,709.8 |
1,709.8 |
1,705.4 |
1,712.8 |
PP |
1,699.5 |
1,699.5 |
1,699.5 |
1,701.0 |
S1 |
1,693.6 |
1,693.6 |
1,702.4 |
1,696.6 |
S2 |
1,683.3 |
1,683.3 |
1,700.9 |
|
S3 |
1,667.1 |
1,677.4 |
1,699.4 |
|
S4 |
1,650.9 |
1,661.2 |
1,695.0 |
|
|
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% |
19.1 |
1.1% |
33% |
False |
False |
2,986 |
10 |
1,757.9 |
1,688.3 |
69.6 |
4.1% |
18.3 |
1.1% |
22% |
False |
False |
3,418 |
20 |
1,757.9 |
1,688.3 |
69.6 |
4.1% |
15.8 |
0.9% |
22% |
False |
False |
3,018 |
40 |
1,779.3 |
1,678.0 |
101.3 |
5.9% |
16.2 |
0.9% |
26% |
False |
False |
1,990 |
60 |
1,801.8 |
1,678.0 |
123.8 |
7.3% |
16.4 |
1.0% |
21% |
False |
False |
1,720 |
80 |
1,801.8 |
1,598.8 |
203.0 |
11.9% |
16.0 |
0.9% |
52% |
False |
False |
1,401 |
100 |
1,801.8 |
1,579.4 |
222.4 |
13.1% |
14.4 |
0.8% |
56% |
False |
False |
1,228 |
120 |
1,801.8 |
1,558.6 |
243.2 |
14.3% |
13.8 |
0.8% |
60% |
False |
False |
1,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,774.3 |
2.618 |
1,747.8 |
1.618 |
1,731.6 |
1.000 |
1,721.6 |
0.618 |
1,715.4 |
HIGH |
1,705.4 |
0.618 |
1,699.2 |
0.500 |
1,697.3 |
0.382 |
1,695.4 |
LOW |
1,689.2 |
0.618 |
1,679.2 |
1.000 |
1,673.0 |
1.618 |
1,663.0 |
2.618 |
1,646.8 |
4.250 |
1,620.4 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,701.7 |
1,704.8 |
PP |
1,699.5 |
1,704.5 |
S1 |
1,697.3 |
1,704.2 |
|