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 |
1,697.3 |
1,703.0 |
5.7 |
0.3% |
1,718.5 |
High |
1,705.4 |
1,708.4 |
3.0 |
0.2% |
1,726.2 |
Low |
1,689.2 |
1,686.4 |
-2.8 |
-0.2% |
1,686.4 |
Close |
1,703.9 |
1,707.6 |
3.7 |
0.2% |
1,707.6 |
Range |
16.2 |
22.0 |
5.8 |
35.8% |
39.8 |
ATR |
17.8 |
18.1 |
0.3 |
1.7% |
0.0 |
Volume |
5,172 |
1,856 |
-3,316 |
-64.1% |
14,786 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.8 |
1,759.2 |
1,719.7 |
|
R3 |
1,744.8 |
1,737.2 |
1,713.7 |
|
R2 |
1,722.8 |
1,722.8 |
1,711.6 |
|
R1 |
1,715.2 |
1,715.2 |
1,709.6 |
1,719.0 |
PP |
1,700.8 |
1,700.8 |
1,700.8 |
1,702.7 |
S1 |
1,693.2 |
1,693.2 |
1,705.6 |
1,697.0 |
S2 |
1,678.8 |
1,678.8 |
1,703.6 |
|
S3 |
1,656.8 |
1,671.2 |
1,701.6 |
|
S4 |
1,634.8 |
1,649.2 |
1,695.5 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.1 |
1,806.7 |
1,729.5 |
|
R3 |
1,786.3 |
1,766.9 |
1,718.5 |
|
R2 |
1,746.5 |
1,746.5 |
1,714.9 |
|
R1 |
1,727.1 |
1,727.1 |
1,711.2 |
1,716.9 |
PP |
1,706.7 |
1,706.7 |
1,706.7 |
1,701.7 |
S1 |
1,687.3 |
1,687.3 |
1,704.0 |
1,677.1 |
S2 |
1,666.9 |
1,666.9 |
1,700.3 |
|
S3 |
1,627.1 |
1,647.5 |
1,696.7 |
|
S4 |
1,587.3 |
1,607.7 |
1,685.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,726.2 |
1,686.4 |
39.8 |
2.3% |
18.9 |
1.1% |
53% |
False |
True |
2,957 |
10 |
1,756.2 |
1,686.4 |
69.8 |
4.1% |
18.0 |
1.1% |
30% |
False |
True |
3,276 |
20 |
1,757.9 |
1,686.4 |
71.5 |
4.2% |
15.9 |
0.9% |
30% |
False |
True |
2,866 |
40 |
1,776.6 |
1,678.0 |
98.6 |
5.8% |
16.4 |
1.0% |
30% |
False |
False |
2,016 |
60 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
16.0 |
0.9% |
24% |
False |
False |
1,711 |
80 |
1,801.8 |
1,607.8 |
194.0 |
11.4% |
16.1 |
0.9% |
51% |
False |
False |
1,422 |
100 |
1,801.8 |
1,584.7 |
217.1 |
12.7% |
14.6 |
0.9% |
57% |
False |
False |
1,245 |
120 |
1,801.8 |
1,558.6 |
243.2 |
14.2% |
13.9 |
0.8% |
61% |
False |
False |
1,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.9 |
2.618 |
1,766.0 |
1.618 |
1,744.0 |
1.000 |
1,730.4 |
0.618 |
1,722.0 |
HIGH |
1,708.4 |
0.618 |
1,700.0 |
0.500 |
1,697.4 |
0.382 |
1,694.8 |
LOW |
1,686.4 |
0.618 |
1,672.8 |
1.000 |
1,664.4 |
1.618 |
1,650.8 |
2.618 |
1,628.8 |
4.250 |
1,592.9 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,704.2 |
1,704.5 |
PP |
1,700.8 |
1,701.3 |
S1 |
1,697.4 |
1,698.2 |
|