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 |
1,703.4 |
1,698.7 |
-4.7 |
-0.3% |
1,758.0 |
High |
1,712.0 |
1,708.0 |
-4.0 |
-0.2% |
1,758.4 |
Low |
1,690.3 |
1,691.9 |
1.6 |
0.1% |
1,712.9 |
Close |
1,698.0 |
1,706.0 |
8.0 |
0.5% |
1,716.9 |
Range |
21.7 |
16.1 |
-5.6 |
-25.8% |
45.5 |
ATR |
18.1 |
18.0 |
-0.1 |
-0.8% |
0.0 |
Volume |
4,694 |
2,009 |
-2,685 |
-57.2% |
12,354 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,750.3 |
1,744.2 |
1,714.9 |
|
R3 |
1,734.2 |
1,728.1 |
1,710.4 |
|
R2 |
1,718.1 |
1,718.1 |
1,709.0 |
|
R1 |
1,712.0 |
1,712.0 |
1,707.5 |
1,715.1 |
PP |
1,702.0 |
1,702.0 |
1,702.0 |
1,703.5 |
S1 |
1,695.9 |
1,695.9 |
1,704.5 |
1,699.0 |
S2 |
1,685.9 |
1,685.9 |
1,703.0 |
|
S3 |
1,669.8 |
1,679.8 |
1,701.6 |
|
S4 |
1,653.7 |
1,663.7 |
1,697.1 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.9 |
1,836.9 |
1,741.9 |
|
R3 |
1,820.4 |
1,791.4 |
1,729.4 |
|
R2 |
1,774.9 |
1,774.9 |
1,725.2 |
|
R1 |
1,745.9 |
1,745.9 |
1,721.1 |
1,737.7 |
PP |
1,729.4 |
1,729.4 |
1,729.4 |
1,725.3 |
S1 |
1,700.4 |
1,700.4 |
1,712.7 |
1,692.2 |
S2 |
1,683.9 |
1,683.9 |
1,708.6 |
|
S3 |
1,638.4 |
1,654.9 |
1,704.4 |
|
S4 |
1,592.9 |
1,609.4 |
1,691.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,737.3 |
1,690.0 |
47.3 |
2.8% |
19.6 |
1.1% |
34% |
False |
False |
2,109 |
10 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
18.2 |
1.1% |
23% |
False |
False |
2,205 |
20 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
15.9 |
0.9% |
23% |
False |
False |
2,049 |
40 |
1,780.7 |
1,679.1 |
101.6 |
6.0% |
16.0 |
0.9% |
26% |
False |
False |
1,744 |
60 |
1,803.0 |
1,679.1 |
123.9 |
7.3% |
16.2 |
1.0% |
22% |
False |
False |
1,492 |
80 |
1,803.0 |
1,601.3 |
201.7 |
11.8% |
16.0 |
0.9% |
52% |
False |
False |
1,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,776.4 |
2.618 |
1,750.1 |
1.618 |
1,734.0 |
1.000 |
1,724.1 |
0.618 |
1,717.9 |
HIGH |
1,708.0 |
0.618 |
1,701.8 |
0.500 |
1,700.0 |
0.382 |
1,698.1 |
LOW |
1,691.9 |
0.618 |
1,682.0 |
1.000 |
1,675.8 |
1.618 |
1,665.9 |
2.618 |
1,649.8 |
4.250 |
1,623.5 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,704.0 |
1,705.6 |
PP |
1,702.0 |
1,705.2 |
S1 |
1,700.0 |
1,704.8 |
|