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 |
1,698.7 |
1,706.6 |
7.9 |
0.5% |
1,721.7 |
High |
1,708.0 |
1,709.8 |
1.8 |
0.1% |
1,726.6 |
Low |
1,691.9 |
1,691.1 |
-0.8 |
0.0% |
1,690.0 |
Close |
1,706.0 |
1,709.6 |
3.6 |
0.2% |
1,709.6 |
Range |
16.1 |
18.7 |
2.6 |
16.1% |
36.6 |
ATR |
18.0 |
18.0 |
0.1 |
0.3% |
0.0 |
Volume |
2,009 |
1,186 |
-823 |
-41.0% |
9,565 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.6 |
1,753.3 |
1,719.9 |
|
R3 |
1,740.9 |
1,734.6 |
1,714.7 |
|
R2 |
1,722.2 |
1,722.2 |
1,713.0 |
|
R1 |
1,715.9 |
1,715.9 |
1,711.3 |
1,719.1 |
PP |
1,703.5 |
1,703.5 |
1,703.5 |
1,705.1 |
S1 |
1,697.2 |
1,697.2 |
1,707.9 |
1,700.4 |
S2 |
1,684.8 |
1,684.8 |
1,706.2 |
|
S3 |
1,666.1 |
1,678.5 |
1,704.5 |
|
S4 |
1,647.4 |
1,659.8 |
1,699.3 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.5 |
1,800.7 |
1,729.7 |
|
R3 |
1,781.9 |
1,764.1 |
1,719.7 |
|
R2 |
1,745.3 |
1,745.3 |
1,716.3 |
|
R1 |
1,727.5 |
1,727.5 |
1,713.0 |
1,718.1 |
PP |
1,708.7 |
1,708.7 |
1,708.7 |
1,704.1 |
S1 |
1,690.9 |
1,690.9 |
1,706.2 |
1,681.5 |
S2 |
1,672.1 |
1,672.1 |
1,702.9 |
|
S3 |
1,635.5 |
1,654.3 |
1,699.5 |
|
S4 |
1,598.9 |
1,617.7 |
1,689.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,726.6 |
1,690.0 |
36.6 |
2.1% |
18.8 |
1.1% |
54% |
False |
False |
1,913 |
10 |
1,758.4 |
1,690.0 |
68.4 |
4.0% |
17.6 |
1.0% |
29% |
False |
False |
2,191 |
20 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
15.8 |
0.9% |
28% |
False |
False |
1,954 |
40 |
1,778.5 |
1,679.1 |
99.4 |
5.8% |
16.1 |
0.9% |
31% |
False |
False |
1,763 |
60 |
1,803.0 |
1,679.1 |
123.9 |
7.2% |
15.9 |
0.9% |
25% |
False |
False |
1,455 |
80 |
1,803.0 |
1,610.0 |
193.0 |
11.3% |
16.1 |
0.9% |
52% |
False |
False |
1,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,789.3 |
2.618 |
1,758.8 |
1.618 |
1,740.1 |
1.000 |
1,728.5 |
0.618 |
1,721.4 |
HIGH |
1,709.8 |
0.618 |
1,702.7 |
0.500 |
1,700.5 |
0.382 |
1,698.2 |
LOW |
1,691.1 |
0.618 |
1,679.5 |
1.000 |
1,672.4 |
1.618 |
1,660.8 |
2.618 |
1,642.1 |
4.250 |
1,611.6 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,706.6 |
1,706.8 |
PP |
1,703.5 |
1,704.0 |
S1 |
1,700.5 |
1,701.2 |
|