Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,027.73 |
12,966.45 |
-61.28 |
-0.5% |
13,008.30 |
High |
13,087.32 |
13,022.51 |
-64.81 |
-0.5% |
13,062.56 |
Low |
12,959.42 |
12,940.07 |
-19.35 |
-0.1% |
12,765.32 |
Close |
12,965.60 |
12,951.78 |
-13.82 |
-0.1% |
13,025.58 |
Range |
127.90 |
82.44 |
-45.46 |
-35.5% |
297.24 |
ATR |
136.53 |
132.66 |
-3.86 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,218.77 |
13,167.72 |
12,997.12 |
|
R3 |
13,136.33 |
13,085.28 |
12,974.45 |
|
R2 |
13,053.89 |
13,053.89 |
12,966.89 |
|
R1 |
13,002.84 |
13,002.84 |
12,959.34 |
12,987.15 |
PP |
12,971.45 |
12,971.45 |
12,971.45 |
12,963.61 |
S1 |
12,920.40 |
12,920.40 |
12,944.22 |
12,904.71 |
S2 |
12,889.01 |
12,889.01 |
12,936.67 |
|
S3 |
12,806.57 |
12,837.96 |
12,929.11 |
|
S4 |
12,724.13 |
12,755.52 |
12,906.44 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,842.87 |
13,731.47 |
13,189.06 |
|
R3 |
13,545.63 |
13,434.23 |
13,107.32 |
|
R2 |
13,248.39 |
13,248.39 |
13,080.07 |
|
R1 |
13,136.99 |
13,136.99 |
13,052.83 |
13,192.69 |
PP |
12,951.15 |
12,951.15 |
12,951.15 |
12,979.01 |
S1 |
12,839.75 |
12,839.75 |
12,998.33 |
12,895.45 |
S2 |
12,653.91 |
12,653.91 |
12,971.09 |
|
S3 |
12,356.67 |
12,542.51 |
12,943.84 |
|
S4 |
12,059.43 |
12,245.27 |
12,862.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,087.32 |
12,765.32 |
322.00 |
2.5% |
119.96 |
0.9% |
58% |
False |
False |
|
10 |
13,087.32 |
12,701.07 |
386.25 |
3.0% |
116.59 |
0.9% |
65% |
False |
False |
|
20 |
13,290.75 |
12,471.49 |
819.26 |
6.3% |
146.85 |
1.1% |
59% |
False |
False |
|
40 |
13,610.38 |
12,471.49 |
1,138.89 |
8.8% |
136.75 |
1.1% |
42% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
126.30 |
1.0% |
40% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
119.81 |
0.9% |
40% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
125.71 |
1.0% |
40% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.4% |
130.11 |
1.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,372.88 |
2.618 |
13,238.34 |
1.618 |
13,155.90 |
1.000 |
13,104.95 |
0.618 |
13,073.46 |
HIGH |
13,022.51 |
0.618 |
12,991.02 |
0.500 |
12,981.29 |
0.382 |
12,971.56 |
LOW |
12,940.07 |
0.618 |
12,889.12 |
1.000 |
12,857.63 |
1.618 |
12,806.68 |
2.618 |
12,724.24 |
4.250 |
12,589.70 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
12,981.29 |
13,013.70 |
PP |
12,971.45 |
12,993.06 |
S1 |
12,961.62 |
12,972.42 |
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