Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
142.14 |
142.80 |
0.66 |
0.5% |
140.65 |
High |
142.42 |
142.92 |
0.50 |
0.4% |
142.51 |
Low |
141.66 |
141.34 |
-0.32 |
-0.2% |
139.00 |
Close |
142.16 |
141.45 |
-0.71 |
-0.5% |
142.16 |
Range |
0.76 |
1.58 |
0.82 |
107.9% |
3.51 |
ATR |
1.61 |
1.61 |
0.00 |
-0.1% |
0.00 |
Volume |
136,568,203 |
124,656,203 |
-11,912,000 |
-8.7% |
693,510,805 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.64 |
145.63 |
142.32 |
|
R3 |
145.06 |
144.05 |
141.88 |
|
R2 |
143.48 |
143.48 |
141.74 |
|
R1 |
142.47 |
142.47 |
141.59 |
142.19 |
PP |
141.90 |
141.90 |
141.90 |
141.76 |
S1 |
140.89 |
140.89 |
141.31 |
140.61 |
S2 |
140.32 |
140.32 |
141.16 |
|
S3 |
138.74 |
139.31 |
141.02 |
|
S4 |
137.16 |
137.73 |
140.58 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.75 |
150.47 |
144.09 |
|
R3 |
148.24 |
146.96 |
143.13 |
|
R2 |
144.73 |
144.73 |
142.80 |
|
R1 |
143.45 |
143.45 |
142.48 |
144.09 |
PP |
141.22 |
141.22 |
141.22 |
141.55 |
S1 |
139.94 |
139.94 |
141.84 |
140.58 |
S2 |
137.71 |
137.71 |
141.52 |
|
S3 |
134.20 |
136.43 |
141.19 |
|
S4 |
130.69 |
132.92 |
140.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.92 |
139.00 |
3.92 |
2.8% |
1.43 |
1.0% |
63% |
True |
False |
143,608,540 |
10 |
142.92 |
136.41 |
6.51 |
4.6% |
1.43 |
1.0% |
77% |
True |
False |
123,658,981 |
20 |
143.52 |
134.70 |
8.82 |
6.2% |
1.64 |
1.2% |
77% |
False |
False |
145,936,285 |
40 |
147.16 |
134.70 |
12.46 |
8.8% |
1.51 |
1.1% |
54% |
False |
False |
137,668,024 |
60 |
148.11 |
134.70 |
13.41 |
9.5% |
1.42 |
1.0% |
50% |
False |
False |
134,128,044 |
80 |
148.11 |
134.70 |
13.41 |
9.5% |
1.31 |
0.9% |
50% |
False |
False |
124,869,555 |
100 |
148.11 |
132.60 |
15.51 |
11.0% |
1.35 |
1.0% |
57% |
False |
False |
127,868,975 |
120 |
148.11 |
130.85 |
17.26 |
12.2% |
1.39 |
1.0% |
61% |
False |
False |
132,397,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.64 |
2.618 |
147.06 |
1.618 |
145.48 |
1.000 |
144.50 |
0.618 |
143.90 |
HIGH |
142.92 |
0.618 |
142.32 |
0.500 |
142.13 |
0.382 |
141.94 |
LOW |
141.34 |
0.618 |
140.36 |
1.000 |
139.76 |
1.618 |
138.78 |
2.618 |
137.20 |
4.250 |
134.63 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
142.13 |
142.13 |
PP |
141.90 |
141.90 |
S1 |
141.68 |
141.68 |
|