Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,072.87 |
13,154.89 |
82.02 |
0.6% |
13,027.73 |
High |
13,157.28 |
13,195.35 |
38.07 |
0.3% |
13,157.28 |
Low |
13,072.87 |
13,139.08 |
66.21 |
0.5% |
12,923.44 |
Close |
13,155.13 |
13,169.88 |
14.75 |
0.1% |
13,155.13 |
Range |
84.41 |
56.27 |
-28.14 |
-33.3% |
233.84 |
ATR |
127.03 |
121.98 |
-5.05 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,336.91 |
13,309.67 |
13,200.83 |
|
R3 |
13,280.64 |
13,253.40 |
13,185.35 |
|
R2 |
13,224.37 |
13,224.37 |
13,180.20 |
|
R1 |
13,197.13 |
13,197.13 |
13,175.04 |
13,210.75 |
PP |
13,168.10 |
13,168.10 |
13,168.10 |
13,174.92 |
S1 |
13,140.86 |
13,140.86 |
13,164.72 |
13,154.48 |
S2 |
13,111.83 |
13,111.83 |
13,159.56 |
|
S3 |
13,055.56 |
13,084.59 |
13,154.41 |
|
S4 |
12,999.29 |
13,028.32 |
13,138.93 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,780.14 |
13,701.47 |
13,283.74 |
|
R3 |
13,546.30 |
13,467.63 |
13,219.44 |
|
R2 |
13,312.46 |
13,312.46 |
13,198.00 |
|
R1 |
13,233.79 |
13,233.79 |
13,176.57 |
13,273.13 |
PP |
13,078.62 |
13,078.62 |
13,078.62 |
13,098.28 |
S1 |
12,999.95 |
12,999.95 |
13,133.69 |
13,039.29 |
S2 |
12,844.78 |
12,844.78 |
13,112.26 |
|
S3 |
12,610.94 |
12,766.11 |
13,090.82 |
|
S4 |
12,377.10 |
12,532.27 |
13,026.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,195.35 |
12,923.44 |
271.91 |
2.1% |
91.57 |
0.7% |
91% |
True |
False |
|
10 |
13,195.35 |
12,765.32 |
430.03 |
3.3% |
108.71 |
0.8% |
94% |
True |
False |
|
20 |
13,195.35 |
12,471.49 |
723.86 |
5.5% |
123.35 |
0.9% |
96% |
True |
False |
|
40 |
13,588.73 |
12,471.49 |
1,117.24 |
8.5% |
135.36 |
1.0% |
63% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
124.59 |
0.9% |
59% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
120.24 |
0.9% |
59% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
122.93 |
0.9% |
59% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.2% |
128.53 |
1.0% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,434.50 |
2.618 |
13,342.66 |
1.618 |
13,286.39 |
1.000 |
13,251.62 |
0.618 |
13,230.12 |
HIGH |
13,195.35 |
0.618 |
13,173.85 |
0.500 |
13,167.22 |
0.382 |
13,160.58 |
LOW |
13,139.08 |
0.618 |
13,104.31 |
1.000 |
13,082.81 |
1.618 |
13,048.04 |
2.618 |
12,991.77 |
4.250 |
12,899.93 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,168.99 |
13,147.12 |
PP |
13,168.10 |
13,124.36 |
S1 |
13,167.22 |
13,101.60 |
|