Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,154.89 |
13,170.34 |
15.45 |
0.1% |
13,027.73 |
High |
13,195.35 |
13,306.57 |
111.22 |
0.8% |
13,157.28 |
Low |
13,139.08 |
13,170.34 |
31.26 |
0.2% |
12,923.44 |
Close |
13,169.88 |
13,248.44 |
78.56 |
0.6% |
13,155.13 |
Range |
56.27 |
136.23 |
79.96 |
142.1% |
233.84 |
ATR |
121.98 |
123.03 |
1.05 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,650.47 |
13,585.69 |
13,323.37 |
|
R3 |
13,514.24 |
13,449.46 |
13,285.90 |
|
R2 |
13,378.01 |
13,378.01 |
13,273.42 |
|
R1 |
13,313.23 |
13,313.23 |
13,260.93 |
13,345.62 |
PP |
13,241.78 |
13,241.78 |
13,241.78 |
13,257.98 |
S1 |
13,177.00 |
13,177.00 |
13,235.95 |
13,209.39 |
S2 |
13,105.55 |
13,105.55 |
13,223.46 |
|
S3 |
12,969.32 |
13,040.77 |
13,210.98 |
|
S4 |
12,833.09 |
12,904.54 |
13,173.51 |
|
|
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 |
13,306.57 |
12,923.44 |
383.13 |
2.9% |
102.32 |
0.8% |
85% |
True |
False |
|
10 |
13,306.57 |
12,765.32 |
541.25 |
4.1% |
111.14 |
0.8% |
89% |
True |
False |
|
20 |
13,306.57 |
12,471.49 |
835.08 |
6.3% |
126.25 |
1.0% |
93% |
True |
False |
|
40 |
13,588.73 |
12,471.49 |
1,117.24 |
8.4% |
136.15 |
1.0% |
70% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
124.87 |
0.9% |
65% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
120.40 |
0.9% |
65% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
123.42 |
0.9% |
65% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.1% |
128.56 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,885.55 |
2.618 |
13,663.22 |
1.618 |
13,526.99 |
1.000 |
13,442.80 |
0.618 |
13,390.76 |
HIGH |
13,306.57 |
0.618 |
13,254.53 |
0.500 |
13,238.46 |
0.382 |
13,222.38 |
LOW |
13,170.34 |
0.618 |
13,086.15 |
1.000 |
13,034.11 |
1.618 |
12,949.92 |
2.618 |
12,813.69 |
4.250 |
12,591.36 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,245.11 |
13,228.87 |
PP |
13,241.78 |
13,209.29 |
S1 |
13,238.46 |
13,189.72 |
|