Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,250.05 |
13,241.38 |
-8.67 |
-0.1% |
13,027.73 |
High |
13,329.44 |
13,264.41 |
-65.03 |
-0.5% |
13,157.28 |
Low |
13,227.44 |
13,147.19 |
-80.25 |
-0.6% |
12,923.44 |
Close |
13,245.45 |
13,170.72 |
-74.73 |
-0.6% |
13,155.13 |
Range |
102.00 |
117.22 |
15.22 |
14.9% |
233.84 |
ATR |
121.52 |
121.22 |
-0.31 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,545.77 |
13,475.46 |
13,235.19 |
|
R3 |
13,428.55 |
13,358.24 |
13,202.96 |
|
R2 |
13,311.33 |
13,311.33 |
13,192.21 |
|
R1 |
13,241.02 |
13,241.02 |
13,181.47 |
13,217.57 |
PP |
13,194.11 |
13,194.11 |
13,194.11 |
13,182.38 |
S1 |
13,123.80 |
13,123.80 |
13,159.97 |
13,100.35 |
S2 |
13,076.89 |
13,076.89 |
13,149.23 |
|
S3 |
12,959.67 |
13,006.58 |
13,138.48 |
|
S4 |
12,842.45 |
12,889.36 |
13,106.25 |
|
|
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 |
13,329.44 |
13,072.87 |
256.57 |
1.9% |
99.23 |
0.8% |
38% |
False |
False |
|
10 |
13,329.44 |
12,923.44 |
406.00 |
3.1% |
100.62 |
0.8% |
61% |
False |
False |
|
20 |
13,329.44 |
12,471.49 |
857.95 |
6.5% |
116.97 |
0.9% |
82% |
False |
False |
|
40 |
13,588.73 |
12,471.49 |
1,117.24 |
8.5% |
135.52 |
1.0% |
63% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
126.35 |
1.0% |
59% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
122.11 |
0.9% |
59% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
121.92 |
0.9% |
59% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.2% |
127.10 |
1.0% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,762.60 |
2.618 |
13,571.29 |
1.618 |
13,454.07 |
1.000 |
13,381.63 |
0.618 |
13,336.85 |
HIGH |
13,264.41 |
0.618 |
13,219.63 |
0.500 |
13,205.80 |
0.382 |
13,191.97 |
LOW |
13,147.19 |
0.618 |
13,074.75 |
1.000 |
13,029.97 |
1.618 |
12,957.53 |
2.618 |
12,840.31 |
4.250 |
12,649.01 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,205.80 |
13,238.32 |
PP |
13,194.11 |
13,215.78 |
S1 |
13,182.41 |
13,193.25 |
|