Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,241.38 |
13,170.80 |
-70.58 |
-0.5% |
13,154.89 |
High |
13,264.41 |
13,190.41 |
-74.00 |
-0.6% |
13,329.44 |
Low |
13,147.19 |
13,118.46 |
-28.73 |
-0.2% |
13,118.46 |
Close |
13,170.72 |
13,135.01 |
-35.71 |
-0.3% |
13,135.01 |
Range |
117.22 |
71.95 |
-45.27 |
-38.6% |
210.98 |
ATR |
121.22 |
117.70 |
-3.52 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,363.81 |
13,321.36 |
13,174.58 |
|
R3 |
13,291.86 |
13,249.41 |
13,154.80 |
|
R2 |
13,219.91 |
13,219.91 |
13,148.20 |
|
R1 |
13,177.46 |
13,177.46 |
13,141.61 |
13,162.71 |
PP |
13,147.96 |
13,147.96 |
13,147.96 |
13,140.59 |
S1 |
13,105.51 |
13,105.51 |
13,128.41 |
13,090.76 |
S2 |
13,076.01 |
13,076.01 |
13,121.82 |
|
S3 |
13,004.06 |
13,033.56 |
13,115.22 |
|
S4 |
12,932.11 |
12,961.61 |
13,095.44 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,827.24 |
13,692.11 |
13,251.05 |
|
R3 |
13,616.26 |
13,481.13 |
13,193.03 |
|
R2 |
13,405.28 |
13,405.28 |
13,173.69 |
|
R1 |
13,270.15 |
13,270.15 |
13,154.35 |
13,232.23 |
PP |
13,194.30 |
13,194.30 |
13,194.30 |
13,175.34 |
S1 |
13,059.17 |
13,059.17 |
13,115.67 |
13,021.25 |
S2 |
12,983.32 |
12,983.32 |
13,096.33 |
|
S3 |
12,772.34 |
12,848.19 |
13,076.99 |
|
S4 |
12,561.36 |
12,637.21 |
13,018.97 |
|
|
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 |
13,118.46 |
210.98 |
1.6% |
96.73 |
0.7% |
8% |
False |
True |
|
10 |
13,329.44 |
12,923.44 |
406.00 |
3.1% |
101.31 |
0.8% |
52% |
False |
False |
|
20 |
13,329.44 |
12,471.49 |
857.95 |
6.5% |
115.36 |
0.9% |
77% |
False |
False |
|
40 |
13,588.73 |
12,471.49 |
1,117.24 |
8.5% |
135.00 |
1.0% |
59% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
126.38 |
1.0% |
56% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
121.21 |
0.9% |
56% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
120.55 |
0.9% |
56% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.2% |
126.18 |
1.0% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,496.20 |
2.618 |
13,378.78 |
1.618 |
13,306.83 |
1.000 |
13,262.36 |
0.618 |
13,234.88 |
HIGH |
13,190.41 |
0.618 |
13,162.93 |
0.500 |
13,154.44 |
0.382 |
13,145.94 |
LOW |
13,118.46 |
0.618 |
13,073.99 |
1.000 |
13,046.51 |
1.618 |
13,002.04 |
2.618 |
12,930.09 |
4.250 |
12,812.67 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,154.44 |
13,223.95 |
PP |
13,147.96 |
13,194.30 |
S1 |
13,141.49 |
13,164.66 |
|