Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,135.17 |
13,236.61 |
101.44 |
0.8% |
13,154.89 |
High |
13,244.33 |
13,365.86 |
121.53 |
0.9% |
13,329.44 |
Low |
13,134.63 |
13,232.58 |
97.95 |
0.7% |
13,118.46 |
Close |
13,235.39 |
13,350.96 |
115.57 |
0.9% |
13,135.01 |
Range |
109.70 |
133.28 |
23.58 |
21.5% |
210.98 |
ATR |
117.13 |
118.28 |
1.15 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,716.31 |
13,666.91 |
13,424.26 |
|
R3 |
13,583.03 |
13,533.63 |
13,387.61 |
|
R2 |
13,449.75 |
13,449.75 |
13,375.39 |
|
R1 |
13,400.35 |
13,400.35 |
13,363.18 |
13,425.05 |
PP |
13,316.47 |
13,316.47 |
13,316.47 |
13,328.82 |
S1 |
13,267.07 |
13,267.07 |
13,338.74 |
13,291.77 |
S2 |
13,183.19 |
13,183.19 |
13,326.53 |
|
S3 |
13,049.91 |
13,133.79 |
13,314.31 |
|
S4 |
12,916.63 |
13,000.51 |
13,277.66 |
|
|
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 |
13,365.86 |
13,118.46 |
247.40 |
1.9% |
106.83 |
0.8% |
94% |
True |
False |
|
10 |
13,365.86 |
12,923.44 |
442.42 |
3.3% |
104.58 |
0.8% |
97% |
True |
False |
|
20 |
13,365.86 |
12,701.07 |
664.79 |
5.0% |
110.58 |
0.8% |
98% |
True |
False |
|
40 |
13,368.55 |
12,471.49 |
897.06 |
6.7% |
133.30 |
1.0% |
98% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
127.57 |
1.0% |
74% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
121.62 |
0.9% |
74% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
119.33 |
0.9% |
74% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.1% |
126.22 |
0.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,932.30 |
2.618 |
13,714.79 |
1.618 |
13,581.51 |
1.000 |
13,499.14 |
0.618 |
13,448.23 |
HIGH |
13,365.86 |
0.618 |
13,314.95 |
0.500 |
13,299.22 |
0.382 |
13,283.49 |
LOW |
13,232.58 |
0.618 |
13,150.21 |
1.000 |
13,099.30 |
1.618 |
13,016.93 |
2.618 |
12,883.65 |
4.250 |
12,666.14 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,333.71 |
13,314.69 |
PP |
13,316.47 |
13,278.43 |
S1 |
13,299.22 |
13,242.16 |
|