Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,236.61 |
13,351.04 |
114.43 |
0.9% |
13,154.89 |
High |
13,365.86 |
13,357.70 |
-8.16 |
-0.1% |
13,329.44 |
Low |
13,232.58 |
13,251.74 |
19.16 |
0.1% |
13,118.46 |
Close |
13,350.96 |
13,251.97 |
-98.99 |
-0.7% |
13,135.01 |
Range |
133.28 |
105.96 |
-27.32 |
-20.5% |
210.98 |
ATR |
118.28 |
117.40 |
-0.88 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,605.02 |
13,534.45 |
13,310.25 |
|
R3 |
13,499.06 |
13,428.49 |
13,281.11 |
|
R2 |
13,393.10 |
13,393.10 |
13,271.40 |
|
R1 |
13,322.53 |
13,322.53 |
13,261.68 |
13,304.84 |
PP |
13,287.14 |
13,287.14 |
13,287.14 |
13,278.29 |
S1 |
13,216.57 |
13,216.57 |
13,242.26 |
13,198.88 |
S2 |
13,181.18 |
13,181.18 |
13,232.54 |
|
S3 |
13,075.22 |
13,110.61 |
13,222.83 |
|
S4 |
12,969.26 |
13,004.65 |
13,193.69 |
|
|
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% |
107.62 |
0.8% |
54% |
False |
False |
|
10 |
13,365.86 |
13,007.84 |
358.02 |
2.7% |
98.61 |
0.7% |
68% |
False |
False |
|
20 |
13,365.86 |
12,765.32 |
600.54 |
4.5% |
110.50 |
0.8% |
81% |
False |
False |
|
40 |
13,365.86 |
12,471.49 |
894.37 |
6.7% |
132.61 |
1.0% |
87% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
128.00 |
1.0% |
66% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
121.10 |
0.9% |
66% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
118.09 |
0.9% |
66% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
125.63 |
0.9% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,808.03 |
2.618 |
13,635.10 |
1.618 |
13,529.14 |
1.000 |
13,463.66 |
0.618 |
13,423.18 |
HIGH |
13,357.70 |
0.618 |
13,317.22 |
0.500 |
13,304.72 |
0.382 |
13,292.22 |
LOW |
13,251.74 |
0.618 |
13,186.26 |
1.000 |
13,145.78 |
1.618 |
13,080.30 |
2.618 |
12,974.34 |
4.250 |
12,801.41 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,304.72 |
13,251.40 |
PP |
13,287.14 |
13,250.82 |
S1 |
13,269.55 |
13,250.25 |
|