Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,351.04 |
13,246.67 |
-104.37 |
-0.8% |
13,154.89 |
High |
13,357.70 |
13,314.64 |
-43.06 |
-0.3% |
13,329.44 |
Low |
13,251.74 |
13,216.03 |
-35.71 |
-0.3% |
13,118.46 |
Close |
13,251.97 |
13,311.72 |
59.75 |
0.5% |
13,135.01 |
Range |
105.96 |
98.61 |
-7.35 |
-6.9% |
210.98 |
ATR |
117.40 |
116.06 |
-1.34 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,576.63 |
13,542.78 |
13,365.96 |
|
R3 |
13,478.02 |
13,444.17 |
13,338.84 |
|
R2 |
13,379.41 |
13,379.41 |
13,329.80 |
|
R1 |
13,345.56 |
13,345.56 |
13,320.76 |
13,362.49 |
PP |
13,280.80 |
13,280.80 |
13,280.80 |
13,289.26 |
S1 |
13,246.95 |
13,246.95 |
13,302.68 |
13,263.88 |
S2 |
13,182.19 |
13,182.19 |
13,293.64 |
|
S3 |
13,083.58 |
13,148.34 |
13,284.60 |
|
S4 |
12,984.97 |
13,049.73 |
13,257.48 |
|
|
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% |
103.90 |
0.8% |
78% |
False |
False |
|
10 |
13,365.86 |
13,072.87 |
292.99 |
2.2% |
101.56 |
0.8% |
82% |
False |
False |
|
20 |
13,365.86 |
12,765.32 |
600.54 |
4.5% |
112.44 |
0.8% |
91% |
False |
False |
|
40 |
13,365.86 |
12,471.49 |
894.37 |
6.7% |
128.54 |
1.0% |
94% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
126.93 |
1.0% |
71% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
121.57 |
0.9% |
71% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
118.22 |
0.9% |
71% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
124.16 |
0.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,733.73 |
2.618 |
13,572.80 |
1.618 |
13,474.19 |
1.000 |
13,413.25 |
0.618 |
13,375.58 |
HIGH |
13,314.64 |
0.618 |
13,276.97 |
0.500 |
13,265.34 |
0.382 |
13,253.70 |
LOW |
13,216.03 |
0.618 |
13,155.09 |
1.000 |
13,117.42 |
1.618 |
13,056.48 |
2.618 |
12,957.87 |
4.250 |
12,796.94 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,296.26 |
13,304.80 |
PP |
13,280.80 |
13,297.87 |
S1 |
13,265.34 |
13,290.95 |
|