Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,246.67 |
13,309.95 |
63.28 |
0.5% |
13,135.17 |
High |
13,314.64 |
13,309.95 |
-4.69 |
0.0% |
13,365.86 |
Low |
13,216.03 |
13,122.53 |
-93.50 |
-0.7% |
13,122.53 |
Close |
13,311.72 |
13,190.84 |
-120.88 |
-0.9% |
13,190.84 |
Range |
98.61 |
187.42 |
88.81 |
90.1% |
243.33 |
ATR |
116.06 |
121.28 |
5.22 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,770.03 |
13,667.86 |
13,293.92 |
|
R3 |
13,582.61 |
13,480.44 |
13,242.38 |
|
R2 |
13,395.19 |
13,395.19 |
13,225.20 |
|
R1 |
13,293.02 |
13,293.02 |
13,208.02 |
13,250.40 |
PP |
13,207.77 |
13,207.77 |
13,207.77 |
13,186.46 |
S1 |
13,105.60 |
13,105.60 |
13,173.66 |
13,062.98 |
S2 |
13,020.35 |
13,020.35 |
13,156.48 |
|
S3 |
12,832.93 |
12,918.18 |
13,139.30 |
|
S4 |
12,645.51 |
12,730.76 |
13,087.76 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,956.40 |
13,816.95 |
13,324.67 |
|
R3 |
13,713.07 |
13,573.62 |
13,257.76 |
|
R2 |
13,469.74 |
13,469.74 |
13,235.45 |
|
R1 |
13,330.29 |
13,330.29 |
13,213.15 |
13,400.02 |
PP |
13,226.41 |
13,226.41 |
13,226.41 |
13,261.27 |
S1 |
13,086.96 |
13,086.96 |
13,168.53 |
13,156.69 |
S2 |
12,983.08 |
12,983.08 |
13,146.23 |
|
S3 |
12,739.75 |
12,843.63 |
13,123.92 |
|
S4 |
12,496.42 |
12,600.30 |
13,057.01 |
|
|
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 |
13,122.53 |
243.33 |
1.8% |
126.99 |
1.0% |
28% |
False |
True |
|
10 |
13,365.86 |
13,118.46 |
247.40 |
1.9% |
111.86 |
0.8% |
29% |
False |
False |
|
20 |
13,365.86 |
12,765.32 |
600.54 |
4.6% |
112.89 |
0.9% |
71% |
False |
False |
|
40 |
13,365.86 |
12,471.49 |
894.37 |
6.8% |
130.93 |
1.0% |
80% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
128.83 |
1.0% |
60% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
123.08 |
0.9% |
60% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
119.33 |
0.9% |
60% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
124.83 |
0.9% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,106.49 |
2.618 |
13,800.62 |
1.618 |
13,613.20 |
1.000 |
13,497.37 |
0.618 |
13,425.78 |
HIGH |
13,309.95 |
0.618 |
13,238.36 |
0.500 |
13,216.24 |
0.382 |
13,194.12 |
LOW |
13,122.53 |
0.618 |
13,006.70 |
1.000 |
12,935.11 |
1.618 |
12,819.28 |
2.618 |
12,631.86 |
4.250 |
12,326.00 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,216.24 |
13,240.12 |
PP |
13,207.77 |
13,223.69 |
S1 |
13,199.31 |
13,207.27 |
|