Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,190.15 |
13,138.85 |
-51.30 |
-0.4% |
13,135.17 |
High |
13,190.38 |
13,174.88 |
-15.50 |
-0.1% |
13,365.86 |
Low |
13,128.55 |
13,076.87 |
-51.68 |
-0.4% |
13,122.53 |
Close |
13,139.08 |
13,114.59 |
-24.49 |
-0.2% |
13,190.84 |
Range |
61.83 |
98.01 |
36.18 |
58.5% |
243.33 |
ATR |
117.07 |
115.71 |
-1.36 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,416.14 |
13,363.38 |
13,168.50 |
|
R3 |
13,318.13 |
13,265.37 |
13,141.54 |
|
R2 |
13,220.12 |
13,220.12 |
13,132.56 |
|
R1 |
13,167.36 |
13,167.36 |
13,123.57 |
13,144.74 |
PP |
13,122.11 |
13,122.11 |
13,122.11 |
13,110.80 |
S1 |
13,069.35 |
13,069.35 |
13,105.61 |
13,046.73 |
S2 |
13,024.10 |
13,024.10 |
13,096.62 |
|
S3 |
12,926.09 |
12,971.34 |
13,087.64 |
|
S4 |
12,828.08 |
12,873.33 |
13,060.68 |
|
|
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 |
13,357.70 |
13,076.87 |
280.83 |
2.1% |
110.37 |
0.8% |
13% |
False |
True |
|
10 |
13,365.86 |
13,076.87 |
288.99 |
2.2% |
108.60 |
0.8% |
13% |
False |
True |
|
20 |
13,365.86 |
12,765.32 |
600.54 |
4.6% |
109.87 |
0.8% |
58% |
False |
False |
|
40 |
13,365.86 |
12,471.49 |
894.37 |
6.8% |
129.02 |
1.0% |
72% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
127.66 |
1.0% |
54% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
122.76 |
0.9% |
54% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
117.79 |
0.9% |
54% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
124.41 |
0.9% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,591.42 |
2.618 |
13,431.47 |
1.618 |
13,333.46 |
1.000 |
13,272.89 |
0.618 |
13,235.45 |
HIGH |
13,174.88 |
0.618 |
13,137.44 |
0.500 |
13,125.88 |
0.382 |
13,114.31 |
LOW |
13,076.87 |
0.618 |
13,016.30 |
1.000 |
12,978.86 |
1.618 |
12,918.29 |
2.618 |
12,820.28 |
4.250 |
12,660.33 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,125.88 |
13,193.41 |
PP |
13,122.11 |
13,167.14 |
S1 |
13,118.35 |
13,140.86 |
|