Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,138.85 |
13,114.97 |
-23.88 |
-0.2% |
13,135.17 |
High |
13,174.88 |
13,141.74 |
-33.14 |
-0.3% |
13,365.86 |
Low |
13,076.87 |
12,964.08 |
-112.79 |
-0.9% |
13,122.53 |
Close |
13,114.59 |
13,096.31 |
-18.28 |
-0.1% |
13,190.84 |
Range |
98.01 |
177.66 |
79.65 |
81.3% |
243.33 |
ATR |
115.71 |
120.13 |
4.43 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,600.36 |
13,525.99 |
13,194.02 |
|
R3 |
13,422.70 |
13,348.33 |
13,145.17 |
|
R2 |
13,245.04 |
13,245.04 |
13,128.88 |
|
R1 |
13,170.67 |
13,170.67 |
13,112.60 |
13,119.03 |
PP |
13,067.38 |
13,067.38 |
13,067.38 |
13,041.55 |
S1 |
12,993.01 |
12,993.01 |
13,080.02 |
12,941.37 |
S2 |
12,889.72 |
12,889.72 |
13,063.74 |
|
S3 |
12,712.06 |
12,815.35 |
13,047.45 |
|
S4 |
12,534.40 |
12,637.69 |
12,998.60 |
|
|
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 |
13,314.64 |
12,964.08 |
350.56 |
2.7% |
124.71 |
1.0% |
38% |
False |
True |
|
10 |
13,365.86 |
12,964.08 |
401.78 |
3.1% |
116.16 |
0.9% |
33% |
False |
True |
|
20 |
13,365.86 |
12,923.44 |
442.42 |
3.4% |
107.57 |
0.8% |
39% |
False |
False |
|
40 |
13,365.86 |
12,471.49 |
894.37 |
6.8% |
133.46 |
1.0% |
70% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
127.95 |
1.0% |
52% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
123.11 |
0.9% |
52% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
117.08 |
0.9% |
52% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
124.34 |
0.9% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,896.80 |
2.618 |
13,606.85 |
1.618 |
13,429.19 |
1.000 |
13,319.40 |
0.618 |
13,251.53 |
HIGH |
13,141.74 |
0.618 |
13,073.87 |
0.500 |
13,052.91 |
0.382 |
13,031.95 |
LOW |
12,964.08 |
0.618 |
12,854.29 |
1.000 |
12,786.42 |
1.618 |
12,676.63 |
2.618 |
12,498.97 |
4.250 |
12,209.03 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,081.84 |
13,089.95 |
PP |
13,067.38 |
13,083.59 |
S1 |
13,052.91 |
13,077.23 |
|