Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,701.2 |
1,704.2 |
3.0 |
0.2% |
1,714.9 |
High |
1,704.5 |
1,717.0 |
12.5 |
0.7% |
1,721.9 |
Low |
1,684.0 |
1,704.2 |
20.2 |
1.2% |
1,684.0 |
Close |
1,704.0 |
1,713.0 |
9.0 |
0.5% |
1,704.0 |
Range |
20.5 |
12.8 |
-7.7 |
-37.6% |
37.9 |
ATR |
19.2 |
18.7 |
-0.4 |
-2.3% |
0.0 |
Volume |
169 |
88 |
-81 |
-47.9% |
4,622 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,749.8 |
1,744.2 |
1,720.0 |
|
R3 |
1,737.0 |
1,731.4 |
1,716.5 |
|
R2 |
1,724.2 |
1,724.2 |
1,715.3 |
|
R1 |
1,718.6 |
1,718.6 |
1,714.2 |
1,721.4 |
PP |
1,711.4 |
1,711.4 |
1,711.4 |
1,712.8 |
S1 |
1,705.8 |
1,705.8 |
1,711.8 |
1,708.6 |
S2 |
1,698.6 |
1,698.6 |
1,710.7 |
|
S3 |
1,685.8 |
1,693.0 |
1,709.5 |
|
S4 |
1,673.0 |
1,680.2 |
1,706.0 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.0 |
1,798.4 |
1,724.8 |
|
R3 |
1,779.1 |
1,760.5 |
1,714.4 |
|
R2 |
1,741.2 |
1,741.2 |
1,710.9 |
|
R1 |
1,722.6 |
1,722.6 |
1,707.5 |
1,713.0 |
PP |
1,703.3 |
1,703.3 |
1,703.3 |
1,698.5 |
S1 |
1,684.7 |
1,684.7 |
1,700.5 |
1,675.1 |
S2 |
1,665.4 |
1,665.4 |
1,697.1 |
|
S3 |
1,627.5 |
1,646.8 |
1,693.6 |
|
S4 |
1,589.6 |
1,608.9 |
1,683.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,717.0 |
1,684.0 |
33.0 |
1.9% |
19.0 |
1.1% |
88% |
True |
False |
694 |
10 |
1,751.9 |
1,684.0 |
67.9 |
4.0% |
18.6 |
1.1% |
43% |
False |
False |
54,900 |
20 |
1,755.0 |
1,684.0 |
71.0 |
4.1% |
17.3 |
1.0% |
41% |
False |
False |
98,754 |
40 |
1,755.5 |
1,672.5 |
83.0 |
4.8% |
18.6 |
1.1% |
49% |
False |
False |
119,233 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
18.9 |
1.1% |
32% |
False |
False |
129,330 |
80 |
1,798.1 |
1,611.8 |
186.3 |
10.9% |
19.6 |
1.1% |
54% |
False |
False |
130,664 |
100 |
1,798.1 |
1,566.8 |
231.3 |
13.5% |
19.5 |
1.1% |
63% |
False |
False |
120,957 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
20.4 |
1.2% |
65% |
False |
False |
102,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.4 |
2.618 |
1,750.5 |
1.618 |
1,737.7 |
1.000 |
1,729.8 |
0.618 |
1,724.9 |
HIGH |
1,717.0 |
0.618 |
1,712.1 |
0.500 |
1,710.6 |
0.382 |
1,709.1 |
LOW |
1,704.2 |
0.618 |
1,696.3 |
1.000 |
1,691.4 |
1.618 |
1,683.5 |
2.618 |
1,670.7 |
4.250 |
1,649.8 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,712.2 |
1,708.8 |
PP |
1,711.4 |
1,704.7 |
S1 |
1,710.6 |
1,700.5 |
|