Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,704.2 |
1,710.0 |
5.8 |
0.3% |
1,714.9 |
High |
1,717.0 |
1,714.1 |
-2.9 |
-0.2% |
1,721.9 |
Low |
1,704.2 |
1,705.9 |
1.7 |
0.1% |
1,684.0 |
Close |
1,713.0 |
1,708.2 |
-4.8 |
-0.3% |
1,704.0 |
Range |
12.8 |
8.2 |
-4.6 |
-35.9% |
37.9 |
ATR |
18.7 |
18.0 |
-0.8 |
-4.0% |
0.0 |
Volume |
88 |
88 |
0 |
0.0% |
4,622 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.0 |
1,729.3 |
1,712.7 |
|
R3 |
1,725.8 |
1,721.1 |
1,710.5 |
|
R2 |
1,717.6 |
1,717.6 |
1,709.7 |
|
R1 |
1,712.9 |
1,712.9 |
1,709.0 |
1,711.2 |
PP |
1,709.4 |
1,709.4 |
1,709.4 |
1,708.5 |
S1 |
1,704.7 |
1,704.7 |
1,707.4 |
1,703.0 |
S2 |
1,701.2 |
1,701.2 |
1,706.7 |
|
S3 |
1,693.0 |
1,696.5 |
1,705.9 |
|
S4 |
1,684.8 |
1,688.3 |
1,703.7 |
|
|
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% |
15.6 |
0.9% |
73% |
False |
False |
426 |
10 |
1,743.1 |
1,684.0 |
59.1 |
3.5% |
18.3 |
1.1% |
41% |
False |
False |
35,022 |
20 |
1,755.0 |
1,684.0 |
71.0 |
4.2% |
17.1 |
1.0% |
34% |
False |
False |
93,399 |
40 |
1,755.0 |
1,672.5 |
82.5 |
4.8% |
18.2 |
1.1% |
43% |
False |
False |
114,916 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.4% |
18.7 |
1.1% |
28% |
False |
False |
127,355 |
80 |
1,798.1 |
1,611.8 |
186.3 |
10.9% |
19.6 |
1.1% |
52% |
False |
False |
129,763 |
100 |
1,798.1 |
1,566.8 |
231.3 |
13.5% |
19.4 |
1.1% |
61% |
False |
False |
120,808 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
20.1 |
1.2% |
63% |
False |
False |
102,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,749.0 |
2.618 |
1,735.6 |
1.618 |
1,727.4 |
1.000 |
1,722.3 |
0.618 |
1,719.2 |
HIGH |
1,714.1 |
0.618 |
1,711.0 |
0.500 |
1,710.0 |
0.382 |
1,709.0 |
LOW |
1,705.9 |
0.618 |
1,700.8 |
1.000 |
1,697.7 |
1.618 |
1,692.6 |
2.618 |
1,684.4 |
4.250 |
1,671.1 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,710.0 |
1,705.6 |
PP |
1,709.4 |
1,703.1 |
S1 |
1,708.8 |
1,700.5 |
|