Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,710.0 |
1,710.1 |
0.1 |
0.0% |
1,714.9 |
High |
1,714.1 |
1,722.3 |
8.2 |
0.5% |
1,721.9 |
Low |
1,705.9 |
1,708.0 |
2.1 |
0.1% |
1,684.0 |
Close |
1,708.2 |
1,716.6 |
8.4 |
0.5% |
1,704.0 |
Range |
8.2 |
14.3 |
6.1 |
74.4% |
37.9 |
ATR |
18.0 |
17.7 |
-0.3 |
-1.5% |
0.0 |
Volume |
88 |
195 |
107 |
121.6% |
4,622 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.5 |
1,751.9 |
1,724.5 |
|
R3 |
1,744.2 |
1,737.6 |
1,720.5 |
|
R2 |
1,729.9 |
1,729.9 |
1,719.2 |
|
R1 |
1,723.3 |
1,723.3 |
1,717.9 |
1,726.6 |
PP |
1,715.6 |
1,715.6 |
1,715.6 |
1,717.3 |
S1 |
1,709.0 |
1,709.0 |
1,715.3 |
1,712.3 |
S2 |
1,701.3 |
1,701.3 |
1,714.0 |
|
S3 |
1,687.0 |
1,694.7 |
1,712.7 |
|
S4 |
1,672.7 |
1,680.4 |
1,708.7 |
|
|
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 |
1,722.3 |
1,684.0 |
38.3 |
2.2% |
14.3 |
0.8% |
85% |
True |
False |
213 |
10 |
1,731.2 |
1,684.0 |
47.2 |
2.7% |
15.9 |
0.9% |
69% |
False |
False |
7,428 |
20 |
1,755.0 |
1,684.0 |
71.0 |
4.1% |
17.0 |
1.0% |
46% |
False |
False |
86,283 |
40 |
1,755.0 |
1,672.5 |
82.5 |
4.8% |
18.2 |
1.1% |
53% |
False |
False |
112,280 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
18.6 |
1.1% |
35% |
False |
False |
124,632 |
80 |
1,798.1 |
1,620.8 |
177.3 |
10.3% |
19.6 |
1.1% |
54% |
False |
False |
128,933 |
100 |
1,798.1 |
1,572.7 |
225.4 |
13.1% |
19.3 |
1.1% |
64% |
False |
False |
120,669 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
20.1 |
1.2% |
67% |
False |
False |
102,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,783.1 |
2.618 |
1,759.7 |
1.618 |
1,745.4 |
1.000 |
1,736.6 |
0.618 |
1,731.1 |
HIGH |
1,722.3 |
0.618 |
1,716.8 |
0.500 |
1,715.2 |
0.382 |
1,713.5 |
LOW |
1,708.0 |
0.618 |
1,699.2 |
1.000 |
1,693.7 |
1.618 |
1,684.9 |
2.618 |
1,670.6 |
4.250 |
1,647.2 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,716.1 |
1,715.5 |
PP |
1,715.6 |
1,714.4 |
S1 |
1,715.2 |
1,713.3 |
|