Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,707.2 |
1,698.3 |
-8.9 |
-0.5% |
1,704.2 |
High |
1,707.2 |
1,699.2 |
-8.0 |
-0.5% |
1,722.3 |
Low |
1,689.9 |
1,694.4 |
4.5 |
0.3% |
1,689.9 |
Close |
1,695.6 |
1,695.8 |
0.2 |
0.0% |
1,695.8 |
Range |
17.3 |
4.8 |
-12.5 |
-72.3% |
32.4 |
ATR |
18.4 |
17.4 |
-1.0 |
-5.3% |
0.0 |
Volume |
240 |
72 |
-168 |
-70.0% |
683 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.9 |
1,708.1 |
1,698.4 |
|
R3 |
1,706.1 |
1,703.3 |
1,697.1 |
|
R2 |
1,701.3 |
1,701.3 |
1,696.7 |
|
R1 |
1,698.5 |
1,698.5 |
1,696.2 |
1,697.5 |
PP |
1,696.5 |
1,696.5 |
1,696.5 |
1,696.0 |
S1 |
1,693.7 |
1,693.7 |
1,695.4 |
1,692.7 |
S2 |
1,691.7 |
1,691.7 |
1,694.9 |
|
S3 |
1,686.9 |
1,688.9 |
1,694.5 |
|
S4 |
1,682.1 |
1,684.1 |
1,693.2 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.9 |
1,780.2 |
1,713.6 |
|
R3 |
1,767.5 |
1,747.8 |
1,704.7 |
|
R2 |
1,735.1 |
1,735.1 |
1,701.7 |
|
R1 |
1,715.4 |
1,715.4 |
1,698.8 |
1,709.1 |
PP |
1,702.7 |
1,702.7 |
1,702.7 |
1,699.5 |
S1 |
1,683.0 |
1,683.0 |
1,692.8 |
1,676.7 |
S2 |
1,670.3 |
1,670.3 |
1,689.9 |
|
S3 |
1,637.9 |
1,650.6 |
1,686.9 |
|
S4 |
1,605.5 |
1,618.2 |
1,678.0 |
|
|
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 |
1,689.9 |
32.4 |
1.9% |
11.5 |
0.7% |
18% |
False |
False |
136 |
10 |
1,722.3 |
1,684.0 |
38.3 |
2.3% |
14.7 |
0.9% |
31% |
False |
False |
530 |
20 |
1,755.0 |
1,684.0 |
71.0 |
4.2% |
16.3 |
1.0% |
17% |
False |
False |
70,052 |
40 |
1,755.0 |
1,672.5 |
82.5 |
4.9% |
18.1 |
1.1% |
28% |
False |
False |
106,814 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.4% |
18.3 |
1.1% |
19% |
False |
False |
119,511 |
80 |
1,798.1 |
1,647.1 |
151.0 |
8.9% |
19.3 |
1.1% |
32% |
False |
False |
125,872 |
100 |
1,798.1 |
1,586.3 |
211.8 |
12.5% |
19.1 |
1.1% |
52% |
False |
False |
120,132 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.5% |
20.0 |
1.2% |
58% |
False |
False |
102,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.6 |
2.618 |
1,711.8 |
1.618 |
1,707.0 |
1.000 |
1,704.0 |
0.618 |
1,702.2 |
HIGH |
1,699.2 |
0.618 |
1,697.4 |
0.500 |
1,696.8 |
0.382 |
1,696.2 |
LOW |
1,694.4 |
0.618 |
1,691.4 |
1.000 |
1,689.6 |
1.618 |
1,686.6 |
2.618 |
1,681.8 |
4.250 |
1,674.0 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,696.8 |
1,706.1 |
PP |
1,696.5 |
1,702.7 |
S1 |
1,696.1 |
1,699.2 |
|