Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,698.3 |
1,690.5 |
-7.8 |
-0.5% |
1,704.2 |
High |
1,699.2 |
1,698.5 |
-0.7 |
0.0% |
1,722.3 |
Low |
1,694.4 |
1,689.5 |
-4.9 |
-0.3% |
1,689.9 |
Close |
1,695.8 |
1,697.0 |
1.2 |
0.1% |
1,695.8 |
Range |
4.8 |
9.0 |
4.2 |
87.5% |
32.4 |
ATR |
17.4 |
16.8 |
-0.6 |
-3.4% |
0.0 |
Volume |
72 |
65 |
-7 |
-9.7% |
683 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.0 |
1,718.5 |
1,702.0 |
|
R3 |
1,713.0 |
1,709.5 |
1,699.5 |
|
R2 |
1,704.0 |
1,704.0 |
1,698.7 |
|
R1 |
1,700.5 |
1,700.5 |
1,697.8 |
1,702.3 |
PP |
1,695.0 |
1,695.0 |
1,695.0 |
1,695.9 |
S1 |
1,691.5 |
1,691.5 |
1,696.2 |
1,693.3 |
S2 |
1,686.0 |
1,686.0 |
1,695.4 |
|
S3 |
1,677.0 |
1,682.5 |
1,694.5 |
|
S4 |
1,668.0 |
1,673.5 |
1,692.1 |
|
|
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 |
1,689.5 |
32.8 |
1.9% |
10.7 |
0.6% |
23% |
False |
True |
132 |
10 |
1,722.3 |
1,684.0 |
38.3 |
2.3% |
14.9 |
0.9% |
34% |
False |
False |
413 |
20 |
1,755.0 |
1,684.0 |
71.0 |
4.2% |
16.2 |
1.0% |
18% |
False |
False |
63,208 |
40 |
1,755.0 |
1,672.5 |
82.5 |
4.9% |
17.6 |
1.0% |
30% |
False |
False |
102,847 |
60 |
1,798.1 |
1,672.5 |
125.6 |
7.4% |
18.1 |
1.1% |
20% |
False |
False |
116,424 |
80 |
1,798.1 |
1,647.1 |
151.0 |
8.9% |
19.1 |
1.1% |
33% |
False |
False |
124,067 |
100 |
1,798.1 |
1,586.3 |
211.8 |
12.5% |
19.0 |
1.1% |
52% |
False |
False |
119,545 |
120 |
1,798.1 |
1,552.0 |
246.1 |
14.5% |
19.9 |
1.2% |
59% |
False |
False |
102,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.8 |
2.618 |
1,722.1 |
1.618 |
1,713.1 |
1.000 |
1,707.5 |
0.618 |
1,704.1 |
HIGH |
1,698.5 |
0.618 |
1,695.1 |
0.500 |
1,694.0 |
0.382 |
1,692.9 |
LOW |
1,689.5 |
0.618 |
1,683.9 |
1.000 |
1,680.5 |
1.618 |
1,674.9 |
2.618 |
1,665.9 |
4.250 |
1,651.3 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,696.0 |
1,698.4 |
PP |
1,695.0 |
1,697.9 |
S1 |
1,694.0 |
1,697.5 |
|