Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,690.5 |
1,701.4 |
10.9 |
0.6% |
1,704.2 |
High |
1,698.5 |
1,702.8 |
4.3 |
0.3% |
1,722.3 |
Low |
1,689.5 |
1,661.0 |
-28.5 |
-1.7% |
1,689.9 |
Close |
1,697.0 |
1,669.5 |
-27.5 |
-1.6% |
1,695.8 |
Range |
9.0 |
41.8 |
32.8 |
364.4% |
32.4 |
ATR |
16.8 |
18.6 |
1.8 |
10.6% |
0.0 |
Volume |
65 |
501 |
436 |
670.8% |
683 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.2 |
1,778.1 |
1,692.5 |
|
R3 |
1,761.4 |
1,736.3 |
1,681.0 |
|
R2 |
1,719.6 |
1,719.6 |
1,677.2 |
|
R1 |
1,694.5 |
1,694.5 |
1,673.3 |
1,686.2 |
PP |
1,677.8 |
1,677.8 |
1,677.8 |
1,673.6 |
S1 |
1,652.7 |
1,652.7 |
1,665.7 |
1,644.4 |
S2 |
1,636.0 |
1,636.0 |
1,661.8 |
|
S3 |
1,594.2 |
1,610.9 |
1,658.0 |
|
S4 |
1,552.4 |
1,569.1 |
1,646.5 |
|
|
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 |
1,661.0 |
61.3 |
3.7% |
17.4 |
1.0% |
14% |
False |
True |
214 |
10 |
1,722.3 |
1,661.0 |
61.3 |
3.7% |
16.5 |
1.0% |
14% |
False |
True |
320 |
20 |
1,755.0 |
1,661.0 |
94.0 |
5.6% |
17.1 |
1.0% |
9% |
False |
True |
56,957 |
40 |
1,755.0 |
1,661.0 |
94.0 |
5.6% |
18.3 |
1.1% |
9% |
False |
True |
100,156 |
60 |
1,798.1 |
1,661.0 |
137.1 |
8.2% |
18.5 |
1.1% |
6% |
False |
True |
113,779 |
80 |
1,798.1 |
1,647.1 |
151.0 |
9.0% |
19.5 |
1.2% |
15% |
False |
False |
122,891 |
100 |
1,798.1 |
1,586.3 |
211.8 |
12.7% |
19.2 |
1.1% |
39% |
False |
False |
118,908 |
120 |
1,798.1 |
1,557.3 |
240.8 |
14.4% |
20.0 |
1.2% |
47% |
False |
False |
102,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,880.5 |
2.618 |
1,812.2 |
1.618 |
1,770.4 |
1.000 |
1,744.6 |
0.618 |
1,728.6 |
HIGH |
1,702.8 |
0.618 |
1,686.8 |
0.500 |
1,681.9 |
0.382 |
1,677.0 |
LOW |
1,661.0 |
0.618 |
1,635.2 |
1.000 |
1,619.2 |
1.618 |
1,593.4 |
2.618 |
1,551.6 |
4.250 |
1,483.4 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,681.9 |
1,681.9 |
PP |
1,677.8 |
1,677.8 |
S1 |
1,673.6 |
1,673.6 |
|