Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,701.4 |
1,675.3 |
-26.1 |
-1.5% |
1,704.2 |
High |
1,702.8 |
1,676.0 |
-26.8 |
-1.6% |
1,722.3 |
Low |
1,661.0 |
1,664.6 |
3.6 |
0.2% |
1,689.9 |
Close |
1,669.5 |
1,666.5 |
-3.0 |
-0.2% |
1,695.8 |
Range |
41.8 |
11.4 |
-30.4 |
-72.7% |
32.4 |
ATR |
18.6 |
18.1 |
-0.5 |
-2.8% |
0.0 |
Volume |
501 |
76 |
-425 |
-84.8% |
683 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.2 |
1,696.3 |
1,672.8 |
|
R3 |
1,691.8 |
1,684.9 |
1,669.6 |
|
R2 |
1,680.4 |
1,680.4 |
1,668.6 |
|
R1 |
1,673.5 |
1,673.5 |
1,667.5 |
1,671.3 |
PP |
1,669.0 |
1,669.0 |
1,669.0 |
1,667.9 |
S1 |
1,662.1 |
1,662.1 |
1,665.5 |
1,659.9 |
S2 |
1,657.6 |
1,657.6 |
1,664.4 |
|
S3 |
1,646.2 |
1,650.7 |
1,663.4 |
|
S4 |
1,634.8 |
1,639.3 |
1,660.2 |
|
|
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 |
1,707.2 |
1,661.0 |
46.2 |
2.8% |
16.9 |
1.0% |
12% |
False |
False |
190 |
10 |
1,722.3 |
1,661.0 |
61.3 |
3.7% |
15.6 |
0.9% |
9% |
False |
False |
201 |
20 |
1,755.0 |
1,661.0 |
94.0 |
5.6% |
17.0 |
1.0% |
6% |
False |
False |
50,557 |
40 |
1,755.0 |
1,661.0 |
94.0 |
5.6% |
17.9 |
1.1% |
6% |
False |
False |
96,309 |
60 |
1,798.1 |
1,661.0 |
137.1 |
8.2% |
18.5 |
1.1% |
4% |
False |
False |
111,153 |
80 |
1,798.1 |
1,647.1 |
151.0 |
9.1% |
19.5 |
1.2% |
13% |
False |
False |
121,966 |
100 |
1,798.1 |
1,586.3 |
211.8 |
12.7% |
19.2 |
1.2% |
38% |
False |
False |
117,727 |
120 |
1,798.1 |
1,559.5 |
238.6 |
14.3% |
19.6 |
1.2% |
45% |
False |
False |
102,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.5 |
2.618 |
1,705.8 |
1.618 |
1,694.4 |
1.000 |
1,687.4 |
0.618 |
1,683.0 |
HIGH |
1,676.0 |
0.618 |
1,671.6 |
0.500 |
1,670.3 |
0.382 |
1,669.0 |
LOW |
1,664.6 |
0.618 |
1,657.6 |
1.000 |
1,653.2 |
1.618 |
1,646.2 |
2.618 |
1,634.8 |
4.250 |
1,616.2 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,670.3 |
1,681.9 |
PP |
1,669.0 |
1,676.8 |
S1 |
1,667.8 |
1,671.6 |
|