Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,675.3 |
1,667.9 |
-7.4 |
-0.4% |
1,704.2 |
High |
1,676.0 |
1,671.0 |
-5.0 |
-0.3% |
1,722.3 |
Low |
1,664.6 |
1,637.6 |
-27.0 |
-1.6% |
1,689.9 |
Close |
1,666.5 |
1,644.9 |
-21.6 |
-1.3% |
1,695.8 |
Range |
11.4 |
33.4 |
22.0 |
193.0% |
32.4 |
ATR |
18.1 |
19.2 |
1.1 |
6.1% |
0.0 |
Volume |
76 |
158 |
82 |
107.9% |
683 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,751.4 |
1,731.5 |
1,663.3 |
|
R3 |
1,718.0 |
1,698.1 |
1,654.1 |
|
R2 |
1,684.6 |
1,684.6 |
1,651.0 |
|
R1 |
1,664.7 |
1,664.7 |
1,648.0 |
1,658.0 |
PP |
1,651.2 |
1,651.2 |
1,651.2 |
1,647.8 |
S1 |
1,631.3 |
1,631.3 |
1,641.8 |
1,624.6 |
S2 |
1,617.8 |
1,617.8 |
1,638.8 |
|
S3 |
1,584.4 |
1,597.9 |
1,635.7 |
|
S4 |
1,551.0 |
1,564.5 |
1,626.5 |
|
|
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 |
1,702.8 |
1,637.6 |
65.2 |
4.0% |
20.1 |
1.2% |
11% |
False |
True |
174 |
10 |
1,722.3 |
1,637.6 |
84.7 |
5.1% |
17.4 |
1.1% |
9% |
False |
True |
165 |
20 |
1,755.0 |
1,637.6 |
117.4 |
7.1% |
18.0 |
1.1% |
6% |
False |
True |
44,113 |
40 |
1,755.0 |
1,637.6 |
117.4 |
7.1% |
18.3 |
1.1% |
6% |
False |
True |
92,798 |
60 |
1,798.1 |
1,637.6 |
160.5 |
9.8% |
18.5 |
1.1% |
5% |
False |
True |
107,882 |
80 |
1,798.1 |
1,637.6 |
160.5 |
9.8% |
19.7 |
1.2% |
5% |
False |
True |
120,733 |
100 |
1,798.1 |
1,586.3 |
211.8 |
12.9% |
19.3 |
1.2% |
28% |
False |
False |
116,567 |
120 |
1,798.1 |
1,559.5 |
238.6 |
14.5% |
19.8 |
1.2% |
36% |
False |
False |
102,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,813.0 |
2.618 |
1,758.4 |
1.618 |
1,725.0 |
1.000 |
1,704.4 |
0.618 |
1,691.6 |
HIGH |
1,671.0 |
0.618 |
1,658.2 |
0.500 |
1,654.3 |
0.382 |
1,650.4 |
LOW |
1,637.6 |
0.618 |
1,617.0 |
1.000 |
1,604.2 |
1.618 |
1,583.6 |
2.618 |
1,550.2 |
4.250 |
1,495.7 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,654.3 |
1,670.2 |
PP |
1,651.2 |
1,661.8 |
S1 |
1,648.0 |
1,653.3 |
|