Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,667.9 |
1,648.0 |
-19.9 |
-1.2% |
1,690.5 |
High |
1,671.0 |
1,659.1 |
-11.9 |
-0.7% |
1,702.8 |
Low |
1,637.6 |
1,635.8 |
-1.8 |
-0.1% |
1,635.8 |
Close |
1,644.9 |
1,659.1 |
14.2 |
0.9% |
1,659.1 |
Range |
33.4 |
23.3 |
-10.1 |
-30.2% |
67.0 |
ATR |
19.2 |
19.5 |
0.3 |
1.5% |
0.0 |
Volume |
158 |
78 |
-80 |
-50.6% |
878 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,721.2 |
1,713.5 |
1,671.9 |
|
R3 |
1,697.9 |
1,690.2 |
1,665.5 |
|
R2 |
1,674.6 |
1,674.6 |
1,663.4 |
|
R1 |
1,666.9 |
1,666.9 |
1,661.2 |
1,670.8 |
PP |
1,651.3 |
1,651.3 |
1,651.3 |
1,653.3 |
S1 |
1,643.6 |
1,643.6 |
1,657.0 |
1,647.5 |
S2 |
1,628.0 |
1,628.0 |
1,654.8 |
|
S3 |
1,604.7 |
1,620.3 |
1,652.7 |
|
S4 |
1,581.4 |
1,597.0 |
1,646.3 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.9 |
1,830.0 |
1,696.0 |
|
R3 |
1,799.9 |
1,763.0 |
1,677.5 |
|
R2 |
1,732.9 |
1,732.9 |
1,671.4 |
|
R1 |
1,696.0 |
1,696.0 |
1,665.2 |
1,681.0 |
PP |
1,665.9 |
1,665.9 |
1,665.9 |
1,658.4 |
S1 |
1,629.0 |
1,629.0 |
1,653.0 |
1,614.0 |
S2 |
1,598.9 |
1,598.9 |
1,646.8 |
|
S3 |
1,531.9 |
1,562.0 |
1,640.7 |
|
S4 |
1,464.9 |
1,495.0 |
1,622.3 |
|
|
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 |
1,635.8 |
67.0 |
4.0% |
23.8 |
1.4% |
35% |
False |
True |
175 |
10 |
1,722.3 |
1,635.8 |
86.5 |
5.2% |
17.6 |
1.1% |
27% |
False |
True |
156 |
20 |
1,752.3 |
1,635.8 |
116.5 |
7.0% |
17.8 |
1.1% |
20% |
False |
True |
35,822 |
40 |
1,755.0 |
1,635.8 |
119.2 |
7.2% |
18.5 |
1.1% |
20% |
False |
True |
89,271 |
60 |
1,798.1 |
1,635.8 |
162.3 |
9.8% |
18.4 |
1.1% |
14% |
False |
True |
104,859 |
80 |
1,798.1 |
1,635.8 |
162.3 |
9.8% |
19.7 |
1.2% |
14% |
False |
True |
119,532 |
100 |
1,798.1 |
1,586.3 |
211.8 |
12.8% |
19.3 |
1.2% |
34% |
False |
False |
115,130 |
120 |
1,798.1 |
1,559.5 |
238.6 |
14.4% |
19.7 |
1.2% |
42% |
False |
False |
102,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.1 |
2.618 |
1,720.1 |
1.618 |
1,696.8 |
1.000 |
1,682.4 |
0.618 |
1,673.5 |
HIGH |
1,659.1 |
0.618 |
1,650.2 |
0.500 |
1,647.5 |
0.382 |
1,644.7 |
LOW |
1,635.8 |
0.618 |
1,621.4 |
1.000 |
1,612.5 |
1.618 |
1,598.1 |
2.618 |
1,574.8 |
4.250 |
1,536.8 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,655.2 |
1,658.0 |
PP |
1,651.3 |
1,657.0 |
S1 |
1,647.5 |
1,655.9 |
|