Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
4,567.0 |
4,572.0 |
5.0 |
0.1% |
4,521.0 |
High |
4,579.0 |
4,589.0 |
10.0 |
0.2% |
4,563.0 |
Low |
4,556.0 |
4,571.0 |
15.0 |
0.3% |
4,501.0 |
Close |
4,567.0 |
4,580.0 |
13.0 |
0.3% |
4,560.0 |
Range |
23.0 |
18.0 |
-5.0 |
-21.7% |
62.0 |
ATR |
36.0 |
35.0 |
-1.0 |
-2.8% |
0.0 |
Volume |
20,522 |
19,005 |
-1,517 |
-7.4% |
105,995 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,634.0 |
4,625.0 |
4,589.9 |
|
R3 |
4,616.0 |
4,607.0 |
4,585.0 |
|
R2 |
4,598.0 |
4,598.0 |
4,583.3 |
|
R1 |
4,589.0 |
4,589.0 |
4,581.7 |
4,593.5 |
PP |
4,580.0 |
4,580.0 |
4,580.0 |
4,582.3 |
S1 |
4,571.0 |
4,571.0 |
4,578.4 |
4,575.5 |
S2 |
4,562.0 |
4,562.0 |
4,576.7 |
|
S3 |
4,544.0 |
4,553.0 |
4,575.1 |
|
S4 |
4,526.0 |
4,535.0 |
4,570.1 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,727.3 |
4,705.7 |
4,594.1 |
|
R3 |
4,665.3 |
4,643.7 |
4,577.1 |
|
R2 |
4,603.3 |
4,603.3 |
4,571.4 |
|
R1 |
4,581.7 |
4,581.7 |
4,565.7 |
4,592.5 |
PP |
4,541.3 |
4,541.3 |
4,541.3 |
4,546.8 |
S1 |
4,519.7 |
4,519.7 |
4,554.3 |
4,530.5 |
S2 |
4,479.3 |
4,479.3 |
4,548.6 |
|
S3 |
4,417.3 |
4,457.7 |
4,543.0 |
|
S4 |
4,355.3 |
4,395.7 |
4,525.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,589.0 |
4,501.0 |
88.0 |
1.9% |
27.2 |
0.6% |
90% |
True |
False |
19,994 |
10 |
4,589.0 |
4,442.0 |
147.0 |
3.2% |
28.7 |
0.6% |
94% |
True |
False |
20,499 |
20 |
4,589.0 |
4,342.0 |
247.0 |
5.4% |
27.7 |
0.6% |
96% |
True |
False |
20,244 |
40 |
4,589.0 |
4,342.0 |
247.0 |
5.4% |
32.7 |
0.7% |
96% |
True |
False |
22,366 |
60 |
4,589.0 |
4,340.0 |
249.0 |
5.4% |
32.2 |
0.7% |
96% |
True |
False |
22,730 |
80 |
4,589.0 |
4,271.0 |
318.0 |
6.9% |
28.8 |
0.6% |
97% |
True |
False |
19,727 |
100 |
4,589.0 |
4,077.0 |
512.0 |
11.2% |
24.3 |
0.5% |
98% |
True |
False |
15,798 |
120 |
4,589.0 |
3,982.0 |
607.0 |
13.3% |
21.1 |
0.5% |
99% |
True |
False |
13,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,665.5 |
2.618 |
4,636.1 |
1.618 |
4,618.1 |
1.000 |
4,607.0 |
0.618 |
4,600.1 |
HIGH |
4,589.0 |
0.618 |
4,582.1 |
0.500 |
4,580.0 |
0.382 |
4,577.9 |
LOW |
4,571.0 |
0.618 |
4,559.9 |
1.000 |
4,553.0 |
1.618 |
4,541.9 |
2.618 |
4,523.9 |
4.250 |
4,494.5 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,580.0 |
4,572.0 |
PP |
4,580.0 |
4,564.0 |
S1 |
4,580.0 |
4,556.0 |
|