Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
4,603.0 |
4,594.0 |
-9.0 |
-0.2% |
4,521.0 |
High |
4,612.0 |
4,600.0 |
-12.0 |
-0.3% |
4,563.0 |
Low |
4,587.0 |
4,583.0 |
-4.0 |
-0.1% |
4,501.0 |
Close |
4,596.0 |
4,590.0 |
-6.0 |
-0.1% |
4,560.0 |
Range |
25.0 |
17.0 |
-8.0 |
-32.0% |
62.0 |
ATR |
34.8 |
33.5 |
-1.3 |
-3.7% |
0.0 |
Volume |
26,126 |
22,969 |
-3,157 |
-12.1% |
105,995 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,642.0 |
4,633.0 |
4,599.4 |
|
R3 |
4,625.0 |
4,616.0 |
4,594.7 |
|
R2 |
4,608.0 |
4,608.0 |
4,593.1 |
|
R1 |
4,599.0 |
4,599.0 |
4,591.6 |
4,595.0 |
PP |
4,591.0 |
4,591.0 |
4,591.0 |
4,589.0 |
S1 |
4,582.0 |
4,582.0 |
4,588.4 |
4,578.0 |
S2 |
4,574.0 |
4,574.0 |
4,586.9 |
|
S3 |
4,557.0 |
4,565.0 |
4,585.3 |
|
S4 |
4,540.0 |
4,548.0 |
4,580.7 |
|
|
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 |
4,612.0 |
4,523.0 |
89.0 |
1.9% |
24.6 |
0.5% |
75% |
False |
False |
21,651 |
10 |
4,612.0 |
4,501.0 |
111.0 |
2.4% |
27.5 |
0.6% |
80% |
False |
False |
22,347 |
20 |
4,612.0 |
4,342.0 |
270.0 |
5.9% |
27.1 |
0.6% |
92% |
False |
False |
20,132 |
40 |
4,612.0 |
4,342.0 |
270.0 |
5.9% |
32.4 |
0.7% |
92% |
False |
False |
22,134 |
60 |
4,612.0 |
4,340.0 |
272.0 |
5.9% |
31.9 |
0.7% |
92% |
False |
False |
21,845 |
80 |
4,612.0 |
4,271.0 |
341.0 |
7.4% |
29.1 |
0.6% |
94% |
False |
False |
20,340 |
100 |
4,612.0 |
4,077.0 |
535.0 |
11.7% |
24.6 |
0.5% |
96% |
False |
False |
16,284 |
120 |
4,612.0 |
3,982.0 |
630.0 |
13.7% |
21.4 |
0.5% |
97% |
False |
False |
13,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,672.3 |
2.618 |
4,644.5 |
1.618 |
4,627.5 |
1.000 |
4,617.0 |
0.618 |
4,610.5 |
HIGH |
4,600.0 |
0.618 |
4,593.5 |
0.500 |
4,591.5 |
0.382 |
4,589.5 |
LOW |
4,583.0 |
0.618 |
4,572.5 |
1.000 |
4,566.0 |
1.618 |
4,555.5 |
2.618 |
4,538.5 |
4.250 |
4,510.8 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,591.5 |
4,591.5 |
PP |
4,591.0 |
4,591.0 |
S1 |
4,590.5 |
4,590.5 |
|