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 |
4,597.0 |
4,627.0 |
30.0 |
0.7% |
4,567.0 |
High |
4,616.0 |
4,629.0 |
13.0 |
0.3% |
4,612.0 |
Low |
4,595.0 |
4,603.0 |
8.0 |
0.2% |
4,556.0 |
Close |
4,602.0 |
4,626.0 |
24.0 |
0.5% |
4,581.0 |
Range |
21.0 |
26.0 |
5.0 |
23.8% |
56.0 |
ATR |
32.6 |
32.2 |
-0.4 |
-1.2% |
0.0 |
Volume |
143,659 |
77,393 |
-66,266 |
-46.1% |
114,872 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,697.3 |
4,687.7 |
4,640.3 |
|
R3 |
4,671.3 |
4,661.7 |
4,633.2 |
|
R2 |
4,645.3 |
4,645.3 |
4,630.8 |
|
R1 |
4,635.7 |
4,635.7 |
4,628.4 |
4,627.5 |
PP |
4,619.3 |
4,619.3 |
4,619.3 |
4,615.3 |
S1 |
4,609.7 |
4,609.7 |
4,623.6 |
4,601.5 |
S2 |
4,593.3 |
4,593.3 |
4,621.2 |
|
S3 |
4,567.3 |
4,583.7 |
4,618.9 |
|
S4 |
4,541.3 |
4,557.7 |
4,611.7 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,751.0 |
4,722.0 |
4,611.8 |
|
R3 |
4,695.0 |
4,666.0 |
4,596.4 |
|
R2 |
4,639.0 |
4,639.0 |
4,591.3 |
|
R1 |
4,610.0 |
4,610.0 |
4,586.1 |
4,624.5 |
PP |
4,583.0 |
4,583.0 |
4,583.0 |
4,590.3 |
S1 |
4,554.0 |
4,554.0 |
4,575.9 |
4,568.5 |
S2 |
4,527.0 |
4,527.0 |
4,570.7 |
|
S3 |
4,471.0 |
4,498.0 |
4,565.6 |
|
S4 |
4,415.0 |
4,442.0 |
4,550.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,629.0 |
4,572.0 |
57.0 |
1.2% |
21.4 |
0.5% |
95% |
True |
False |
71,960 |
10 |
4,629.0 |
4,510.0 |
119.0 |
2.6% |
23.6 |
0.5% |
97% |
True |
False |
46,786 |
20 |
4,629.0 |
4,404.0 |
225.0 |
4.9% |
26.5 |
0.6% |
99% |
True |
False |
33,066 |
40 |
4,629.0 |
4,342.0 |
287.0 |
6.2% |
31.5 |
0.7% |
99% |
True |
False |
28,408 |
60 |
4,629.0 |
4,340.0 |
289.0 |
6.2% |
31.8 |
0.7% |
99% |
True |
False |
26,131 |
80 |
4,629.0 |
4,271.0 |
358.0 |
7.7% |
30.1 |
0.7% |
99% |
True |
False |
24,543 |
100 |
4,629.0 |
4,172.0 |
457.0 |
9.9% |
25.2 |
0.5% |
99% |
True |
False |
19,650 |
120 |
4,629.0 |
4,031.0 |
598.0 |
12.9% |
21.8 |
0.5% |
99% |
True |
False |
16,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,739.5 |
2.618 |
4,697.1 |
1.618 |
4,671.1 |
1.000 |
4,655.0 |
0.618 |
4,645.1 |
HIGH |
4,629.0 |
0.618 |
4,619.1 |
0.500 |
4,616.0 |
0.382 |
4,612.9 |
LOW |
4,603.0 |
0.618 |
4,586.9 |
1.000 |
4,577.0 |
1.618 |
4,560.9 |
2.618 |
4,534.9 |
4.250 |
4,492.5 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,622.7 |
4,617.5 |
PP |
4,619.3 |
4,609.0 |
S1 |
4,616.0 |
4,600.5 |
|