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 |
4,627.0 |
4,625.0 |
-2.0 |
0.0% |
4,567.0 |
High |
4,629.0 |
4,631.0 |
2.0 |
0.0% |
4,612.0 |
Low |
4,603.0 |
4,620.0 |
17.0 |
0.4% |
4,556.0 |
Close |
4,626.0 |
4,627.0 |
1.0 |
0.0% |
4,581.0 |
Range |
26.0 |
11.0 |
-15.0 |
-57.7% |
56.0 |
ATR |
32.2 |
30.7 |
-1.5 |
-4.7% |
0.0 |
Volume |
77,393 |
2,227 |
-75,166 |
-97.1% |
114,872 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,659.0 |
4,654.0 |
4,633.1 |
|
R3 |
4,648.0 |
4,643.0 |
4,630.0 |
|
R2 |
4,637.0 |
4,637.0 |
4,629.0 |
|
R1 |
4,632.0 |
4,632.0 |
4,628.0 |
4,634.5 |
PP |
4,626.0 |
4,626.0 |
4,626.0 |
4,627.3 |
S1 |
4,621.0 |
4,621.0 |
4,626.0 |
4,623.5 |
S2 |
4,615.0 |
4,615.0 |
4,625.0 |
|
S3 |
4,604.0 |
4,610.0 |
4,624.0 |
|
S4 |
4,593.0 |
4,599.0 |
4,621.0 |
|
|
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 |
4,631.0 |
4,572.0 |
59.0 |
1.3% |
20.2 |
0.4% |
93% |
True |
False |
67,812 |
10 |
4,631.0 |
4,523.0 |
108.0 |
2.3% |
22.4 |
0.5% |
96% |
True |
False |
44,731 |
20 |
4,631.0 |
4,408.0 |
223.0 |
4.8% |
25.1 |
0.5% |
98% |
True |
False |
32,055 |
40 |
4,631.0 |
4,342.0 |
289.0 |
6.2% |
31.1 |
0.7% |
99% |
True |
False |
28,091 |
60 |
4,631.0 |
4,342.0 |
289.0 |
6.2% |
31.1 |
0.7% |
99% |
True |
False |
25,782 |
80 |
4,631.0 |
4,271.0 |
360.0 |
7.8% |
29.8 |
0.6% |
99% |
True |
False |
24,567 |
100 |
4,631.0 |
4,172.0 |
459.0 |
9.9% |
25.3 |
0.5% |
99% |
True |
False |
19,672 |
120 |
4,631.0 |
4,031.0 |
600.0 |
13.0% |
21.9 |
0.5% |
99% |
True |
False |
16,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,677.8 |
2.618 |
4,659.8 |
1.618 |
4,648.8 |
1.000 |
4,642.0 |
0.618 |
4,637.8 |
HIGH |
4,631.0 |
0.618 |
4,626.8 |
0.500 |
4,625.5 |
0.382 |
4,624.2 |
LOW |
4,620.0 |
0.618 |
4,613.2 |
1.000 |
4,609.0 |
1.618 |
4,602.2 |
2.618 |
4,591.2 |
4.250 |
4,573.3 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
4,626.5 |
4,622.3 |
PP |
4,626.0 |
4,617.7 |
S1 |
4,625.5 |
4,613.0 |
|