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 |
7,522.5 |
7,534.0 |
11.5 |
0.2% |
7,429.0 |
High |
7,541.5 |
7,598.5 |
57.0 |
0.8% |
7,558.0 |
Low |
7,457.5 |
7,521.0 |
63.5 |
0.9% |
7,413.5 |
Close |
7,531.5 |
7,592.5 |
61.0 |
0.8% |
7,509.0 |
Range |
84.0 |
77.5 |
-6.5 |
-7.7% |
144.5 |
ATR |
92.0 |
91.0 |
-1.0 |
-1.1% |
0.0 |
Volume |
108,747 |
102,104 |
-6,643 |
-6.1% |
615,570 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,803.2 |
7,775.3 |
7,635.1 |
|
R3 |
7,725.7 |
7,697.8 |
7,613.8 |
|
R2 |
7,648.2 |
7,648.2 |
7,606.7 |
|
R1 |
7,620.3 |
7,620.3 |
7,599.6 |
7,634.3 |
PP |
7,570.7 |
7,570.7 |
7,570.7 |
7,577.6 |
S1 |
7,542.8 |
7,542.8 |
7,585.4 |
7,556.8 |
S2 |
7,493.2 |
7,493.2 |
7,578.3 |
|
S3 |
7,415.7 |
7,465.3 |
7,571.2 |
|
S4 |
7,338.2 |
7,387.8 |
7,549.9 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,927.0 |
7,862.5 |
7,588.5 |
|
R3 |
7,782.5 |
7,718.0 |
7,548.7 |
|
R2 |
7,638.0 |
7,638.0 |
7,535.5 |
|
R1 |
7,573.5 |
7,573.5 |
7,522.2 |
7,605.8 |
PP |
7,493.5 |
7,493.5 |
7,493.5 |
7,509.6 |
S1 |
7,429.0 |
7,429.0 |
7,495.8 |
7,461.3 |
S2 |
7,349.0 |
7,349.0 |
7,482.5 |
|
S3 |
7,204.5 |
7,284.5 |
7,469.3 |
|
S4 |
7,060.0 |
7,140.0 |
7,429.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,598.5 |
7,428.5 |
170.0 |
2.2% |
80.9 |
1.1% |
96% |
True |
False |
116,739 |
10 |
7,598.5 |
7,265.0 |
333.5 |
4.4% |
75.5 |
1.0% |
98% |
True |
False |
117,603 |
20 |
7,598.5 |
6,948.0 |
650.5 |
8.6% |
84.9 |
1.1% |
99% |
True |
False |
115,271 |
40 |
7,598.5 |
6,948.0 |
650.5 |
8.6% |
92.8 |
1.2% |
99% |
True |
False |
115,410 |
60 |
7,598.5 |
6,948.0 |
650.5 |
8.6% |
92.4 |
1.2% |
99% |
True |
False |
114,995 |
80 |
7,598.5 |
6,875.0 |
723.5 |
9.5% |
92.9 |
1.2% |
99% |
True |
False |
88,801 |
100 |
7,598.5 |
6,320.0 |
1,278.5 |
16.8% |
99.9 |
1.3% |
100% |
True |
False |
71,119 |
120 |
7,598.5 |
6,112.5 |
1,486.0 |
19.6% |
100.8 |
1.3% |
100% |
True |
False |
59,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,927.9 |
2.618 |
7,801.4 |
1.618 |
7,723.9 |
1.000 |
7,676.0 |
0.618 |
7,646.4 |
HIGH |
7,598.5 |
0.618 |
7,568.9 |
0.500 |
7,559.8 |
0.382 |
7,550.6 |
LOW |
7,521.0 |
0.618 |
7,473.1 |
1.000 |
7,443.5 |
1.618 |
7,395.6 |
2.618 |
7,318.1 |
4.250 |
7,191.6 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,581.6 |
7,571.0 |
PP |
7,570.7 |
7,549.5 |
S1 |
7,559.8 |
7,528.0 |
|