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 |
7,596.5 |
7,597.5 |
1.0 |
0.0% |
7,429.0 |
High |
7,644.0 |
7,621.5 |
-22.5 |
-0.3% |
7,558.0 |
Low |
7,587.0 |
7,561.5 |
-25.5 |
-0.3% |
7,413.5 |
Close |
7,615.0 |
7,572.0 |
-43.0 |
-0.6% |
7,509.0 |
Range |
57.0 |
60.0 |
3.0 |
5.3% |
144.5 |
ATR |
88.5 |
86.5 |
-2.0 |
-2.3% |
0.0 |
Volume |
119,778 |
105,930 |
-13,848 |
-11.6% |
615,570 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,765.0 |
7,728.5 |
7,605.0 |
|
R3 |
7,705.0 |
7,668.5 |
7,588.5 |
|
R2 |
7,645.0 |
7,645.0 |
7,583.0 |
|
R1 |
7,608.5 |
7,608.5 |
7,577.5 |
7,596.8 |
PP |
7,585.0 |
7,585.0 |
7,585.0 |
7,579.1 |
S1 |
7,548.5 |
7,548.5 |
7,566.5 |
7,536.8 |
S2 |
7,525.0 |
7,525.0 |
7,561.0 |
|
S3 |
7,465.0 |
7,488.5 |
7,555.5 |
|
S4 |
7,405.0 |
7,428.5 |
7,539.0 |
|
|
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 |
7,644.0 |
7,457.5 |
186.5 |
2.5% |
69.2 |
0.9% |
61% |
False |
False |
108,740 |
10 |
7,644.0 |
7,390.5 |
253.5 |
3.3% |
70.3 |
0.9% |
72% |
False |
False |
117,520 |
20 |
7,644.0 |
6,948.0 |
696.0 |
9.2% |
77.4 |
1.0% |
90% |
False |
False |
113,426 |
40 |
7,644.0 |
6,948.0 |
696.0 |
9.2% |
92.4 |
1.2% |
90% |
False |
False |
115,280 |
60 |
7,644.0 |
6,948.0 |
696.0 |
9.2% |
91.7 |
1.2% |
90% |
False |
False |
115,621 |
80 |
7,644.0 |
6,875.0 |
769.0 |
10.2% |
92.6 |
1.2% |
91% |
False |
False |
91,613 |
100 |
7,644.0 |
6,337.5 |
1,306.5 |
17.3% |
97.6 |
1.3% |
94% |
False |
False |
73,367 |
120 |
7,644.0 |
6,112.5 |
1,531.5 |
20.2% |
100.1 |
1.3% |
95% |
False |
False |
61,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,876.5 |
2.618 |
7,778.6 |
1.618 |
7,718.6 |
1.000 |
7,681.5 |
0.618 |
7,658.6 |
HIGH |
7,621.5 |
0.618 |
7,598.6 |
0.500 |
7,591.5 |
0.382 |
7,584.4 |
LOW |
7,561.5 |
0.618 |
7,524.4 |
1.000 |
7,501.5 |
1.618 |
7,464.4 |
2.618 |
7,404.4 |
4.250 |
7,306.5 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,591.5 |
7,582.5 |
PP |
7,585.0 |
7,579.0 |
S1 |
7,578.5 |
7,575.5 |
|