Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,597.5 |
7,592.0 |
-5.5 |
-0.1% |
7,522.5 |
High |
7,621.5 |
7,622.0 |
0.5 |
0.0% |
7,644.0 |
Low |
7,561.5 |
7,571.0 |
9.5 |
0.1% |
7,457.5 |
Close |
7,572.0 |
7,595.0 |
23.0 |
0.3% |
7,595.0 |
Range |
60.0 |
51.0 |
-9.0 |
-15.0% |
186.5 |
ATR |
86.5 |
84.0 |
-2.5 |
-2.9% |
0.0 |
Volume |
105,930 |
140,395 |
34,465 |
32.5% |
576,954 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,749.0 |
7,723.0 |
7,623.1 |
|
R3 |
7,698.0 |
7,672.0 |
7,609.0 |
|
R2 |
7,647.0 |
7,647.0 |
7,604.4 |
|
R1 |
7,621.0 |
7,621.0 |
7,599.7 |
7,634.0 |
PP |
7,596.0 |
7,596.0 |
7,596.0 |
7,602.5 |
S1 |
7,570.0 |
7,570.0 |
7,590.3 |
7,583.0 |
S2 |
7,545.0 |
7,545.0 |
7,585.7 |
|
S3 |
7,494.0 |
7,519.0 |
7,581.0 |
|
S4 |
7,443.0 |
7,468.0 |
7,567.0 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,125.0 |
8,046.5 |
7,697.6 |
|
R3 |
7,938.5 |
7,860.0 |
7,646.3 |
|
R2 |
7,752.0 |
7,752.0 |
7,629.2 |
|
R1 |
7,673.5 |
7,673.5 |
7,612.1 |
7,712.8 |
PP |
7,565.5 |
7,565.5 |
7,565.5 |
7,585.1 |
S1 |
7,487.0 |
7,487.0 |
7,577.9 |
7,526.3 |
S2 |
7,379.0 |
7,379.0 |
7,560.8 |
|
S3 |
7,192.5 |
7,300.5 |
7,543.7 |
|
S4 |
7,006.0 |
7,114.0 |
7,492.4 |
|
|
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% |
65.9 |
0.9% |
74% |
False |
False |
115,390 |
10 |
7,644.0 |
7,413.5 |
230.5 |
3.0% |
69.9 |
0.9% |
79% |
False |
False |
119,252 |
20 |
7,644.0 |
6,948.0 |
696.0 |
9.2% |
76.6 |
1.0% |
93% |
False |
False |
112,376 |
40 |
7,644.0 |
6,948.0 |
696.0 |
9.2% |
92.2 |
1.2% |
93% |
False |
False |
115,439 |
60 |
7,644.0 |
6,948.0 |
696.0 |
9.2% |
91.1 |
1.2% |
93% |
False |
False |
116,405 |
80 |
7,644.0 |
6,875.0 |
769.0 |
10.1% |
92.6 |
1.2% |
94% |
False |
False |
93,366 |
100 |
7,644.0 |
6,337.5 |
1,306.5 |
17.2% |
96.9 |
1.3% |
96% |
False |
False |
74,766 |
120 |
7,644.0 |
6,112.5 |
1,531.5 |
20.2% |
99.6 |
1.3% |
97% |
False |
False |
62,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,838.8 |
2.618 |
7,755.5 |
1.618 |
7,704.5 |
1.000 |
7,673.0 |
0.618 |
7,653.5 |
HIGH |
7,622.0 |
0.618 |
7,602.5 |
0.500 |
7,596.5 |
0.382 |
7,590.5 |
LOW |
7,571.0 |
0.618 |
7,539.5 |
1.000 |
7,520.0 |
1.618 |
7,488.5 |
2.618 |
7,437.5 |
4.250 |
7,354.3 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,596.5 |
7,602.8 |
PP |
7,596.0 |
7,600.2 |
S1 |
7,595.5 |
7,597.6 |
|