Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,592.0 |
7,610.5 |
18.5 |
0.2% |
7,522.5 |
High |
7,622.0 |
7,629.0 |
7.0 |
0.1% |
7,644.0 |
Low |
7,571.0 |
7,565.5 |
-5.5 |
-0.1% |
7,457.5 |
Close |
7,595.0 |
7,599.5 |
4.5 |
0.1% |
7,595.0 |
Range |
51.0 |
63.5 |
12.5 |
24.5% |
186.5 |
ATR |
84.0 |
82.5 |
-1.5 |
-1.7% |
0.0 |
Volume |
140,395 |
162,402 |
22,007 |
15.7% |
576,954 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,788.5 |
7,757.5 |
7,634.4 |
|
R3 |
7,725.0 |
7,694.0 |
7,617.0 |
|
R2 |
7,661.5 |
7,661.5 |
7,611.1 |
|
R1 |
7,630.5 |
7,630.5 |
7,605.3 |
7,614.3 |
PP |
7,598.0 |
7,598.0 |
7,598.0 |
7,589.9 |
S1 |
7,567.0 |
7,567.0 |
7,593.7 |
7,550.8 |
S2 |
7,534.5 |
7,534.5 |
7,587.9 |
|
S3 |
7,471.0 |
7,503.5 |
7,582.0 |
|
S4 |
7,407.5 |
7,440.0 |
7,564.6 |
|
|
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 |
7,521.0 |
123.0 |
1.6% |
61.8 |
0.8% |
64% |
False |
False |
126,121 |
10 |
7,644.0 |
7,413.5 |
230.5 |
3.0% |
69.1 |
0.9% |
81% |
False |
False |
124,292 |
20 |
7,644.0 |
7,006.0 |
638.0 |
8.4% |
74.1 |
1.0% |
93% |
False |
False |
114,828 |
40 |
7,644.0 |
6,948.0 |
696.0 |
9.2% |
91.2 |
1.2% |
94% |
False |
False |
116,693 |
60 |
7,644.0 |
6,948.0 |
696.0 |
9.2% |
90.6 |
1.2% |
94% |
False |
False |
117,693 |
80 |
7,644.0 |
6,875.0 |
769.0 |
10.1% |
91.5 |
1.2% |
94% |
False |
False |
95,391 |
100 |
7,644.0 |
6,520.0 |
1,124.0 |
14.8% |
95.0 |
1.2% |
96% |
False |
False |
76,380 |
120 |
7,644.0 |
6,281.0 |
1,363.0 |
17.9% |
99.0 |
1.3% |
97% |
False |
False |
63,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,898.9 |
2.618 |
7,795.2 |
1.618 |
7,731.7 |
1.000 |
7,692.5 |
0.618 |
7,668.2 |
HIGH |
7,629.0 |
0.618 |
7,604.7 |
0.500 |
7,597.3 |
0.382 |
7,589.8 |
LOW |
7,565.5 |
0.618 |
7,526.3 |
1.000 |
7,502.0 |
1.618 |
7,462.8 |
2.618 |
7,399.3 |
4.250 |
7,295.6 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,598.8 |
7,598.1 |
PP |
7,598.0 |
7,596.7 |
S1 |
7,597.3 |
7,595.3 |
|