Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,610.5 |
7,642.0 |
31.5 |
0.4% |
7,522.5 |
High |
7,629.0 |
7,674.0 |
45.0 |
0.6% |
7,644.0 |
Low |
7,565.5 |
7,625.0 |
59.5 |
0.8% |
7,457.5 |
Close |
7,599.5 |
7,661.5 |
62.0 |
0.8% |
7,595.0 |
Range |
63.5 |
49.0 |
-14.5 |
-22.8% |
186.5 |
ATR |
82.5 |
81.9 |
-0.6 |
-0.7% |
0.0 |
Volume |
162,402 |
186,180 |
23,778 |
14.6% |
576,954 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,800.5 |
7,780.0 |
7,688.5 |
|
R3 |
7,751.5 |
7,731.0 |
7,675.0 |
|
R2 |
7,702.5 |
7,702.5 |
7,670.5 |
|
R1 |
7,682.0 |
7,682.0 |
7,666.0 |
7,692.3 |
PP |
7,653.5 |
7,653.5 |
7,653.5 |
7,658.6 |
S1 |
7,633.0 |
7,633.0 |
7,657.0 |
7,643.3 |
S2 |
7,604.5 |
7,604.5 |
7,652.5 |
|
S3 |
7,555.5 |
7,584.0 |
7,648.0 |
|
S4 |
7,506.5 |
7,535.0 |
7,634.6 |
|
|
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 |
7,674.0 |
7,561.5 |
112.5 |
1.5% |
56.1 |
0.7% |
89% |
True |
False |
142,937 |
10 |
7,674.0 |
7,428.5 |
245.5 |
3.2% |
68.5 |
0.9% |
95% |
True |
False |
129,838 |
20 |
7,674.0 |
7,092.5 |
581.5 |
7.6% |
70.3 |
0.9% |
98% |
True |
False |
118,183 |
40 |
7,674.0 |
6,948.0 |
726.0 |
9.5% |
90.2 |
1.2% |
98% |
True |
False |
117,399 |
60 |
7,674.0 |
6,948.0 |
726.0 |
9.5% |
90.5 |
1.2% |
98% |
True |
False |
119,041 |
80 |
7,674.0 |
6,875.0 |
799.0 |
10.4% |
90.9 |
1.2% |
98% |
True |
False |
97,715 |
100 |
7,674.0 |
6,554.5 |
1,119.5 |
14.6% |
92.5 |
1.2% |
99% |
True |
False |
78,239 |
120 |
7,674.0 |
6,320.0 |
1,354.0 |
17.7% |
98.1 |
1.3% |
99% |
True |
False |
65,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,882.3 |
2.618 |
7,802.3 |
1.618 |
7,753.3 |
1.000 |
7,723.0 |
0.618 |
7,704.3 |
HIGH |
7,674.0 |
0.618 |
7,655.3 |
0.500 |
7,649.5 |
0.382 |
7,643.7 |
LOW |
7,625.0 |
0.618 |
7,594.7 |
1.000 |
7,576.0 |
1.618 |
7,545.7 |
2.618 |
7,496.7 |
4.250 |
7,416.8 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,657.5 |
7,647.6 |
PP |
7,653.5 |
7,633.7 |
S1 |
7,649.5 |
7,619.8 |
|