Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,642.0 |
7,673.0 |
31.0 |
0.4% |
7,522.5 |
High |
7,674.0 |
7,683.0 |
9.0 |
0.1% |
7,644.0 |
Low |
7,625.0 |
7,654.0 |
29.0 |
0.4% |
7,457.5 |
Close |
7,661.5 |
7,673.0 |
11.5 |
0.2% |
7,595.0 |
Range |
49.0 |
29.0 |
-20.0 |
-40.8% |
186.5 |
ATR |
81.9 |
78.1 |
-3.8 |
-4.6% |
0.0 |
Volume |
186,180 |
121,948 |
-64,232 |
-34.5% |
576,954 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,757.0 |
7,744.0 |
7,689.0 |
|
R3 |
7,728.0 |
7,715.0 |
7,681.0 |
|
R2 |
7,699.0 |
7,699.0 |
7,678.3 |
|
R1 |
7,686.0 |
7,686.0 |
7,675.7 |
7,687.5 |
PP |
7,670.0 |
7,670.0 |
7,670.0 |
7,670.8 |
S1 |
7,657.0 |
7,657.0 |
7,670.3 |
7,658.5 |
S2 |
7,641.0 |
7,641.0 |
7,667.7 |
|
S3 |
7,612.0 |
7,628.0 |
7,665.0 |
|
S4 |
7,583.0 |
7,599.0 |
7,657.1 |
|
|
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 |
7,683.0 |
7,561.5 |
121.5 |
1.6% |
50.5 |
0.7% |
92% |
True |
False |
143,371 |
10 |
7,683.0 |
7,457.5 |
225.5 |
2.9% |
63.6 |
0.8% |
96% |
True |
False |
128,028 |
20 |
7,683.0 |
7,136.0 |
547.0 |
7.1% |
67.0 |
0.9% |
98% |
True |
False |
120,067 |
40 |
7,683.0 |
6,948.0 |
735.0 |
9.6% |
86.1 |
1.1% |
99% |
True |
False |
117,007 |
60 |
7,683.0 |
6,948.0 |
735.0 |
9.6% |
89.5 |
1.2% |
99% |
True |
False |
118,802 |
80 |
7,683.0 |
6,875.0 |
808.0 |
10.5% |
90.0 |
1.2% |
99% |
True |
False |
99,235 |
100 |
7,683.0 |
6,554.5 |
1,128.5 |
14.7% |
91.9 |
1.2% |
99% |
True |
False |
79,454 |
120 |
7,683.0 |
6,320.0 |
1,363.0 |
17.8% |
97.2 |
1.3% |
99% |
True |
False |
66,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,806.3 |
2.618 |
7,758.9 |
1.618 |
7,729.9 |
1.000 |
7,712.0 |
0.618 |
7,700.9 |
HIGH |
7,683.0 |
0.618 |
7,671.9 |
0.500 |
7,668.5 |
0.382 |
7,665.1 |
LOW |
7,654.0 |
0.618 |
7,636.1 |
1.000 |
7,625.0 |
1.618 |
7,607.1 |
2.618 |
7,578.1 |
4.250 |
7,530.8 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,671.5 |
7,656.8 |
PP |
7,670.0 |
7,640.5 |
S1 |
7,668.5 |
7,624.3 |
|