Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,673.0 |
7,645.0 |
-28.0 |
-0.4% |
7,522.5 |
High |
7,683.0 |
7,694.5 |
11.5 |
0.1% |
7,644.0 |
Low |
7,654.0 |
7,636.5 |
-17.5 |
-0.2% |
7,457.5 |
Close |
7,673.0 |
7,671.5 |
-1.5 |
0.0% |
7,595.0 |
Range |
29.0 |
58.0 |
29.0 |
100.0% |
186.5 |
ATR |
78.1 |
76.7 |
-1.4 |
-1.8% |
0.0 |
Volume |
121,948 |
121,948 |
0 |
0.0% |
576,954 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,841.5 |
7,814.5 |
7,703.4 |
|
R3 |
7,783.5 |
7,756.5 |
7,687.5 |
|
R2 |
7,725.5 |
7,725.5 |
7,682.1 |
|
R1 |
7,698.5 |
7,698.5 |
7,676.8 |
7,712.0 |
PP |
7,667.5 |
7,667.5 |
7,667.5 |
7,674.3 |
S1 |
7,640.5 |
7,640.5 |
7,666.2 |
7,654.0 |
S2 |
7,609.5 |
7,609.5 |
7,660.9 |
|
S3 |
7,551.5 |
7,582.5 |
7,655.6 |
|
S4 |
7,493.5 |
7,524.5 |
7,639.6 |
|
|
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 |
7,694.5 |
7,565.5 |
129.0 |
1.7% |
50.1 |
0.7% |
82% |
True |
False |
146,574 |
10 |
7,694.5 |
7,457.5 |
237.0 |
3.1% |
59.7 |
0.8% |
90% |
True |
False |
127,657 |
20 |
7,694.5 |
7,220.5 |
474.0 |
6.2% |
66.9 |
0.9% |
95% |
True |
False |
123,185 |
40 |
7,694.5 |
6,948.0 |
746.5 |
9.7% |
85.1 |
1.1% |
97% |
True |
False |
117,202 |
60 |
7,694.5 |
6,948.0 |
746.5 |
9.7% |
88.5 |
1.2% |
97% |
True |
False |
118,968 |
80 |
7,694.5 |
6,875.0 |
819.5 |
10.7% |
90.1 |
1.2% |
97% |
True |
False |
100,732 |
100 |
7,694.5 |
6,554.5 |
1,140.0 |
14.9% |
91.7 |
1.2% |
98% |
True |
False |
80,670 |
120 |
7,694.5 |
6,320.0 |
1,374.5 |
17.9% |
96.9 |
1.3% |
98% |
True |
False |
67,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,941.0 |
2.618 |
7,846.3 |
1.618 |
7,788.3 |
1.000 |
7,752.5 |
0.618 |
7,730.3 |
HIGH |
7,694.5 |
0.618 |
7,672.3 |
0.500 |
7,665.5 |
0.382 |
7,658.7 |
LOW |
7,636.5 |
0.618 |
7,600.7 |
1.000 |
7,578.5 |
1.618 |
7,542.7 |
2.618 |
7,484.7 |
4.250 |
7,390.0 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,669.5 |
7,667.6 |
PP |
7,667.5 |
7,663.7 |
S1 |
7,665.5 |
7,659.8 |
|