Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,645.0 |
7,610.0 |
-35.0 |
-0.5% |
7,610.5 |
High |
7,694.5 |
7,650.0 |
-44.5 |
-0.6% |
7,694.5 |
Low |
7,636.5 |
7,596.0 |
-40.5 |
-0.5% |
7,565.5 |
Close |
7,671.5 |
7,629.2 |
-42.3 |
-0.6% |
7,629.2 |
Range |
58.0 |
54.0 |
-4.0 |
-6.9% |
129.0 |
ATR |
76.7 |
76.6 |
-0.1 |
-0.1% |
0.0 |
Volume |
121,948 |
18,453 |
-103,495 |
-84.9% |
610,931 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,787.1 |
7,762.1 |
7,658.9 |
|
R3 |
7,733.1 |
7,708.1 |
7,644.1 |
|
R2 |
7,679.1 |
7,679.1 |
7,639.1 |
|
R1 |
7,654.1 |
7,654.1 |
7,634.2 |
7,666.6 |
PP |
7,625.1 |
7,625.1 |
7,625.1 |
7,631.3 |
S1 |
7,600.1 |
7,600.1 |
7,624.3 |
7,612.6 |
S2 |
7,571.1 |
7,571.1 |
7,619.3 |
|
S3 |
7,517.1 |
7,546.1 |
7,614.4 |
|
S4 |
7,463.1 |
7,492.1 |
7,599.5 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,016.7 |
7,952.0 |
7,700.2 |
|
R3 |
7,887.7 |
7,823.0 |
7,664.7 |
|
R2 |
7,758.7 |
7,758.7 |
7,652.9 |
|
R1 |
7,694.0 |
7,694.0 |
7,641.0 |
7,726.4 |
PP |
7,629.7 |
7,629.7 |
7,629.7 |
7,645.9 |
S1 |
7,565.0 |
7,565.0 |
7,617.4 |
7,597.4 |
S2 |
7,500.7 |
7,500.7 |
7,605.6 |
|
S3 |
7,371.7 |
7,436.0 |
7,593.7 |
|
S4 |
7,242.7 |
7,307.0 |
7,558.3 |
|
|
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% |
50.7 |
0.7% |
49% |
False |
False |
122,186 |
10 |
7,694.5 |
7,457.5 |
237.0 |
3.1% |
58.3 |
0.8% |
72% |
False |
False |
118,788 |
20 |
7,694.5 |
7,265.0 |
429.5 |
5.6% |
63.8 |
0.8% |
85% |
False |
False |
119,728 |
40 |
7,694.5 |
6,948.0 |
746.5 |
9.8% |
84.5 |
1.1% |
91% |
False |
False |
114,446 |
60 |
7,694.5 |
6,948.0 |
746.5 |
9.8% |
88.1 |
1.2% |
91% |
False |
False |
116,996 |
80 |
7,694.5 |
6,875.0 |
819.5 |
10.7% |
89.8 |
1.2% |
92% |
False |
False |
100,959 |
100 |
7,694.5 |
6,554.5 |
1,140.0 |
14.9% |
91.6 |
1.2% |
94% |
False |
False |
80,848 |
120 |
7,694.5 |
6,320.0 |
1,374.5 |
18.0% |
97.0 |
1.3% |
95% |
False |
False |
67,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,879.5 |
2.618 |
7,791.4 |
1.618 |
7,737.4 |
1.000 |
7,704.0 |
0.618 |
7,683.4 |
HIGH |
7,650.0 |
0.618 |
7,629.4 |
0.500 |
7,623.0 |
0.382 |
7,616.6 |
LOW |
7,596.0 |
0.618 |
7,562.6 |
1.000 |
7,542.0 |
1.618 |
7,508.6 |
2.618 |
7,454.6 |
4.250 |
7,366.5 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,627.1 |
7,645.3 |
PP |
7,625.1 |
7,639.9 |
S1 |
7,623.0 |
7,634.6 |
|