Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
9,560 |
9,525 |
-35 |
-0.4% |
9,505 |
High |
9,600 |
9,600 |
0 |
0.0% |
9,575 |
Low |
9,475 |
9,500 |
25 |
0.3% |
9,390 |
Close |
9,530 |
9,595 |
65 |
0.7% |
9,550 |
Range |
125 |
100 |
-25 |
-20.0% |
185 |
ATR |
132 |
129 |
-2 |
-1.7% |
0 |
Volume |
20,157 |
24,172 |
4,015 |
19.9% |
35,722 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,865 |
9,830 |
9,650 |
|
R3 |
9,765 |
9,730 |
9,623 |
|
R2 |
9,665 |
9,665 |
9,613 |
|
R1 |
9,630 |
9,630 |
9,604 |
9,648 |
PP |
9,565 |
9,565 |
9,565 |
9,574 |
S1 |
9,530 |
9,530 |
9,586 |
9,548 |
S2 |
9,465 |
9,465 |
9,577 |
|
S3 |
9,365 |
9,430 |
9,568 |
|
S4 |
9,265 |
9,330 |
9,540 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,060 |
9,990 |
9,652 |
|
R3 |
9,875 |
9,805 |
9,601 |
|
R2 |
9,690 |
9,690 |
9,584 |
|
R1 |
9,620 |
9,620 |
9,567 |
9,655 |
PP |
9,505 |
9,505 |
9,505 |
9,523 |
S1 |
9,435 |
9,435 |
9,533 |
9,470 |
S2 |
9,320 |
9,320 |
9,516 |
|
S3 |
9,135 |
9,250 |
9,499 |
|
S4 |
8,950 |
9,065 |
9,448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,600 |
9,390 |
210 |
2.2% |
110 |
1.1% |
98% |
True |
False |
13,536 |
10 |
9,600 |
9,225 |
375 |
3.9% |
118 |
1.2% |
99% |
True |
False |
10,008 |
20 |
9,600 |
8,625 |
975 |
10.2% |
135 |
1.4% |
99% |
True |
False |
8,832 |
40 |
9,600 |
8,625 |
975 |
10.2% |
144 |
1.5% |
99% |
True |
False |
7,078 |
60 |
9,600 |
8,505 |
1,095 |
11.4% |
139 |
1.5% |
100% |
True |
False |
6,054 |
80 |
9,600 |
8,505 |
1,095 |
11.4% |
129 |
1.3% |
100% |
True |
False |
5,206 |
100 |
9,600 |
8,365 |
1,235 |
12.9% |
106 |
1.1% |
100% |
True |
False |
4,166 |
120 |
9,600 |
8,365 |
1,235 |
12.9% |
89 |
0.9% |
100% |
True |
False |
3,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,025 |
2.618 |
9,862 |
1.618 |
9,762 |
1.000 |
9,700 |
0.618 |
9,662 |
HIGH |
9,600 |
0.618 |
9,562 |
0.500 |
9,550 |
0.382 |
9,538 |
LOW |
9,500 |
0.618 |
9,438 |
1.000 |
9,400 |
1.618 |
9,338 |
2.618 |
9,238 |
4.250 |
9,075 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
9,580 |
9,575 |
PP |
9,565 |
9,555 |
S1 |
9,550 |
9,535 |
|