Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
9,525 |
9,590 |
65 |
0.7% |
9,505 |
High |
9,600 |
9,725 |
125 |
1.3% |
9,575 |
Low |
9,500 |
9,575 |
75 |
0.8% |
9,390 |
Close |
9,595 |
9,670 |
75 |
0.8% |
9,550 |
Range |
100 |
150 |
50 |
50.0% |
185 |
ATR |
129 |
131 |
1 |
1.1% |
0 |
Volume |
24,172 |
20,598 |
-3,574 |
-14.8% |
35,722 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,107 |
10,038 |
9,753 |
|
R3 |
9,957 |
9,888 |
9,711 |
|
R2 |
9,807 |
9,807 |
9,698 |
|
R1 |
9,738 |
9,738 |
9,684 |
9,773 |
PP |
9,657 |
9,657 |
9,657 |
9,674 |
S1 |
9,588 |
9,588 |
9,656 |
9,623 |
S2 |
9,507 |
9,507 |
9,643 |
|
S3 |
9,357 |
9,438 |
9,629 |
|
S4 |
9,207 |
9,288 |
9,588 |
|
|
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 |
9,725 |
9,470 |
255 |
2.6% |
108 |
1.1% |
78% |
True |
False |
16,051 |
10 |
9,725 |
9,340 |
385 |
4.0% |
114 |
1.2% |
86% |
True |
False |
11,408 |
20 |
9,725 |
8,665 |
1,060 |
11.0% |
137 |
1.4% |
95% |
True |
False |
9,632 |
40 |
9,725 |
8,625 |
1,100 |
11.4% |
144 |
1.5% |
95% |
True |
False |
7,308 |
60 |
9,725 |
8,505 |
1,220 |
12.6% |
139 |
1.4% |
95% |
True |
False |
6,322 |
80 |
9,725 |
8,505 |
1,220 |
12.6% |
131 |
1.4% |
95% |
True |
False |
5,464 |
100 |
9,725 |
8,365 |
1,360 |
14.1% |
108 |
1.1% |
96% |
True |
False |
4,372 |
120 |
9,725 |
8,365 |
1,360 |
14.1% |
90 |
0.9% |
96% |
True |
False |
3,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,363 |
2.618 |
10,118 |
1.618 |
9,968 |
1.000 |
9,875 |
0.618 |
9,818 |
HIGH |
9,725 |
0.618 |
9,668 |
0.500 |
9,650 |
0.382 |
9,632 |
LOW |
9,575 |
0.618 |
9,482 |
1.000 |
9,425 |
1.618 |
9,332 |
2.618 |
9,182 |
4.250 |
8,938 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
9,663 |
9,647 |
PP |
9,657 |
9,623 |
S1 |
9,650 |
9,600 |
|