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 |
5,921.0 |
5,931.0 |
10.0 |
0.2% |
5,880.0 |
High |
5,939.5 |
5,965.0 |
25.5 |
0.4% |
5,926.5 |
Low |
5,900.0 |
5,917.5 |
17.5 |
0.3% |
5,853.5 |
Close |
5,929.0 |
5,949.0 |
20.0 |
0.3% |
5,913.0 |
Range |
39.5 |
47.5 |
8.0 |
20.3% |
73.0 |
ATR |
57.3 |
56.6 |
-0.7 |
-1.2% |
0.0 |
Volume |
72,993 |
116,982 |
43,989 |
60.3% |
423,995 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,086.5 |
6,065.0 |
5,975.0 |
|
R3 |
6,039.0 |
6,017.5 |
5,962.0 |
|
R2 |
5,991.5 |
5,991.5 |
5,957.5 |
|
R1 |
5,970.0 |
5,970.0 |
5,953.5 |
5,981.0 |
PP |
5,944.0 |
5,944.0 |
5,944.0 |
5,949.0 |
S1 |
5,922.5 |
5,922.5 |
5,944.5 |
5,933.0 |
S2 |
5,896.5 |
5,896.5 |
5,940.5 |
|
S3 |
5,849.0 |
5,875.0 |
5,936.0 |
|
S4 |
5,801.5 |
5,827.5 |
5,923.0 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,116.5 |
6,088.0 |
5,953.0 |
|
R3 |
6,043.5 |
6,015.0 |
5,933.0 |
|
R2 |
5,970.5 |
5,970.5 |
5,926.5 |
|
R1 |
5,942.0 |
5,942.0 |
5,919.5 |
5,956.0 |
PP |
5,897.5 |
5,897.5 |
5,897.5 |
5,905.0 |
S1 |
5,869.0 |
5,869.0 |
5,906.5 |
5,883.0 |
S2 |
5,824.5 |
5,824.5 |
5,899.5 |
|
S3 |
5,751.5 |
5,796.0 |
5,893.0 |
|
S4 |
5,678.5 |
5,723.0 |
5,873.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,965.0 |
5,885.0 |
80.0 |
1.3% |
40.0 |
0.7% |
80% |
True |
False |
85,469 |
10 |
5,965.0 |
5,820.0 |
145.0 |
2.4% |
46.0 |
0.8% |
89% |
True |
False |
87,657 |
20 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
52.5 |
0.9% |
96% |
True |
False |
83,262 |
40 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
62.0 |
1.0% |
96% |
True |
False |
84,659 |
60 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
62.0 |
1.0% |
96% |
True |
False |
84,716 |
80 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
59.5 |
1.0% |
96% |
True |
False |
73,416 |
100 |
5,965.0 |
5,420.5 |
544.5 |
9.2% |
57.0 |
1.0% |
97% |
True |
False |
58,741 |
120 |
5,965.0 |
5,386.5 |
578.5 |
9.7% |
54.0 |
0.9% |
97% |
True |
False |
48,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,167.0 |
2.618 |
6,089.5 |
1.618 |
6,042.0 |
1.000 |
6,012.5 |
0.618 |
5,994.5 |
HIGH |
5,965.0 |
0.618 |
5,947.0 |
0.500 |
5,941.0 |
0.382 |
5,935.5 |
LOW |
5,917.5 |
0.618 |
5,888.0 |
1.000 |
5,870.0 |
1.618 |
5,840.5 |
2.618 |
5,793.0 |
4.250 |
5,715.5 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,946.5 |
5,942.5 |
PP |
5,944.0 |
5,935.5 |
S1 |
5,941.0 |
5,929.0 |
|