Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,931.0 |
5,940.0 |
9.0 |
0.2% |
5,880.0 |
High |
5,965.0 |
5,948.5 |
-16.5 |
-0.3% |
5,926.5 |
Low |
5,917.5 |
5,911.5 |
-6.0 |
-0.1% |
5,853.5 |
Close |
5,949.0 |
5,920.0 |
-29.0 |
-0.5% |
5,913.0 |
Range |
47.5 |
37.0 |
-10.5 |
-22.1% |
73.0 |
ATR |
56.6 |
55.3 |
-1.4 |
-2.4% |
0.0 |
Volume |
116,982 |
130,409 |
13,427 |
11.5% |
423,995 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,037.5 |
6,016.0 |
5,940.5 |
|
R3 |
6,000.5 |
5,979.0 |
5,930.0 |
|
R2 |
5,963.5 |
5,963.5 |
5,927.0 |
|
R1 |
5,942.0 |
5,942.0 |
5,923.5 |
5,934.0 |
PP |
5,926.5 |
5,926.5 |
5,926.5 |
5,923.0 |
S1 |
5,905.0 |
5,905.0 |
5,916.5 |
5,897.0 |
S2 |
5,889.5 |
5,889.5 |
5,913.0 |
|
S3 |
5,852.5 |
5,868.0 |
5,910.0 |
|
S4 |
5,815.5 |
5,831.0 |
5,899.5 |
|
|
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 |
5,890.5 |
74.5 |
1.3% |
39.0 |
0.7% |
40% |
False |
False |
96,252 |
10 |
5,965.0 |
5,853.5 |
111.5 |
1.9% |
43.0 |
0.7% |
60% |
False |
False |
92,166 |
20 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
51.5 |
0.9% |
88% |
False |
False |
83,187 |
40 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
62.0 |
1.1% |
88% |
False |
False |
85,615 |
60 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
61.5 |
1.0% |
88% |
False |
False |
84,835 |
80 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
60.0 |
1.0% |
88% |
False |
False |
75,045 |
100 |
5,965.0 |
5,494.0 |
471.0 |
8.0% |
57.5 |
1.0% |
90% |
False |
False |
60,045 |
120 |
5,965.0 |
5,396.0 |
569.0 |
9.6% |
54.0 |
0.9% |
92% |
False |
False |
50,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,106.0 |
2.618 |
6,045.5 |
1.618 |
6,008.5 |
1.000 |
5,985.5 |
0.618 |
5,971.5 |
HIGH |
5,948.5 |
0.618 |
5,934.5 |
0.500 |
5,930.0 |
0.382 |
5,925.5 |
LOW |
5,911.5 |
0.618 |
5,888.5 |
1.000 |
5,874.5 |
1.618 |
5,851.5 |
2.618 |
5,814.5 |
4.250 |
5,754.0 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,930.0 |
5,932.5 |
PP |
5,926.5 |
5,928.5 |
S1 |
5,923.5 |
5,924.0 |
|