Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,924.0 |
5,925.5 |
1.5 |
0.0% |
5,923.0 |
High |
5,946.5 |
5,930.0 |
-16.5 |
-0.3% |
5,965.0 |
Low |
5,910.0 |
5,882.0 |
-28.0 |
-0.5% |
5,893.0 |
Close |
5,925.5 |
5,903.5 |
-22.0 |
-0.4% |
5,925.5 |
Range |
36.5 |
48.0 |
11.5 |
31.5% |
72.0 |
ATR |
53.9 |
53.5 |
-0.4 |
-0.8% |
0.0 |
Volume |
316,971 |
284,862 |
-32,109 |
-10.1% |
730,928 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,049.0 |
6,024.5 |
5,930.0 |
|
R3 |
6,001.0 |
5,976.5 |
5,916.5 |
|
R2 |
5,953.0 |
5,953.0 |
5,912.5 |
|
R1 |
5,928.5 |
5,928.5 |
5,908.0 |
5,917.0 |
PP |
5,905.0 |
5,905.0 |
5,905.0 |
5,899.5 |
S1 |
5,880.5 |
5,880.5 |
5,899.0 |
5,869.0 |
S2 |
5,857.0 |
5,857.0 |
5,894.5 |
|
S3 |
5,809.0 |
5,832.5 |
5,890.5 |
|
S4 |
5,761.0 |
5,784.5 |
5,877.0 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,144.0 |
6,106.5 |
5,965.0 |
|
R3 |
6,072.0 |
6,034.5 |
5,945.5 |
|
R2 |
6,000.0 |
6,000.0 |
5,938.5 |
|
R1 |
5,962.5 |
5,962.5 |
5,932.0 |
5,981.0 |
PP |
5,928.0 |
5,928.0 |
5,928.0 |
5,937.0 |
S1 |
5,890.5 |
5,890.5 |
5,919.0 |
5,909.0 |
S2 |
5,856.0 |
5,856.0 |
5,912.5 |
|
S3 |
5,784.0 |
5,818.5 |
5,905.5 |
|
S4 |
5,712.0 |
5,746.5 |
5,886.0 |
|
|
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 |
5,882.0 |
83.0 |
1.4% |
41.5 |
0.7% |
26% |
False |
True |
184,443 |
10 |
5,965.0 |
5,853.5 |
111.5 |
1.9% |
42.0 |
0.7% |
45% |
False |
False |
133,011 |
20 |
5,965.0 |
5,699.5 |
265.5 |
4.5% |
47.0 |
0.8% |
77% |
False |
False |
104,756 |
40 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
61.5 |
1.0% |
84% |
False |
False |
95,816 |
60 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
61.0 |
1.0% |
84% |
False |
False |
92,786 |
80 |
5,965.0 |
5,591.5 |
373.5 |
6.3% |
59.5 |
1.0% |
84% |
False |
False |
82,568 |
100 |
5,965.0 |
5,550.5 |
414.5 |
7.0% |
58.5 |
1.0% |
85% |
False |
False |
66,063 |
120 |
5,965.0 |
5,420.5 |
544.5 |
9.2% |
54.0 |
0.9% |
89% |
False |
False |
55,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,134.0 |
2.618 |
6,055.5 |
1.618 |
6,007.5 |
1.000 |
5,978.0 |
0.618 |
5,959.5 |
HIGH |
5,930.0 |
0.618 |
5,911.5 |
0.500 |
5,906.0 |
0.382 |
5,900.5 |
LOW |
5,882.0 |
0.618 |
5,852.5 |
1.000 |
5,834.0 |
1.618 |
5,804.5 |
2.618 |
5,756.5 |
4.250 |
5,678.0 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,906.0 |
5,915.0 |
PP |
5,905.0 |
5,911.5 |
S1 |
5,904.5 |
5,907.5 |
|