Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,933.0 |
5,954.5 |
21.5 |
0.4% |
5,923.0 |
High |
5,956.0 |
5,979.0 |
23.0 |
0.4% |
5,965.0 |
Low |
5,924.5 |
5,945.5 |
21.0 |
0.4% |
5,893.0 |
Close |
5,946.5 |
5,963.0 |
16.5 |
0.3% |
5,925.5 |
Range |
31.5 |
33.5 |
2.0 |
6.3% |
72.0 |
ATR |
53.4 |
52.0 |
-1.4 |
-2.7% |
0.0 |
Volume |
241,339 |
100,528 |
-140,811 |
-58.3% |
730,928 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,063.0 |
6,046.5 |
5,981.5 |
|
R3 |
6,029.5 |
6,013.0 |
5,972.0 |
|
R2 |
5,996.0 |
5,996.0 |
5,969.0 |
|
R1 |
5,979.5 |
5,979.5 |
5,966.0 |
5,988.0 |
PP |
5,962.5 |
5,962.5 |
5,962.5 |
5,966.5 |
S1 |
5,946.0 |
5,946.0 |
5,960.0 |
5,954.0 |
S2 |
5,929.0 |
5,929.0 |
5,957.0 |
|
S3 |
5,895.5 |
5,912.5 |
5,954.0 |
|
S4 |
5,862.0 |
5,879.0 |
5,944.5 |
|
|
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 |
5,979.0 |
5,882.0 |
97.0 |
1.6% |
37.5 |
0.6% |
84% |
True |
False |
214,821 |
10 |
5,979.0 |
5,882.0 |
97.0 |
1.6% |
38.5 |
0.6% |
84% |
True |
False |
150,145 |
20 |
5,979.0 |
5,750.0 |
229.0 |
3.8% |
45.5 |
0.8% |
93% |
True |
False |
116,495 |
40 |
5,979.0 |
5,591.5 |
387.5 |
6.5% |
58.5 |
1.0% |
96% |
True |
False |
100,635 |
60 |
5,979.0 |
5,591.5 |
387.5 |
6.5% |
60.0 |
1.0% |
96% |
True |
False |
95,818 |
80 |
5,979.0 |
5,591.5 |
387.5 |
6.5% |
60.0 |
1.0% |
96% |
True |
False |
86,836 |
100 |
5,979.0 |
5,550.5 |
428.5 |
7.2% |
57.5 |
1.0% |
96% |
True |
False |
69,482 |
120 |
5,979.0 |
5,420.5 |
558.5 |
9.4% |
54.0 |
0.9% |
97% |
True |
False |
57,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,121.5 |
2.618 |
6,066.5 |
1.618 |
6,033.0 |
1.000 |
6,012.5 |
0.618 |
5,999.5 |
HIGH |
5,979.0 |
0.618 |
5,966.0 |
0.500 |
5,962.0 |
0.382 |
5,958.5 |
LOW |
5,945.5 |
0.618 |
5,925.0 |
1.000 |
5,912.0 |
1.618 |
5,891.5 |
2.618 |
5,858.0 |
4.250 |
5,803.0 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,963.0 |
5,952.0 |
PP |
5,962.5 |
5,941.5 |
S1 |
5,962.0 |
5,930.5 |
|