Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,070 |
13,147 |
77 |
0.6% |
13,003 |
High |
13,154 |
13,194 |
40 |
0.3% |
13,154 |
Low |
13,037 |
13,103 |
66 |
0.5% |
12,905 |
Close |
13,143 |
13,187 |
44 |
0.3% |
13,143 |
Range |
117 |
91 |
-26 |
-22.2% |
249 |
ATR |
142 |
139 |
-4 |
-2.6% |
0 |
Volume |
141,385 |
89,273 |
-52,112 |
-36.9% |
658,708 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,434 |
13,402 |
13,237 |
|
R3 |
13,343 |
13,311 |
13,212 |
|
R2 |
13,252 |
13,252 |
13,204 |
|
R1 |
13,220 |
13,220 |
13,195 |
13,236 |
PP |
13,161 |
13,161 |
13,161 |
13,170 |
S1 |
13,129 |
13,129 |
13,179 |
13,145 |
S2 |
13,070 |
13,070 |
13,170 |
|
S3 |
12,979 |
13,038 |
13,162 |
|
S4 |
12,888 |
12,947 |
13,137 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,814 |
13,728 |
13,280 |
|
R3 |
13,565 |
13,479 |
13,212 |
|
R2 |
13,316 |
13,316 |
13,189 |
|
R1 |
13,230 |
13,230 |
13,166 |
13,273 |
PP |
13,067 |
13,067 |
13,067 |
13,089 |
S1 |
12,981 |
12,981 |
13,120 |
13,024 |
S2 |
12,818 |
12,818 |
13,097 |
|
S3 |
12,569 |
12,732 |
13,075 |
|
S4 |
12,320 |
12,483 |
13,006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,194 |
12,905 |
289 |
2.2% |
110 |
0.8% |
98% |
True |
False |
125,197 |
10 |
13,194 |
12,740 |
454 |
3.4% |
125 |
0.9% |
98% |
True |
False |
129,483 |
20 |
13,194 |
12,435 |
759 |
5.8% |
137 |
1.0% |
99% |
True |
False |
124,000 |
40 |
13,530 |
12,435 |
1,095 |
8.3% |
155 |
1.2% |
69% |
False |
False |
123,308 |
60 |
13,599 |
12,435 |
1,164 |
8.8% |
142 |
1.1% |
65% |
False |
False |
120,667 |
80 |
13,599 |
12,435 |
1,164 |
8.8% |
137 |
1.0% |
65% |
False |
False |
92,941 |
100 |
13,599 |
12,351 |
1,248 |
9.5% |
133 |
1.0% |
67% |
False |
False |
74,359 |
120 |
13,599 |
12,323 |
1,276 |
9.7% |
127 |
1.0% |
68% |
False |
False |
61,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,581 |
2.618 |
13,432 |
1.618 |
13,341 |
1.000 |
13,285 |
0.618 |
13,250 |
HIGH |
13,194 |
0.618 |
13,159 |
0.500 |
13,149 |
0.382 |
13,138 |
LOW |
13,103 |
0.618 |
13,047 |
1.000 |
13,012 |
1.618 |
12,956 |
2.618 |
12,865 |
4.250 |
12,716 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,174 |
13,157 |
PP |
13,161 |
13,126 |
S1 |
13,149 |
13,096 |
|