Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,147 |
13,169 |
22 |
0.2% |
13,003 |
High |
13,194 |
13,304 |
110 |
0.8% |
13,154 |
Low |
13,103 |
13,152 |
49 |
0.4% |
12,905 |
Close |
13,187 |
13,278 |
91 |
0.7% |
13,143 |
Range |
91 |
152 |
61 |
67.0% |
249 |
ATR |
139 |
140 |
1 |
0.7% |
0 |
Volume |
89,273 |
115,980 |
26,707 |
29.9% |
658,708 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,701 |
13,641 |
13,362 |
|
R3 |
13,549 |
13,489 |
13,320 |
|
R2 |
13,397 |
13,397 |
13,306 |
|
R1 |
13,337 |
13,337 |
13,292 |
13,367 |
PP |
13,245 |
13,245 |
13,245 |
13,260 |
S1 |
13,185 |
13,185 |
13,264 |
13,215 |
S2 |
13,093 |
13,093 |
13,250 |
|
S3 |
12,941 |
13,033 |
13,236 |
|
S4 |
12,789 |
12,881 |
13,195 |
|
|
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 |
13,304 |
12,905 |
399 |
3.0% |
122 |
0.9% |
93% |
True |
False |
125,154 |
10 |
13,304 |
12,740 |
564 |
4.2% |
127 |
1.0% |
95% |
True |
False |
128,516 |
20 |
13,304 |
12,435 |
869 |
6.5% |
140 |
1.1% |
97% |
True |
False |
126,043 |
40 |
13,530 |
12,435 |
1,095 |
8.2% |
154 |
1.2% |
77% |
False |
False |
123,516 |
60 |
13,599 |
12,435 |
1,164 |
8.8% |
143 |
1.1% |
72% |
False |
False |
121,013 |
80 |
13,599 |
12,435 |
1,164 |
8.8% |
139 |
1.0% |
72% |
False |
False |
94,390 |
100 |
13,599 |
12,351 |
1,248 |
9.4% |
134 |
1.0% |
74% |
False |
False |
75,519 |
120 |
13,599 |
12,323 |
1,276 |
9.6% |
127 |
1.0% |
75% |
False |
False |
62,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,950 |
2.618 |
13,702 |
1.618 |
13,550 |
1.000 |
13,456 |
0.618 |
13,398 |
HIGH |
13,304 |
0.618 |
13,246 |
0.500 |
13,228 |
0.382 |
13,210 |
LOW |
13,152 |
0.618 |
13,058 |
1.000 |
13,000 |
1.618 |
12,906 |
2.618 |
12,754 |
4.250 |
12,506 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,261 |
13,242 |
PP |
13,245 |
13,206 |
S1 |
13,228 |
13,171 |
|