Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,169 |
13,275 |
106 |
0.8% |
13,003 |
High |
13,304 |
13,326 |
22 |
0.2% |
13,154 |
Low |
13,152 |
13,221 |
69 |
0.5% |
12,905 |
Close |
13,278 |
13,230 |
-48 |
-0.4% |
13,143 |
Range |
152 |
105 |
-47 |
-30.9% |
249 |
ATR |
140 |
137 |
-2 |
-1.8% |
0 |
Volume |
115,980 |
141,546 |
25,566 |
22.0% |
658,708 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,574 |
13,507 |
13,288 |
|
R3 |
13,469 |
13,402 |
13,259 |
|
R2 |
13,364 |
13,364 |
13,249 |
|
R1 |
13,297 |
13,297 |
13,240 |
13,278 |
PP |
13,259 |
13,259 |
13,259 |
13,250 |
S1 |
13,192 |
13,192 |
13,221 |
13,173 |
S2 |
13,154 |
13,154 |
13,211 |
|
S3 |
13,049 |
13,087 |
13,201 |
|
S4 |
12,944 |
12,982 |
13,172 |
|
|
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 |
13,326 |
12,997 |
329 |
2.5% |
108 |
0.8% |
71% |
True |
False |
118,845 |
10 |
13,326 |
12,905 |
421 |
3.2% |
115 |
0.9% |
77% |
True |
False |
125,525 |
20 |
13,326 |
12,435 |
891 |
6.7% |
137 |
1.0% |
89% |
True |
False |
126,205 |
40 |
13,530 |
12,435 |
1,095 |
8.3% |
153 |
1.2% |
73% |
False |
False |
124,185 |
60 |
13,599 |
12,435 |
1,164 |
8.8% |
144 |
1.1% |
68% |
False |
False |
121,618 |
80 |
13,599 |
12,435 |
1,164 |
8.8% |
139 |
1.1% |
68% |
False |
False |
96,159 |
100 |
13,599 |
12,351 |
1,248 |
9.4% |
133 |
1.0% |
70% |
False |
False |
76,934 |
120 |
13,599 |
12,323 |
1,276 |
9.6% |
128 |
1.0% |
71% |
False |
False |
64,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,772 |
2.618 |
13,601 |
1.618 |
13,496 |
1.000 |
13,431 |
0.618 |
13,391 |
HIGH |
13,326 |
0.618 |
13,286 |
0.500 |
13,274 |
0.382 |
13,261 |
LOW |
13,221 |
0.618 |
13,156 |
1.000 |
13,116 |
1.618 |
13,051 |
2.618 |
12,946 |
4.250 |
12,775 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,274 |
13,225 |
PP |
13,259 |
13,220 |
S1 |
13,245 |
13,215 |
|