Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,275 |
13,221 |
-54 |
-0.4% |
13,003 |
High |
13,326 |
13,269 |
-57 |
-0.4% |
13,154 |
Low |
13,221 |
13,145 |
-76 |
-0.6% |
12,905 |
Close |
13,230 |
13,157 |
-73 |
-0.6% |
13,143 |
Range |
105 |
124 |
19 |
18.1% |
249 |
ATR |
137 |
136 |
-1 |
-0.7% |
0 |
Volume |
141,546 |
136,657 |
-4,889 |
-3.5% |
658,708 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,562 |
13,484 |
13,225 |
|
R3 |
13,438 |
13,360 |
13,191 |
|
R2 |
13,314 |
13,314 |
13,180 |
|
R1 |
13,236 |
13,236 |
13,168 |
13,213 |
PP |
13,190 |
13,190 |
13,190 |
13,179 |
S1 |
13,112 |
13,112 |
13,146 |
13,089 |
S2 |
13,066 |
13,066 |
13,134 |
|
S3 |
12,942 |
12,988 |
13,123 |
|
S4 |
12,818 |
12,864 |
13,089 |
|
|
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 |
13,037 |
289 |
2.2% |
118 |
0.9% |
42% |
False |
False |
124,968 |
10 |
13,326 |
12,905 |
421 |
3.2% |
116 |
0.9% |
60% |
False |
False |
125,515 |
20 |
13,326 |
12,435 |
891 |
6.8% |
128 |
1.0% |
81% |
False |
False |
124,667 |
40 |
13,530 |
12,435 |
1,095 |
8.3% |
155 |
1.2% |
66% |
False |
False |
124,831 |
60 |
13,599 |
12,435 |
1,164 |
8.8% |
144 |
1.1% |
62% |
False |
False |
122,151 |
80 |
13,599 |
12,435 |
1,164 |
8.8% |
139 |
1.1% |
62% |
False |
False |
97,867 |
100 |
13,599 |
12,351 |
1,248 |
9.5% |
133 |
1.0% |
65% |
False |
False |
78,301 |
120 |
13,599 |
12,323 |
1,276 |
9.7% |
129 |
1.0% |
65% |
False |
False |
65,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,796 |
2.618 |
13,594 |
1.618 |
13,470 |
1.000 |
13,393 |
0.618 |
13,346 |
HIGH |
13,269 |
0.618 |
13,222 |
0.500 |
13,207 |
0.382 |
13,192 |
LOW |
13,145 |
0.618 |
13,068 |
1.000 |
13,021 |
1.618 |
12,944 |
2.618 |
12,820 |
4.250 |
12,618 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,207 |
13,236 |
PP |
13,190 |
13,209 |
S1 |
13,174 |
13,183 |
|