Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,221 |
13,157 |
-64 |
-0.5% |
13,147 |
High |
13,269 |
13,216 |
-53 |
-0.4% |
13,326 |
Low |
13,145 |
13,116 |
-29 |
-0.2% |
13,103 |
Close |
13,157 |
13,150 |
-7 |
-0.1% |
13,150 |
Range |
124 |
100 |
-24 |
-19.4% |
223 |
ATR |
136 |
134 |
-3 |
-1.9% |
0 |
Volume |
136,657 |
50,308 |
-86,349 |
-63.2% |
533,764 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,461 |
13,405 |
13,205 |
|
R3 |
13,361 |
13,305 |
13,178 |
|
R2 |
13,261 |
13,261 |
13,168 |
|
R1 |
13,205 |
13,205 |
13,159 |
13,183 |
PP |
13,161 |
13,161 |
13,161 |
13,150 |
S1 |
13,105 |
13,105 |
13,141 |
13,083 |
S2 |
13,061 |
13,061 |
13,132 |
|
S3 |
12,961 |
13,005 |
13,123 |
|
S4 |
12,861 |
12,905 |
13,095 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,862 |
13,729 |
13,273 |
|
R3 |
13,639 |
13,506 |
13,211 |
|
R2 |
13,416 |
13,416 |
13,191 |
|
R1 |
13,283 |
13,283 |
13,171 |
13,350 |
PP |
13,193 |
13,193 |
13,193 |
13,226 |
S1 |
13,060 |
13,060 |
13,130 |
13,127 |
S2 |
12,970 |
12,970 |
13,109 |
|
S3 |
12,747 |
12,837 |
13,089 |
|
S4 |
12,524 |
12,614 |
13,027 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,326 |
13,103 |
223 |
1.7% |
115 |
0.9% |
21% |
False |
False |
106,752 |
10 |
13,326 |
12,905 |
421 |
3.2% |
118 |
0.9% |
58% |
False |
False |
119,247 |
20 |
13,326 |
12,435 |
891 |
6.8% |
127 |
1.0% |
80% |
False |
False |
119,536 |
40 |
13,499 |
12,435 |
1,064 |
8.1% |
155 |
1.2% |
67% |
False |
False |
123,104 |
60 |
13,599 |
12,435 |
1,164 |
8.9% |
144 |
1.1% |
61% |
False |
False |
121,081 |
80 |
13,599 |
12,435 |
1,164 |
8.9% |
139 |
1.1% |
61% |
False |
False |
98,494 |
100 |
13,599 |
12,435 |
1,164 |
8.9% |
131 |
1.0% |
61% |
False |
False |
78,803 |
120 |
13,599 |
12,323 |
1,276 |
9.7% |
129 |
1.0% |
65% |
False |
False |
65,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,641 |
2.618 |
13,478 |
1.618 |
13,378 |
1.000 |
13,316 |
0.618 |
13,278 |
HIGH |
13,216 |
0.618 |
13,178 |
0.500 |
13,166 |
0.382 |
13,154 |
LOW |
13,116 |
0.618 |
13,054 |
1.000 |
13,016 |
1.618 |
12,954 |
2.618 |
12,854 |
4.250 |
12,691 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,166 |
13,221 |
PP |
13,161 |
13,197 |
S1 |
13,155 |
13,174 |
|