Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,157 |
13,188 |
31 |
0.2% |
13,147 |
High |
13,216 |
13,255 |
39 |
0.3% |
13,326 |
Low |
13,116 |
13,140 |
24 |
0.2% |
13,103 |
Close |
13,150 |
13,245 |
95 |
0.7% |
13,150 |
Range |
100 |
115 |
15 |
15.0% |
223 |
ATR |
134 |
132 |
-1 |
-1.0% |
0 |
Volume |
50,308 |
39,749 |
-10,559 |
-21.0% |
533,764 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,558 |
13,517 |
13,308 |
|
R3 |
13,443 |
13,402 |
13,277 |
|
R2 |
13,328 |
13,328 |
13,266 |
|
R1 |
13,287 |
13,287 |
13,256 |
13,308 |
PP |
13,213 |
13,213 |
13,213 |
13,224 |
S1 |
13,172 |
13,172 |
13,235 |
13,193 |
S2 |
13,098 |
13,098 |
13,224 |
|
S3 |
12,983 |
13,057 |
13,214 |
|
S4 |
12,868 |
12,942 |
13,182 |
|
|
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 |
13,116 |
210 |
1.6% |
119 |
0.9% |
61% |
False |
False |
96,848 |
10 |
13,326 |
12,905 |
421 |
3.2% |
115 |
0.9% |
81% |
False |
False |
111,022 |
20 |
13,326 |
12,573 |
753 |
5.7% |
126 |
1.0% |
89% |
False |
False |
113,135 |
40 |
13,326 |
12,435 |
891 |
6.7% |
152 |
1.1% |
91% |
False |
False |
120,029 |
60 |
13,599 |
12,435 |
1,164 |
8.8% |
145 |
1.1% |
70% |
False |
False |
120,187 |
80 |
13,599 |
12,435 |
1,164 |
8.8% |
138 |
1.0% |
70% |
False |
False |
98,991 |
100 |
13,599 |
12,435 |
1,164 |
8.8% |
131 |
1.0% |
70% |
False |
False |
79,200 |
120 |
13,599 |
12,323 |
1,276 |
9.6% |
129 |
1.0% |
72% |
False |
False |
66,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,744 |
2.618 |
13,556 |
1.618 |
13,441 |
1.000 |
13,370 |
0.618 |
13,326 |
HIGH |
13,255 |
0.618 |
13,211 |
0.500 |
13,198 |
0.382 |
13,184 |
LOW |
13,140 |
0.618 |
13,069 |
1.000 |
13,025 |
1.618 |
12,954 |
2.618 |
12,839 |
4.250 |
12,651 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,229 |
13,228 |
PP |
13,213 |
13,210 |
S1 |
13,198 |
13,193 |
|