Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,188 |
13,246 |
58 |
0.4% |
13,147 |
High |
13,255 |
13,362 |
107 |
0.8% |
13,326 |
Low |
13,140 |
13,226 |
86 |
0.7% |
13,103 |
Close |
13,245 |
13,329 |
84 |
0.6% |
13,150 |
Range |
115 |
136 |
21 |
18.3% |
223 |
ATR |
132 |
133 |
0 |
0.2% |
0 |
Volume |
39,749 |
33,898 |
-5,851 |
-14.7% |
533,764 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,714 |
13,657 |
13,404 |
|
R3 |
13,578 |
13,521 |
13,367 |
|
R2 |
13,442 |
13,442 |
13,354 |
|
R1 |
13,385 |
13,385 |
13,342 |
13,414 |
PP |
13,306 |
13,306 |
13,306 |
13,320 |
S1 |
13,249 |
13,249 |
13,317 |
13,278 |
S2 |
13,170 |
13,170 |
13,304 |
|
S3 |
13,034 |
13,113 |
13,292 |
|
S4 |
12,898 |
12,977 |
13,254 |
|
|
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 |
13,362 |
13,116 |
246 |
1.8% |
116 |
0.9% |
87% |
True |
False |
80,431 |
10 |
13,362 |
12,905 |
457 |
3.4% |
119 |
0.9% |
93% |
True |
False |
102,793 |
20 |
13,362 |
12,666 |
696 |
5.2% |
123 |
0.9% |
95% |
True |
False |
108,525 |
40 |
13,362 |
12,435 |
927 |
7.0% |
152 |
1.1% |
96% |
True |
False |
117,793 |
60 |
13,599 |
12,435 |
1,164 |
8.7% |
145 |
1.1% |
77% |
False |
False |
119,187 |
80 |
13,599 |
12,435 |
1,164 |
8.7% |
138 |
1.0% |
77% |
False |
False |
99,414 |
100 |
13,599 |
12,435 |
1,164 |
8.7% |
130 |
1.0% |
77% |
False |
False |
79,539 |
120 |
13,599 |
12,351 |
1,248 |
9.4% |
129 |
1.0% |
78% |
False |
False |
66,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,940 |
2.618 |
13,718 |
1.618 |
13,582 |
1.000 |
13,498 |
0.618 |
13,446 |
HIGH |
13,362 |
0.618 |
13,310 |
0.500 |
13,294 |
0.382 |
13,278 |
LOW |
13,226 |
0.618 |
13,142 |
1.000 |
13,090 |
1.618 |
13,006 |
2.618 |
12,870 |
4.250 |
12,648 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,317 |
13,299 |
PP |
13,306 |
13,269 |
S1 |
13,294 |
13,239 |
|