Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,246 |
13,331 |
85 |
0.6% |
13,147 |
High |
13,362 |
13,374 |
12 |
0.1% |
13,326 |
Low |
13,226 |
13,229 |
3 |
0.0% |
13,103 |
Close |
13,329 |
13,268 |
-61 |
-0.5% |
13,150 |
Range |
136 |
145 |
9 |
6.6% |
223 |
ATR |
133 |
133 |
1 |
0.7% |
0 |
Volume |
33,898 |
34,263 |
365 |
1.1% |
533,764 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,725 |
13,642 |
13,348 |
|
R3 |
13,580 |
13,497 |
13,308 |
|
R2 |
13,435 |
13,435 |
13,295 |
|
R1 |
13,352 |
13,352 |
13,281 |
13,321 |
PP |
13,290 |
13,290 |
13,290 |
13,275 |
S1 |
13,207 |
13,207 |
13,255 |
13,176 |
S2 |
13,145 |
13,145 |
13,242 |
|
S3 |
13,000 |
13,062 |
13,228 |
|
S4 |
12,855 |
12,917 |
13,188 |
|
|
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 |
13,374 |
13,116 |
258 |
1.9% |
124 |
0.9% |
59% |
True |
False |
58,975 |
10 |
13,374 |
12,997 |
377 |
2.8% |
116 |
0.9% |
72% |
True |
False |
88,910 |
20 |
13,374 |
12,696 |
678 |
5.1% |
125 |
0.9% |
84% |
True |
False |
104,093 |
40 |
13,374 |
12,435 |
939 |
7.1% |
148 |
1.1% |
89% |
True |
False |
114,156 |
60 |
13,599 |
12,435 |
1,164 |
8.8% |
145 |
1.1% |
72% |
False |
False |
117,634 |
80 |
13,599 |
12,435 |
1,164 |
8.8% |
139 |
1.0% |
72% |
False |
False |
99,841 |
100 |
13,599 |
12,435 |
1,164 |
8.8% |
131 |
1.0% |
72% |
False |
False |
79,881 |
120 |
13,599 |
12,351 |
1,248 |
9.4% |
129 |
1.0% |
73% |
False |
False |
66,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,990 |
2.618 |
13,754 |
1.618 |
13,609 |
1.000 |
13,519 |
0.618 |
13,464 |
HIGH |
13,374 |
0.618 |
13,319 |
0.500 |
13,302 |
0.382 |
13,285 |
LOW |
13,229 |
0.618 |
13,140 |
1.000 |
13,084 |
1.618 |
12,995 |
2.618 |
12,850 |
4.250 |
12,613 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,302 |
13,264 |
PP |
13,290 |
13,261 |
S1 |
13,279 |
13,257 |
|