Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,331 |
13,227 |
-104 |
-0.8% |
13,147 |
High |
13,374 |
13,324 |
-50 |
-0.4% |
13,326 |
Low |
13,229 |
13,218 |
-11 |
-0.1% |
13,103 |
Close |
13,268 |
13,322 |
54 |
0.4% |
13,150 |
Range |
145 |
106 |
-39 |
-26.9% |
223 |
ATR |
133 |
131 |
-2 |
-1.5% |
0 |
Volume |
34,263 |
15,834 |
-18,429 |
-53.8% |
533,764 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,606 |
13,570 |
13,380 |
|
R3 |
13,500 |
13,464 |
13,351 |
|
R2 |
13,394 |
13,394 |
13,342 |
|
R1 |
13,358 |
13,358 |
13,332 |
13,376 |
PP |
13,288 |
13,288 |
13,288 |
13,297 |
S1 |
13,252 |
13,252 |
13,312 |
13,270 |
S2 |
13,182 |
13,182 |
13,303 |
|
S3 |
13,076 |
13,146 |
13,293 |
|
S4 |
12,970 |
13,040 |
13,264 |
|
|
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% |
121 |
0.9% |
80% |
False |
False |
34,810 |
10 |
13,374 |
13,037 |
337 |
2.5% |
119 |
0.9% |
85% |
False |
False |
79,889 |
20 |
13,374 |
12,740 |
634 |
4.8% |
125 |
0.9% |
92% |
False |
False |
100,757 |
40 |
13,374 |
12,435 |
939 |
7.0% |
148 |
1.1% |
94% |
False |
False |
111,433 |
60 |
13,599 |
12,435 |
1,164 |
8.7% |
145 |
1.1% |
76% |
False |
False |
115,866 |
80 |
13,599 |
12,435 |
1,164 |
8.7% |
139 |
1.0% |
76% |
False |
False |
100,037 |
100 |
13,599 |
12,435 |
1,164 |
8.7% |
131 |
1.0% |
76% |
False |
False |
80,040 |
120 |
13,599 |
12,351 |
1,248 |
9.4% |
130 |
1.0% |
78% |
False |
False |
66,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,775 |
2.618 |
13,602 |
1.618 |
13,496 |
1.000 |
13,430 |
0.618 |
13,390 |
HIGH |
13,324 |
0.618 |
13,284 |
0.500 |
13,271 |
0.382 |
13,259 |
LOW |
13,218 |
0.618 |
13,153 |
1.000 |
13,112 |
1.618 |
13,047 |
2.618 |
12,941 |
4.250 |
12,768 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,305 |
13,313 |
PP |
13,288 |
13,305 |
S1 |
13,271 |
13,296 |
|