Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,227 |
13,312 |
85 |
0.6% |
13,188 |
High |
13,324 |
13,313 |
-11 |
-0.1% |
13,374 |
Low |
13,218 |
13,021 |
-197 |
-1.5% |
13,021 |
Close |
13,322 |
13,249 |
-73 |
-0.5% |
13,249 |
Range |
106 |
292 |
186 |
175.5% |
353 |
ATR |
131 |
144 |
12 |
9.2% |
0 |
Volume |
15,834 |
2,121 |
-13,713 |
-86.6% |
125,865 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,070 |
13,952 |
13,410 |
|
R3 |
13,778 |
13,660 |
13,329 |
|
R2 |
13,486 |
13,486 |
13,303 |
|
R1 |
13,368 |
13,368 |
13,276 |
13,281 |
PP |
13,194 |
13,194 |
13,194 |
13,151 |
S1 |
13,076 |
13,076 |
13,222 |
12,989 |
S2 |
12,902 |
12,902 |
13,196 |
|
S3 |
12,610 |
12,784 |
13,169 |
|
S4 |
12,318 |
12,492 |
13,089 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,274 |
14,114 |
13,443 |
|
R3 |
13,921 |
13,761 |
13,346 |
|
R2 |
13,568 |
13,568 |
13,314 |
|
R1 |
13,408 |
13,408 |
13,281 |
13,488 |
PP |
13,215 |
13,215 |
13,215 |
13,255 |
S1 |
13,055 |
13,055 |
13,217 |
13,135 |
S2 |
12,862 |
12,862 |
13,184 |
|
S3 |
12,509 |
12,702 |
13,152 |
|
S4 |
12,156 |
12,349 |
13,055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,374 |
13,021 |
353 |
2.7% |
159 |
1.2% |
65% |
False |
True |
25,173 |
10 |
13,374 |
13,021 |
353 |
2.7% |
137 |
1.0% |
65% |
False |
True |
65,962 |
20 |
13,374 |
12,740 |
634 |
4.8% |
130 |
1.0% |
80% |
False |
False |
97,767 |
40 |
13,374 |
12,435 |
939 |
7.1% |
152 |
1.1% |
87% |
False |
False |
108,363 |
60 |
13,599 |
12,435 |
1,164 |
8.8% |
148 |
1.1% |
70% |
False |
False |
113,846 |
80 |
13,599 |
12,435 |
1,164 |
8.8% |
142 |
1.1% |
70% |
False |
False |
100,063 |
100 |
13,599 |
12,435 |
1,164 |
8.8% |
134 |
1.0% |
70% |
False |
False |
80,061 |
120 |
13,599 |
12,351 |
1,248 |
9.4% |
132 |
1.0% |
72% |
False |
False |
66,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,554 |
2.618 |
14,078 |
1.618 |
13,786 |
1.000 |
13,605 |
0.618 |
13,494 |
HIGH |
13,313 |
0.618 |
13,202 |
0.500 |
13,167 |
0.382 |
13,133 |
LOW |
13,021 |
0.618 |
12,841 |
1.000 |
12,729 |
1.618 |
12,549 |
2.618 |
12,257 |
4.250 |
11,780 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,222 |
13,232 |
PP |
13,194 |
13,215 |
S1 |
13,167 |
13,198 |
|