Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,417.50 |
1,431.25 |
13.75 |
1.0% |
1,413.25 |
High |
1,434.25 |
1,438.75 |
4.50 |
0.3% |
1,424.00 |
Low |
1,415.00 |
1,425.75 |
10.75 |
0.8% |
1,396.75 |
Close |
1,431.50 |
1,427.25 |
-4.25 |
-0.3% |
1,416.00 |
Range |
19.25 |
13.00 |
-6.25 |
-32.5% |
27.25 |
ATR |
16.51 |
16.26 |
-0.25 |
-1.5% |
0.00 |
Volume |
1,772,202 |
1,833,412 |
61,210 |
3.5% |
8,471,333 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.50 |
1,461.50 |
1,434.50 |
|
R3 |
1,456.50 |
1,448.50 |
1,430.75 |
|
R2 |
1,443.50 |
1,443.50 |
1,429.75 |
|
R1 |
1,435.50 |
1,435.50 |
1,428.50 |
1,433.00 |
PP |
1,430.50 |
1,430.50 |
1,430.50 |
1,429.50 |
S1 |
1,422.50 |
1,422.50 |
1,426.00 |
1,420.00 |
S2 |
1,417.50 |
1,417.50 |
1,424.75 |
|
S3 |
1,404.50 |
1,409.50 |
1,423.75 |
|
S4 |
1,391.50 |
1,396.50 |
1,420.00 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.00 |
1,482.25 |
1,431.00 |
|
R3 |
1,466.75 |
1,455.00 |
1,423.50 |
|
R2 |
1,439.50 |
1,439.50 |
1,421.00 |
|
R1 |
1,427.75 |
1,427.75 |
1,418.50 |
1,433.50 |
PP |
1,412.25 |
1,412.25 |
1,412.25 |
1,415.25 |
S1 |
1,400.50 |
1,400.50 |
1,413.50 |
1,406.50 |
S2 |
1,385.00 |
1,385.00 |
1,411.00 |
|
S3 |
1,357.75 |
1,373.25 |
1,408.50 |
|
S4 |
1,330.50 |
1,346.00 |
1,401.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,438.75 |
1,404.00 |
34.75 |
2.4% |
13.25 |
0.9% |
67% |
True |
False |
1,579,248 |
10 |
1,438.75 |
1,396.75 |
42.00 |
2.9% |
13.75 |
1.0% |
73% |
True |
False |
1,677,750 |
20 |
1,438.75 |
1,340.25 |
98.50 |
6.9% |
16.25 |
1.1% |
88% |
True |
False |
1,725,446 |
40 |
1,459.75 |
1,340.25 |
119.50 |
8.4% |
18.25 |
1.3% |
73% |
False |
False |
1,756,059 |
60 |
1,466.00 |
1,340.25 |
125.75 |
8.8% |
17.25 |
1.2% |
69% |
False |
False |
1,720,649 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
16.25 |
1.1% |
68% |
False |
False |
1,389,590 |
100 |
1,468.00 |
1,314.25 |
153.75 |
10.8% |
16.00 |
1.1% |
73% |
False |
False |
1,112,171 |
120 |
1,468.00 |
1,297.00 |
171.00 |
12.0% |
16.50 |
1.1% |
76% |
False |
False |
927,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.00 |
2.618 |
1,472.75 |
1.618 |
1,459.75 |
1.000 |
1,451.75 |
0.618 |
1,446.75 |
HIGH |
1,438.75 |
0.618 |
1,433.75 |
0.500 |
1,432.25 |
0.382 |
1,430.75 |
LOW |
1,425.75 |
0.618 |
1,417.75 |
1.000 |
1,412.75 |
1.618 |
1,404.75 |
2.618 |
1,391.75 |
4.250 |
1,370.50 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,432.25 |
1,426.50 |
PP |
1,430.50 |
1,425.50 |
S1 |
1,429.00 |
1,424.75 |
|