Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,431.25 |
1,425.75 |
-5.50 |
-0.4% |
1,413.25 |
High |
1,438.75 |
1,431.50 |
-7.25 |
-0.5% |
1,424.00 |
Low |
1,425.75 |
1,415.75 |
-10.00 |
-0.7% |
1,396.75 |
Close |
1,427.25 |
1,418.00 |
-9.25 |
-0.6% |
1,416.00 |
Range |
13.00 |
15.75 |
2.75 |
21.2% |
27.25 |
ATR |
16.26 |
16.23 |
-0.04 |
-0.2% |
0.00 |
Volume |
1,833,412 |
1,950,507 |
117,095 |
6.4% |
8,471,333 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.00 |
1,459.25 |
1,426.75 |
|
R3 |
1,453.25 |
1,443.50 |
1,422.25 |
|
R2 |
1,437.50 |
1,437.50 |
1,421.00 |
|
R1 |
1,427.75 |
1,427.75 |
1,419.50 |
1,424.75 |
PP |
1,421.75 |
1,421.75 |
1,421.75 |
1,420.25 |
S1 |
1,412.00 |
1,412.00 |
1,416.50 |
1,409.00 |
S2 |
1,406.00 |
1,406.00 |
1,415.00 |
|
S3 |
1,390.25 |
1,396.25 |
1,413.75 |
|
S4 |
1,374.50 |
1,380.50 |
1,409.25 |
|
|
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 |
1,408.50 |
30.25 |
2.1% |
14.50 |
1.0% |
31% |
False |
False |
1,692,875 |
10 |
1,438.75 |
1,396.75 |
42.00 |
3.0% |
14.00 |
1.0% |
51% |
False |
False |
1,685,018 |
20 |
1,438.75 |
1,340.25 |
98.50 |
6.9% |
15.25 |
1.1% |
79% |
False |
False |
1,700,535 |
40 |
1,459.75 |
1,340.25 |
119.50 |
8.4% |
18.50 |
1.3% |
65% |
False |
False |
1,766,462 |
60 |
1,466.00 |
1,340.25 |
125.75 |
8.9% |
17.25 |
1.2% |
62% |
False |
False |
1,725,518 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
16.25 |
1.2% |
61% |
False |
False |
1,413,944 |
100 |
1,468.00 |
1,321.25 |
146.75 |
10.3% |
16.00 |
1.1% |
66% |
False |
False |
1,131,663 |
120 |
1,468.00 |
1,300.50 |
167.50 |
11.8% |
16.50 |
1.2% |
70% |
False |
False |
943,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,498.50 |
2.618 |
1,472.75 |
1.618 |
1,457.00 |
1.000 |
1,447.25 |
0.618 |
1,441.25 |
HIGH |
1,431.50 |
0.618 |
1,425.50 |
0.500 |
1,423.50 |
0.382 |
1,421.75 |
LOW |
1,415.75 |
0.618 |
1,406.00 |
1.000 |
1,400.00 |
1.618 |
1,390.25 |
2.618 |
1,374.50 |
4.250 |
1,348.75 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,423.50 |
1,427.00 |
PP |
1,421.75 |
1,424.00 |
S1 |
1,420.00 |
1,421.00 |
|