Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,425.75 |
1,416.75 |
-9.00 |
-0.6% |
1,416.00 |
High |
1,431.50 |
1,425.50 |
-6.00 |
-0.4% |
1,438.75 |
Low |
1,415.75 |
1,411.50 |
-4.25 |
-0.3% |
1,410.75 |
Close |
1,418.00 |
1,415.00 |
-3.00 |
-0.2% |
1,415.00 |
Range |
15.75 |
14.00 |
-1.75 |
-11.1% |
28.00 |
ATR |
16.23 |
16.07 |
-0.16 |
-1.0% |
0.00 |
Volume |
1,950,507 |
1,043,852 |
-906,655 |
-46.5% |
7,736,063 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.25 |
1,451.25 |
1,422.75 |
|
R3 |
1,445.25 |
1,437.25 |
1,418.75 |
|
R2 |
1,431.25 |
1,431.25 |
1,417.50 |
|
R1 |
1,423.25 |
1,423.25 |
1,416.25 |
1,420.25 |
PP |
1,417.25 |
1,417.25 |
1,417.25 |
1,416.00 |
S1 |
1,409.25 |
1,409.25 |
1,413.75 |
1,406.25 |
S2 |
1,403.25 |
1,403.25 |
1,412.50 |
|
S3 |
1,389.25 |
1,395.25 |
1,411.25 |
|
S4 |
1,375.25 |
1,381.25 |
1,407.25 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,505.50 |
1,488.25 |
1,430.50 |
|
R3 |
1,477.50 |
1,460.25 |
1,422.75 |
|
R2 |
1,449.50 |
1,449.50 |
1,420.25 |
|
R1 |
1,432.25 |
1,432.25 |
1,417.50 |
1,427.00 |
PP |
1,421.50 |
1,421.50 |
1,421.50 |
1,418.75 |
S1 |
1,404.25 |
1,404.25 |
1,412.50 |
1,399.00 |
S2 |
1,393.50 |
1,393.50 |
1,409.75 |
|
S3 |
1,365.50 |
1,376.25 |
1,407.25 |
|
S4 |
1,337.50 |
1,348.25 |
1,399.50 |
|
|
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 |
1,410.75 |
28.00 |
2.0% |
14.50 |
1.0% |
15% |
False |
False |
1,547,212 |
10 |
1,438.75 |
1,396.75 |
42.00 |
3.0% |
14.25 |
1.0% |
43% |
False |
False |
1,620,739 |
20 |
1,438.75 |
1,340.25 |
98.50 |
7.0% |
15.25 |
1.1% |
76% |
False |
False |
1,631,894 |
40 |
1,453.50 |
1,340.25 |
113.25 |
8.0% |
18.50 |
1.3% |
66% |
False |
False |
1,747,410 |
60 |
1,466.00 |
1,340.25 |
125.75 |
8.9% |
17.25 |
1.2% |
59% |
False |
False |
1,713,846 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
16.25 |
1.1% |
59% |
False |
False |
1,426,868 |
100 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
15.75 |
1.1% |
59% |
False |
False |
1,142,082 |
120 |
1,468.00 |
1,300.50 |
167.50 |
11.8% |
16.50 |
1.2% |
68% |
False |
False |
952,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.00 |
2.618 |
1,462.25 |
1.618 |
1,448.25 |
1.000 |
1,439.50 |
0.618 |
1,434.25 |
HIGH |
1,425.50 |
0.618 |
1,420.25 |
0.500 |
1,418.50 |
0.382 |
1,416.75 |
LOW |
1,411.50 |
0.618 |
1,402.75 |
1.000 |
1,397.50 |
1.618 |
1,388.75 |
2.618 |
1,374.75 |
4.250 |
1,352.00 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,418.50 |
1,425.00 |
PP |
1,417.25 |
1,421.75 |
S1 |
1,416.25 |
1,418.50 |
|