Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,416.75 |
1,421.25 |
4.50 |
0.3% |
1,416.00 |
High |
1,425.50 |
1,434.25 |
8.75 |
0.6% |
1,438.75 |
Low |
1,411.50 |
1,415.00 |
3.50 |
0.2% |
1,410.75 |
Close |
1,415.00 |
1,432.50 |
17.50 |
1.2% |
1,415.00 |
Range |
14.00 |
19.25 |
5.25 |
37.5% |
28.00 |
ATR |
16.07 |
16.29 |
0.23 |
1.4% |
0.00 |
Volume |
1,043,852 |
856,691 |
-187,161 |
-17.9% |
7,736,063 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.00 |
1,478.00 |
1,443.00 |
|
R3 |
1,465.75 |
1,458.75 |
1,437.75 |
|
R2 |
1,446.50 |
1,446.50 |
1,436.00 |
|
R1 |
1,439.50 |
1,439.50 |
1,434.25 |
1,443.00 |
PP |
1,427.25 |
1,427.25 |
1,427.25 |
1,429.00 |
S1 |
1,420.25 |
1,420.25 |
1,430.75 |
1,423.75 |
S2 |
1,408.00 |
1,408.00 |
1,429.00 |
|
S3 |
1,388.75 |
1,401.00 |
1,427.25 |
|
S4 |
1,369.50 |
1,381.75 |
1,422.00 |
|
|
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 |
1,411.50 |
27.25 |
1.9% |
16.25 |
1.1% |
77% |
False |
False |
1,491,332 |
10 |
1,438.75 |
1,396.75 |
42.00 |
2.9% |
14.25 |
1.0% |
85% |
False |
False |
1,541,196 |
20 |
1,438.75 |
1,360.25 |
78.50 |
5.5% |
15.25 |
1.1% |
92% |
False |
False |
1,544,452 |
40 |
1,438.75 |
1,340.25 |
98.50 |
6.9% |
18.25 |
1.3% |
94% |
False |
False |
1,708,803 |
60 |
1,466.00 |
1,340.25 |
125.75 |
8.8% |
17.50 |
1.2% |
73% |
False |
False |
1,701,369 |
80 |
1,468.00 |
1,340.25 |
127.75 |
8.9% |
16.25 |
1.1% |
72% |
False |
False |
1,437,560 |
100 |
1,468.00 |
1,340.25 |
127.75 |
8.9% |
15.75 |
1.1% |
72% |
False |
False |
1,150,632 |
120 |
1,468.00 |
1,309.75 |
158.25 |
11.0% |
16.25 |
1.1% |
78% |
False |
False |
959,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.00 |
2.618 |
1,484.75 |
1.618 |
1,465.50 |
1.000 |
1,453.50 |
0.618 |
1,446.25 |
HIGH |
1,434.25 |
0.618 |
1,427.00 |
0.500 |
1,424.50 |
0.382 |
1,422.25 |
LOW |
1,415.00 |
0.618 |
1,403.00 |
1.000 |
1,395.75 |
1.618 |
1,383.75 |
2.618 |
1,364.50 |
4.250 |
1,333.25 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,430.00 |
1,429.25 |
PP |
1,427.25 |
1,426.00 |
S1 |
1,424.50 |
1,423.00 |
|