Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,421.25 |
1,433.75 |
12.50 |
0.9% |
1,416.00 |
High |
1,434.25 |
1,448.25 |
14.00 |
1.0% |
1,438.75 |
Low |
1,415.00 |
1,430.50 |
15.50 |
1.1% |
1,410.75 |
Close |
1,432.50 |
1,445.75 |
13.25 |
0.9% |
1,415.00 |
Range |
19.25 |
17.75 |
-1.50 |
-7.8% |
28.00 |
ATR |
16.29 |
16.40 |
0.10 |
0.6% |
0.00 |
Volume |
856,691 |
875,266 |
18,575 |
2.2% |
7,736,063 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.75 |
1,488.00 |
1,455.50 |
|
R3 |
1,477.00 |
1,470.25 |
1,450.75 |
|
R2 |
1,459.25 |
1,459.25 |
1,449.00 |
|
R1 |
1,452.50 |
1,452.50 |
1,447.50 |
1,456.00 |
PP |
1,441.50 |
1,441.50 |
1,441.50 |
1,443.25 |
S1 |
1,434.75 |
1,434.75 |
1,444.00 |
1,438.00 |
S2 |
1,423.75 |
1,423.75 |
1,442.50 |
|
S3 |
1,406.00 |
1,417.00 |
1,440.75 |
|
S4 |
1,388.25 |
1,399.25 |
1,436.00 |
|
|
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 |
1,448.25 |
1,411.50 |
36.75 |
2.5% |
16.00 |
1.1% |
93% |
True |
False |
1,311,945 |
10 |
1,448.25 |
1,396.75 |
51.50 |
3.6% |
15.00 |
1.0% |
95% |
True |
False |
1,466,765 |
20 |
1,448.25 |
1,374.00 |
74.25 |
5.1% |
15.00 |
1.0% |
97% |
True |
False |
1,501,143 |
40 |
1,448.25 |
1,340.25 |
108.00 |
7.5% |
18.25 |
1.3% |
98% |
True |
False |
1,686,239 |
60 |
1,466.00 |
1,340.25 |
125.75 |
8.7% |
17.50 |
1.2% |
84% |
False |
False |
1,694,936 |
80 |
1,468.00 |
1,340.25 |
127.75 |
8.8% |
16.50 |
1.1% |
83% |
False |
False |
1,448,480 |
100 |
1,468.00 |
1,340.25 |
127.75 |
8.8% |
15.75 |
1.1% |
83% |
False |
False |
1,159,361 |
120 |
1,468.00 |
1,313.25 |
154.75 |
10.7% |
16.25 |
1.1% |
86% |
False |
False |
966,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.75 |
2.618 |
1,494.75 |
1.618 |
1,477.00 |
1.000 |
1,466.00 |
0.618 |
1,459.25 |
HIGH |
1,448.25 |
0.618 |
1,441.50 |
0.500 |
1,439.50 |
0.382 |
1,437.25 |
LOW |
1,430.50 |
0.618 |
1,419.50 |
1.000 |
1,412.75 |
1.618 |
1,401.75 |
2.618 |
1,384.00 |
4.250 |
1,355.00 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,443.50 |
1,440.50 |
PP |
1,441.50 |
1,435.25 |
S1 |
1,439.50 |
1,430.00 |
|