Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,433.75 |
1,445.00 |
11.25 |
0.8% |
1,416.00 |
High |
1,448.25 |
1,450.50 |
2.25 |
0.2% |
1,438.75 |
Low |
1,430.50 |
1,432.75 |
2.25 |
0.2% |
1,410.75 |
Close |
1,445.75 |
1,437.25 |
-8.50 |
-0.6% |
1,415.00 |
Range |
17.75 |
17.75 |
0.00 |
0.0% |
28.00 |
ATR |
16.40 |
16.49 |
0.10 |
0.6% |
0.00 |
Volume |
875,266 |
505,129 |
-370,137 |
-42.3% |
7,736,063 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.50 |
1,483.00 |
1,447.00 |
|
R3 |
1,475.75 |
1,465.25 |
1,442.25 |
|
R2 |
1,458.00 |
1,458.00 |
1,440.50 |
|
R1 |
1,447.50 |
1,447.50 |
1,439.00 |
1,444.00 |
PP |
1,440.25 |
1,440.25 |
1,440.25 |
1,438.25 |
S1 |
1,429.75 |
1,429.75 |
1,435.50 |
1,426.00 |
S2 |
1,422.50 |
1,422.50 |
1,434.00 |
|
S3 |
1,404.75 |
1,412.00 |
1,432.25 |
|
S4 |
1,387.00 |
1,394.25 |
1,427.50 |
|
|
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 |
1,450.50 |
1,411.50 |
39.00 |
2.7% |
17.00 |
1.2% |
66% |
True |
False |
1,046,289 |
10 |
1,450.50 |
1,404.00 |
46.50 |
3.2% |
15.00 |
1.0% |
72% |
True |
False |
1,312,768 |
20 |
1,450.50 |
1,377.00 |
73.50 |
5.1% |
15.25 |
1.1% |
82% |
True |
False |
1,448,963 |
40 |
1,450.50 |
1,340.25 |
110.25 |
7.7% |
18.00 |
1.2% |
88% |
True |
False |
1,641,268 |
60 |
1,466.00 |
1,340.25 |
125.75 |
8.7% |
17.50 |
1.2% |
77% |
False |
False |
1,673,126 |
80 |
1,468.00 |
1,340.25 |
127.75 |
8.9% |
16.50 |
1.1% |
76% |
False |
False |
1,454,780 |
100 |
1,468.00 |
1,340.25 |
127.75 |
8.9% |
15.75 |
1.1% |
76% |
False |
False |
1,164,394 |
120 |
1,468.00 |
1,313.25 |
154.75 |
10.8% |
16.25 |
1.1% |
80% |
False |
False |
970,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,526.00 |
2.618 |
1,497.00 |
1.618 |
1,479.25 |
1.000 |
1,468.25 |
0.618 |
1,461.50 |
HIGH |
1,450.50 |
0.618 |
1,443.75 |
0.500 |
1,441.50 |
0.382 |
1,439.50 |
LOW |
1,432.75 |
0.618 |
1,421.75 |
1.000 |
1,415.00 |
1.618 |
1,404.00 |
2.618 |
1,386.25 |
4.250 |
1,357.25 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,441.50 |
1,435.75 |
PP |
1,440.25 |
1,434.25 |
S1 |
1,438.75 |
1,432.75 |
|