Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,445.00 |
1,433.50 |
-11.50 |
-0.8% |
1,416.00 |
High |
1,450.50 |
1,446.25 |
-4.25 |
-0.3% |
1,438.75 |
Low |
1,432.75 |
1,431.75 |
-1.00 |
-0.1% |
1,410.75 |
Close |
1,437.25 |
1,445.50 |
8.25 |
0.6% |
1,415.00 |
Range |
17.75 |
14.50 |
-3.25 |
-18.3% |
28.00 |
ATR |
16.49 |
16.35 |
-0.14 |
-0.9% |
0.00 |
Volume |
505,129 |
343,847 |
-161,282 |
-31.9% |
7,736,063 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.75 |
1,479.50 |
1,453.50 |
|
R3 |
1,470.25 |
1,465.00 |
1,449.50 |
|
R2 |
1,455.75 |
1,455.75 |
1,448.25 |
|
R1 |
1,450.50 |
1,450.50 |
1,446.75 |
1,453.00 |
PP |
1,441.25 |
1,441.25 |
1,441.25 |
1,442.50 |
S1 |
1,436.00 |
1,436.00 |
1,444.25 |
1,438.50 |
S2 |
1,426.75 |
1,426.75 |
1,442.75 |
|
S3 |
1,412.25 |
1,421.50 |
1,441.50 |
|
S4 |
1,397.75 |
1,407.00 |
1,437.50 |
|
|
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% |
16.75 |
1.2% |
87% |
False |
False |
724,957 |
10 |
1,450.50 |
1,408.50 |
42.00 |
2.9% |
15.50 |
1.1% |
88% |
False |
False |
1,208,916 |
20 |
1,450.50 |
1,383.00 |
67.50 |
4.7% |
15.25 |
1.1% |
93% |
False |
False |
1,412,724 |
40 |
1,450.50 |
1,340.25 |
110.25 |
7.6% |
18.00 |
1.2% |
95% |
False |
False |
1,605,945 |
60 |
1,466.00 |
1,340.25 |
125.75 |
8.7% |
17.50 |
1.2% |
84% |
False |
False |
1,648,969 |
80 |
1,468.00 |
1,340.25 |
127.75 |
8.8% |
16.50 |
1.1% |
82% |
False |
False |
1,459,053 |
100 |
1,468.00 |
1,340.25 |
127.75 |
8.8% |
15.75 |
1.1% |
82% |
False |
False |
1,167,816 |
120 |
1,468.00 |
1,313.25 |
154.75 |
10.7% |
16.25 |
1.1% |
85% |
False |
False |
973,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.00 |
2.618 |
1,484.25 |
1.618 |
1,469.75 |
1.000 |
1,460.75 |
0.618 |
1,455.25 |
HIGH |
1,446.25 |
0.618 |
1,440.75 |
0.500 |
1,439.00 |
0.382 |
1,437.25 |
LOW |
1,431.75 |
0.618 |
1,422.75 |
1.000 |
1,417.25 |
1.618 |
1,408.25 |
2.618 |
1,393.75 |
4.250 |
1,370.00 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,443.25 |
1,443.75 |
PP |
1,441.25 |
1,442.25 |
S1 |
1,439.00 |
1,440.50 |
|