Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,433.50 |
1,445.50 |
12.00 |
0.8% |
1,421.25 |
High |
1,446.25 |
1,446.50 |
0.25 |
0.0% |
1,450.50 |
Low |
1,431.75 |
1,393.00 |
-38.75 |
-2.7% |
1,393.00 |
Close |
1,445.50 |
1,424.75 |
-20.75 |
-1.4% |
1,424.75 |
Range |
14.50 |
53.50 |
39.00 |
269.0% |
57.50 |
ATR |
16.35 |
19.01 |
2.65 |
16.2% |
0.00 |
Volume |
343,847 |
73,100 |
-270,747 |
-78.7% |
2,654,033 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,582.00 |
1,556.75 |
1,454.25 |
|
R3 |
1,528.50 |
1,503.25 |
1,439.50 |
|
R2 |
1,475.00 |
1,475.00 |
1,434.50 |
|
R1 |
1,449.75 |
1,449.75 |
1,429.75 |
1,435.50 |
PP |
1,421.50 |
1,421.50 |
1,421.50 |
1,414.25 |
S1 |
1,396.25 |
1,396.25 |
1,419.75 |
1,382.00 |
S2 |
1,368.00 |
1,368.00 |
1,415.00 |
|
S3 |
1,314.50 |
1,342.75 |
1,410.00 |
|
S4 |
1,261.00 |
1,289.25 |
1,395.25 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,595.25 |
1,567.50 |
1,456.50 |
|
R3 |
1,537.75 |
1,510.00 |
1,440.50 |
|
R2 |
1,480.25 |
1,480.25 |
1,435.25 |
|
R1 |
1,452.50 |
1,452.50 |
1,430.00 |
1,466.50 |
PP |
1,422.75 |
1,422.75 |
1,422.75 |
1,429.75 |
S1 |
1,395.00 |
1,395.00 |
1,419.50 |
1,409.00 |
S2 |
1,365.25 |
1,365.25 |
1,414.25 |
|
S3 |
1,307.75 |
1,337.50 |
1,409.00 |
|
S4 |
1,250.25 |
1,280.00 |
1,393.00 |
|
|
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 |
1,393.00 |
57.50 |
4.0% |
24.50 |
1.7% |
55% |
False |
True |
530,806 |
10 |
1,450.50 |
1,393.00 |
57.50 |
4.0% |
19.50 |
1.4% |
55% |
False |
True |
1,039,009 |
20 |
1,450.50 |
1,383.00 |
67.50 |
4.7% |
17.00 |
1.2% |
62% |
False |
False |
1,370,713 |
40 |
1,450.50 |
1,340.25 |
110.25 |
7.7% |
18.75 |
1.3% |
77% |
False |
False |
1,562,558 |
60 |
1,466.00 |
1,340.25 |
125.75 |
8.8% |
18.25 |
1.3% |
67% |
False |
False |
1,620,940 |
80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
17.00 |
1.2% |
66% |
False |
False |
1,459,928 |
100 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
16.00 |
1.1% |
66% |
False |
False |
1,168,508 |
120 |
1,468.00 |
1,313.25 |
154.75 |
10.9% |
16.50 |
1.2% |
72% |
False |
False |
974,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,674.00 |
2.618 |
1,586.50 |
1.618 |
1,533.00 |
1.000 |
1,500.00 |
0.618 |
1,479.50 |
HIGH |
1,446.50 |
0.618 |
1,426.00 |
0.500 |
1,419.75 |
0.382 |
1,413.50 |
LOW |
1,393.00 |
0.618 |
1,360.00 |
1.000 |
1,339.50 |
1.618 |
1,306.50 |
2.618 |
1,253.00 |
4.250 |
1,165.50 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,423.00 |
1,423.75 |
PP |
1,421.50 |
1,422.75 |
S1 |
1,419.75 |
1,421.75 |
|