Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,705.4 |
1,713.9 |
8.5 |
0.5% |
1,715.5 |
High |
1,718.8 |
1,715.8 |
-3.0 |
-0.2% |
1,724.9 |
Low |
1,703.3 |
1,706.0 |
2.7 |
0.2% |
1,684.1 |
Close |
1,714.4 |
1,709.6 |
-4.8 |
-0.3% |
1,705.5 |
Range |
15.5 |
9.8 |
-5.7 |
-36.8% |
40.8 |
ATR |
19.1 |
18.4 |
-0.7 |
-3.5% |
0.0 |
Volume |
84,330 |
81,044 |
-3,286 |
-3.9% |
751,420 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.9 |
1,734.5 |
1,715.0 |
|
R3 |
1,730.1 |
1,724.7 |
1,712.3 |
|
R2 |
1,720.3 |
1,720.3 |
1,711.4 |
|
R1 |
1,714.9 |
1,714.9 |
1,710.5 |
1,712.7 |
PP |
1,710.5 |
1,710.5 |
1,710.5 |
1,709.4 |
S1 |
1,705.1 |
1,705.1 |
1,708.7 |
1,702.9 |
S2 |
1,700.7 |
1,700.7 |
1,707.8 |
|
S3 |
1,690.9 |
1,695.3 |
1,706.9 |
|
S4 |
1,681.1 |
1,685.5 |
1,704.2 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.2 |
1,807.2 |
1,727.9 |
|
R3 |
1,786.4 |
1,766.4 |
1,716.7 |
|
R2 |
1,745.6 |
1,745.6 |
1,713.0 |
|
R1 |
1,725.6 |
1,725.6 |
1,709.2 |
1,715.2 |
PP |
1,704.8 |
1,704.8 |
1,704.8 |
1,699.7 |
S1 |
1,684.8 |
1,684.8 |
1,701.8 |
1,674.4 |
S2 |
1,664.0 |
1,664.0 |
1,698.0 |
|
S3 |
1,623.2 |
1,644.0 |
1,694.3 |
|
S4 |
1,582.4 |
1,603.2 |
1,683.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,718.8 |
1,684.1 |
34.7 |
2.0% |
17.6 |
1.0% |
73% |
False |
False |
122,987 |
10 |
1,745.5 |
1,684.1 |
61.4 |
3.6% |
19.8 |
1.2% |
42% |
False |
False |
133,723 |
20 |
1,757.1 |
1,684.1 |
73.0 |
4.3% |
17.7 |
1.0% |
35% |
False |
False |
80,457 |
40 |
1,757.1 |
1,674.7 |
82.4 |
4.8% |
18.0 |
1.1% |
42% |
False |
False |
45,032 |
60 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.1 |
1.1% |
28% |
False |
False |
31,133 |
80 |
1,800.0 |
1,617.2 |
182.8 |
10.7% |
18.5 |
1.1% |
51% |
False |
False |
23,833 |
100 |
1,800.0 |
1,569.9 |
230.1 |
13.5% |
17.7 |
1.0% |
61% |
False |
False |
19,290 |
120 |
1,800.0 |
1,556.3 |
243.7 |
14.3% |
17.7 |
1.0% |
63% |
False |
False |
16,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,757.5 |
2.618 |
1,741.5 |
1.618 |
1,731.7 |
1.000 |
1,725.6 |
0.618 |
1,721.9 |
HIGH |
1,715.8 |
0.618 |
1,712.1 |
0.500 |
1,710.9 |
0.382 |
1,709.7 |
LOW |
1,706.0 |
0.618 |
1,699.9 |
1.000 |
1,696.2 |
1.618 |
1,690.1 |
2.618 |
1,680.3 |
4.250 |
1,664.4 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,710.9 |
1,706.9 |
PP |
1,710.5 |
1,704.2 |
S1 |
1,710.0 |
1,701.5 |
|