Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,712.0 |
1,712.8 |
0.8 |
0.0% |
1,715.5 |
High |
1,725.0 |
1,712.8 |
-12.2 |
-0.7% |
1,724.9 |
Low |
1,708.5 |
1,690.7 |
-17.8 |
-1.0% |
1,684.1 |
Close |
1,717.9 |
1,696.8 |
-21.1 |
-1.2% |
1,705.5 |
Range |
16.5 |
22.1 |
5.6 |
33.9% |
40.8 |
ATR |
18.3 |
18.9 |
0.6 |
3.5% |
0.0 |
Volume |
167,086 |
171,357 |
4,271 |
2.6% |
751,420 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.4 |
1,753.7 |
1,709.0 |
|
R3 |
1,744.3 |
1,731.6 |
1,702.9 |
|
R2 |
1,722.2 |
1,722.2 |
1,700.9 |
|
R1 |
1,709.5 |
1,709.5 |
1,698.8 |
1,704.8 |
PP |
1,700.1 |
1,700.1 |
1,700.1 |
1,697.8 |
S1 |
1,687.4 |
1,687.4 |
1,694.8 |
1,682.7 |
S2 |
1,678.0 |
1,678.0 |
1,692.7 |
|
S3 |
1,655.9 |
1,665.3 |
1,690.7 |
|
S4 |
1,633.8 |
1,643.2 |
1,684.6 |
|
|
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 |
1,725.0 |
1,684.1 |
40.9 |
2.4% |
17.3 |
1.0% |
31% |
False |
False |
129,948 |
10 |
1,733.7 |
1,684.1 |
49.6 |
2.9% |
18.8 |
1.1% |
26% |
False |
False |
139,730 |
20 |
1,757.1 |
1,684.1 |
73.0 |
4.3% |
18.2 |
1.1% |
17% |
False |
False |
95,505 |
40 |
1,757.1 |
1,674.7 |
82.4 |
4.9% |
18.4 |
1.1% |
27% |
False |
False |
53,270 |
60 |
1,800.0 |
1,674.7 |
125.3 |
7.4% |
18.2 |
1.1% |
18% |
False |
False |
36,738 |
80 |
1,800.0 |
1,639.7 |
160.3 |
9.4% |
18.6 |
1.1% |
36% |
False |
False |
28,049 |
100 |
1,800.0 |
1,588.7 |
211.3 |
12.5% |
17.9 |
1.1% |
51% |
False |
False |
22,648 |
120 |
1,800.0 |
1,556.3 |
243.7 |
14.4% |
17.8 |
1.0% |
58% |
False |
False |
19,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,806.7 |
2.618 |
1,770.7 |
1.618 |
1,748.6 |
1.000 |
1,734.9 |
0.618 |
1,726.5 |
HIGH |
1,712.8 |
0.618 |
1,704.4 |
0.500 |
1,701.8 |
0.382 |
1,699.1 |
LOW |
1,690.7 |
0.618 |
1,677.0 |
1.000 |
1,668.6 |
1.618 |
1,654.9 |
2.618 |
1,632.8 |
4.250 |
1,596.8 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,701.8 |
1,707.9 |
PP |
1,700.1 |
1,704.2 |
S1 |
1,698.5 |
1,700.5 |
|