Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,698.4 |
1,699.1 |
0.7 |
0.0% |
1,705.4 |
High |
1,701.0 |
1,704.4 |
3.4 |
0.2% |
1,725.0 |
Low |
1,687.5 |
1,662.0 |
-25.5 |
-1.5% |
1,690.7 |
Close |
1,698.2 |
1,670.7 |
-27.5 |
-1.6% |
1,697.0 |
Range |
13.5 |
42.4 |
28.9 |
214.1% |
34.3 |
ATR |
17.8 |
19.6 |
1.8 |
9.9% |
0.0 |
Volume |
93,926 |
180,399 |
86,473 |
92.1% |
589,059 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.2 |
1,780.9 |
1,694.0 |
|
R3 |
1,763.8 |
1,738.5 |
1,682.4 |
|
R2 |
1,721.4 |
1,721.4 |
1,678.5 |
|
R1 |
1,696.1 |
1,696.1 |
1,674.6 |
1,687.6 |
PP |
1,679.0 |
1,679.0 |
1,679.0 |
1,674.8 |
S1 |
1,653.7 |
1,653.7 |
1,666.8 |
1,645.2 |
S2 |
1,636.6 |
1,636.6 |
1,662.9 |
|
S3 |
1,594.2 |
1,611.3 |
1,659.0 |
|
S4 |
1,551.8 |
1,568.9 |
1,647.4 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.1 |
1,786.4 |
1,715.9 |
|
R3 |
1,772.8 |
1,752.1 |
1,706.4 |
|
R2 |
1,738.5 |
1,738.5 |
1,703.3 |
|
R1 |
1,717.8 |
1,717.8 |
1,700.1 |
1,711.0 |
PP |
1,704.2 |
1,704.2 |
1,704.2 |
1,700.9 |
S1 |
1,683.5 |
1,683.5 |
1,693.9 |
1,676.7 |
S2 |
1,669.9 |
1,669.9 |
1,690.7 |
|
S3 |
1,635.6 |
1,649.2 |
1,687.6 |
|
S4 |
1,601.3 |
1,614.9 |
1,678.1 |
|
|
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 |
1,662.0 |
63.0 |
3.8% |
20.5 |
1.2% |
14% |
False |
True |
139,602 |
10 |
1,725.0 |
1,662.0 |
63.0 |
3.8% |
19.1 |
1.1% |
14% |
False |
True |
131,294 |
20 |
1,757.1 |
1,662.0 |
95.1 |
5.7% |
18.6 |
1.1% |
9% |
False |
True |
110,731 |
40 |
1,757.1 |
1,662.0 |
95.1 |
5.7% |
18.6 |
1.1% |
9% |
False |
True |
61,871 |
60 |
1,800.0 |
1,662.0 |
138.0 |
8.3% |
18.4 |
1.1% |
6% |
False |
True |
42,571 |
80 |
1,800.0 |
1,651.9 |
148.1 |
8.9% |
18.8 |
1.1% |
13% |
False |
False |
32,473 |
100 |
1,800.0 |
1,588.7 |
211.3 |
12.6% |
18.0 |
1.1% |
39% |
False |
False |
26,182 |
120 |
1,800.0 |
1,558.7 |
241.3 |
14.4% |
18.0 |
1.1% |
46% |
False |
False |
22,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.6 |
2.618 |
1,815.4 |
1.618 |
1,773.0 |
1.000 |
1,746.8 |
0.618 |
1,730.6 |
HIGH |
1,704.4 |
0.618 |
1,688.2 |
0.500 |
1,683.2 |
0.382 |
1,678.2 |
LOW |
1,662.0 |
0.618 |
1,635.8 |
1.000 |
1,619.6 |
1.618 |
1,593.4 |
2.618 |
1,551.0 |
4.250 |
1,481.8 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,683.2 |
1,683.2 |
PP |
1,679.0 |
1,679.0 |
S1 |
1,674.9 |
1,674.9 |
|