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 |
1,667.9 |
1,648.5 |
-19.4 |
-1.2% |
1,698.4 |
High |
1,672.8 |
1,660.5 |
-12.3 |
-0.7% |
1,704.4 |
Low |
1,636.0 |
1,636.3 |
0.3 |
0.0% |
1,636.0 |
Close |
1,645.9 |
1,660.1 |
14.2 |
0.9% |
1,660.1 |
Range |
36.8 |
24.2 |
-12.6 |
-34.2% |
68.4 |
ATR |
20.4 |
20.7 |
0.3 |
1.3% |
0.0 |
Volume |
189,984 |
136,092 |
-53,892 |
-28.4% |
757,837 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.9 |
1,716.7 |
1,673.4 |
|
R3 |
1,700.7 |
1,692.5 |
1,666.8 |
|
R2 |
1,676.5 |
1,676.5 |
1,664.5 |
|
R1 |
1,668.3 |
1,668.3 |
1,662.3 |
1,672.4 |
PP |
1,652.3 |
1,652.3 |
1,652.3 |
1,654.4 |
S1 |
1,644.1 |
1,644.1 |
1,657.9 |
1,648.2 |
S2 |
1,628.1 |
1,628.1 |
1,655.7 |
|
S3 |
1,603.9 |
1,619.9 |
1,653.4 |
|
S4 |
1,579.7 |
1,595.7 |
1,646.8 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.0 |
1,834.5 |
1,697.7 |
|
R3 |
1,803.6 |
1,766.1 |
1,678.9 |
|
R2 |
1,735.2 |
1,735.2 |
1,672.6 |
|
R1 |
1,697.7 |
1,697.7 |
1,666.4 |
1,682.3 |
PP |
1,666.8 |
1,666.8 |
1,666.8 |
1,659.1 |
S1 |
1,629.3 |
1,629.3 |
1,653.8 |
1,613.9 |
S2 |
1,598.4 |
1,598.4 |
1,647.6 |
|
S3 |
1,530.0 |
1,560.9 |
1,641.3 |
|
S4 |
1,461.6 |
1,492.5 |
1,622.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,704.4 |
1,636.0 |
68.4 |
4.1% |
26.1 |
1.6% |
35% |
False |
False |
151,567 |
10 |
1,725.0 |
1,636.0 |
89.0 |
5.4% |
20.2 |
1.2% |
27% |
False |
False |
134,689 |
20 |
1,754.7 |
1,636.0 |
118.7 |
7.2% |
19.6 |
1.2% |
20% |
False |
False |
131,701 |
40 |
1,757.1 |
1,636.0 |
121.1 |
7.3% |
19.1 |
1.2% |
20% |
False |
False |
73,674 |
60 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
18.4 |
1.1% |
15% |
False |
False |
50,316 |
80 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
19.2 |
1.2% |
15% |
False |
False |
38,486 |
100 |
1,800.0 |
1,588.7 |
211.3 |
12.7% |
18.2 |
1.1% |
34% |
False |
False |
30,994 |
120 |
1,800.0 |
1,564.7 |
235.3 |
14.2% |
17.9 |
1.1% |
41% |
False |
False |
26,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,763.4 |
2.618 |
1,723.9 |
1.618 |
1,699.7 |
1.000 |
1,684.7 |
0.618 |
1,675.5 |
HIGH |
1,660.5 |
0.618 |
1,651.3 |
0.500 |
1,648.4 |
0.382 |
1,645.5 |
LOW |
1,636.3 |
0.618 |
1,621.3 |
1.000 |
1,612.1 |
1.618 |
1,597.1 |
2.618 |
1,572.9 |
4.250 |
1,533.5 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,656.2 |
1,659.0 |
PP |
1,652.3 |
1,658.0 |
S1 |
1,648.4 |
1,656.9 |
|