Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,658.0 |
1,657.4 |
-0.6 |
0.0% |
1,698.4 |
High |
1,666.5 |
1,668.7 |
2.2 |
0.1% |
1,704.4 |
Low |
1,652.7 |
1,650.6 |
-2.1 |
-0.1% |
1,636.0 |
Close |
1,659.5 |
1,660.7 |
1.2 |
0.1% |
1,660.1 |
Range |
13.8 |
18.1 |
4.3 |
31.2% |
68.4 |
ATR |
20.2 |
20.0 |
-0.1 |
-0.7% |
0.0 |
Volume |
44,006 |
52,722 |
8,716 |
19.8% |
757,837 |
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.3 |
1,705.6 |
1,670.7 |
|
R3 |
1,696.2 |
1,687.5 |
1,665.7 |
|
R2 |
1,678.1 |
1,678.1 |
1,664.0 |
|
R1 |
1,669.4 |
1,669.4 |
1,662.4 |
1,673.8 |
PP |
1,660.0 |
1,660.0 |
1,660.0 |
1,662.2 |
S1 |
1,651.3 |
1,651.3 |
1,659.0 |
1,655.7 |
S2 |
1,641.9 |
1,641.9 |
1,657.4 |
|
S3 |
1,623.8 |
1,633.2 |
1,655.7 |
|
S4 |
1,605.7 |
1,615.1 |
1,650.7 |
|
|
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 |
1,677.8 |
1,636.0 |
41.8 |
2.5% |
21.3 |
1.3% |
59% |
False |
False |
116,048 |
10 |
1,725.0 |
1,636.0 |
89.0 |
5.4% |
20.9 |
1.3% |
28% |
False |
False |
127,825 |
20 |
1,745.5 |
1,636.0 |
109.5 |
6.6% |
20.3 |
1.2% |
23% |
False |
False |
130,774 |
40 |
1,757.1 |
1,636.0 |
121.1 |
7.3% |
19.2 |
1.2% |
20% |
False |
False |
75,225 |
60 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
18.2 |
1.1% |
15% |
False |
False |
51,860 |
80 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
18.9 |
1.1% |
15% |
False |
False |
39,674 |
100 |
1,800.0 |
1,598.0 |
202.0 |
12.2% |
18.1 |
1.1% |
31% |
False |
False |
31,954 |
120 |
1,800.0 |
1,564.7 |
235.3 |
14.2% |
17.7 |
1.1% |
41% |
False |
False |
26,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.6 |
2.618 |
1,716.1 |
1.618 |
1,698.0 |
1.000 |
1,686.8 |
0.618 |
1,679.9 |
HIGH |
1,668.7 |
0.618 |
1,661.8 |
0.500 |
1,659.7 |
0.382 |
1,657.5 |
LOW |
1,650.6 |
0.618 |
1,639.4 |
1.000 |
1,632.5 |
1.618 |
1,621.3 |
2.618 |
1,603.2 |
4.250 |
1,573.7 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,660.4 |
1,658.0 |
PP |
1,660.0 |
1,655.2 |
S1 |
1,659.7 |
1,652.5 |
|