Trading Metrics calculated at close of trading on 28-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,659.8 |
1,664.0 |
4.2 |
0.3% |
1,658.0 |
High |
1,666.1 |
1,667.0 |
0.9 |
0.1% |
1,668.7 |
Low |
1,653.1 |
1,654.1 |
1.0 |
0.1% |
1,650.6 |
Close |
1,663.7 |
1,655.9 |
-7.8 |
-0.5% |
1,655.9 |
Range |
13.0 |
12.9 |
-0.1 |
-0.8% |
18.1 |
ATR |
19.5 |
19.1 |
-0.5 |
-2.4% |
0.0 |
Volume |
95,883 |
75,137 |
-20,746 |
-21.6% |
267,748 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,697.7 |
1,689.7 |
1,663.0 |
|
R3 |
1,684.8 |
1,676.8 |
1,659.4 |
|
R2 |
1,671.9 |
1,671.9 |
1,658.3 |
|
R1 |
1,663.9 |
1,663.9 |
1,657.1 |
1,661.5 |
PP |
1,659.0 |
1,659.0 |
1,659.0 |
1,657.8 |
S1 |
1,651.0 |
1,651.0 |
1,654.7 |
1,648.6 |
S2 |
1,646.1 |
1,646.1 |
1,653.5 |
|
S3 |
1,633.2 |
1,638.1 |
1,652.4 |
|
S4 |
1,620.3 |
1,625.2 |
1,648.8 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.7 |
1,702.4 |
1,665.9 |
|
R3 |
1,694.6 |
1,684.3 |
1,660.9 |
|
R2 |
1,676.5 |
1,676.5 |
1,659.2 |
|
R1 |
1,666.2 |
1,666.2 |
1,657.6 |
1,662.3 |
PP |
1,658.4 |
1,658.4 |
1,658.4 |
1,656.5 |
S1 |
1,648.1 |
1,648.1 |
1,654.2 |
1,644.2 |
S2 |
1,640.3 |
1,640.3 |
1,652.6 |
|
S3 |
1,622.2 |
1,630.0 |
1,650.9 |
|
S4 |
1,604.1 |
1,611.9 |
1,645.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,668.7 |
1,636.3 |
32.4 |
2.0% |
16.4 |
1.0% |
60% |
False |
False |
80,768 |
10 |
1,704.4 |
1,636.0 |
68.4 |
4.1% |
19.6 |
1.2% |
29% |
False |
False |
111,082 |
20 |
1,733.7 |
1,636.0 |
97.7 |
5.9% |
19.2 |
1.2% |
20% |
False |
False |
125,406 |
40 |
1,757.1 |
1,636.0 |
121.1 |
7.3% |
19.2 |
1.2% |
16% |
False |
False |
79,368 |
60 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
18.3 |
1.1% |
12% |
False |
False |
54,633 |
80 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
19.0 |
1.1% |
12% |
False |
False |
41,772 |
100 |
1,800.0 |
1,598.0 |
202.0 |
12.2% |
18.2 |
1.1% |
29% |
False |
False |
33,654 |
120 |
1,800.0 |
1,564.7 |
235.3 |
14.2% |
17.7 |
1.1% |
39% |
False |
False |
28,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.8 |
2.618 |
1,700.8 |
1.618 |
1,687.9 |
1.000 |
1,679.9 |
0.618 |
1,675.0 |
HIGH |
1,667.0 |
0.618 |
1,662.1 |
0.500 |
1,660.6 |
0.382 |
1,659.0 |
LOW |
1,654.1 |
0.618 |
1,646.1 |
1.000 |
1,641.2 |
1.618 |
1,633.2 |
2.618 |
1,620.3 |
4.250 |
1,599.3 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,660.6 |
1,659.7 |
PP |
1,659.0 |
1,658.4 |
S1 |
1,657.5 |
1,657.2 |
|