Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,528.0 |
7,538.5 |
10.5 |
0.1% |
7,437.0 |
High |
7,543.5 |
7,604.0 |
60.5 |
0.8% |
7,563.0 |
Low |
7,463.5 |
7,530.5 |
67.0 |
0.9% |
7,419.0 |
Close |
7,537.5 |
7,598.5 |
61.0 |
0.8% |
7,514.5 |
Range |
80.0 |
73.5 |
-6.5 |
-8.1% |
144.0 |
ATR |
85.6 |
84.7 |
-0.9 |
-1.0% |
0.0 |
Volume |
4,726 |
5,798 |
1,072 |
22.7% |
25,246 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,798.2 |
7,771.8 |
7,638.9 |
|
R3 |
7,724.7 |
7,698.3 |
7,618.7 |
|
R2 |
7,651.2 |
7,651.2 |
7,612.0 |
|
R1 |
7,624.8 |
7,624.8 |
7,605.2 |
7,638.0 |
PP |
7,577.7 |
7,577.7 |
7,577.7 |
7,584.3 |
S1 |
7,551.3 |
7,551.3 |
7,591.8 |
7,564.5 |
S2 |
7,504.2 |
7,504.2 |
7,585.0 |
|
S3 |
7,430.7 |
7,477.8 |
7,578.3 |
|
S4 |
7,357.2 |
7,404.3 |
7,558.1 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,930.8 |
7,866.7 |
7,593.7 |
|
R3 |
7,786.8 |
7,722.7 |
7,554.1 |
|
R2 |
7,642.8 |
7,642.8 |
7,540.9 |
|
R1 |
7,578.7 |
7,578.7 |
7,527.7 |
7,610.8 |
PP |
7,498.8 |
7,498.8 |
7,498.8 |
7,514.9 |
S1 |
7,434.7 |
7,434.7 |
7,501.3 |
7,466.8 |
S2 |
7,354.8 |
7,354.8 |
7,488.1 |
|
S3 |
7,210.8 |
7,290.7 |
7,474.9 |
|
S4 |
7,066.8 |
7,146.7 |
7,435.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,604.0 |
7,436.0 |
168.0 |
2.2% |
77.9 |
1.0% |
97% |
True |
False |
4,704 |
10 |
7,604.0 |
7,271.5 |
332.5 |
4.4% |
72.2 |
0.9% |
98% |
True |
False |
3,896 |
20 |
7,604.0 |
6,953.0 |
651.0 |
8.6% |
77.5 |
1.0% |
99% |
True |
False |
2,533 |
40 |
7,604.0 |
6,953.0 |
651.0 |
8.6% |
84.8 |
1.1% |
99% |
True |
False |
1,880 |
60 |
7,604.0 |
6,953.0 |
651.0 |
8.6% |
83.4 |
1.1% |
99% |
True |
False |
1,764 |
80 |
7,604.0 |
6,895.0 |
709.0 |
9.3% |
84.2 |
1.1% |
99% |
True |
False |
1,558 |
100 |
7,604.0 |
6,353.5 |
1,250.5 |
16.5% |
84.7 |
1.1% |
100% |
True |
False |
1,254 |
120 |
7,604.0 |
6,122.0 |
1,482.0 |
19.5% |
82.7 |
1.1% |
100% |
True |
False |
1,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,916.4 |
2.618 |
7,796.4 |
1.618 |
7,722.9 |
1.000 |
7,677.5 |
0.618 |
7,649.4 |
HIGH |
7,604.0 |
0.618 |
7,575.9 |
0.500 |
7,567.3 |
0.382 |
7,558.6 |
LOW |
7,530.5 |
0.618 |
7,485.1 |
1.000 |
7,457.0 |
1.618 |
7,411.6 |
2.618 |
7,338.1 |
4.250 |
7,218.1 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,588.1 |
7,576.9 |
PP |
7,577.7 |
7,555.3 |
S1 |
7,567.3 |
7,533.8 |
|