Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,538.5 |
7,603.5 |
65.0 |
0.9% |
7,437.0 |
High |
7,604.0 |
7,650.0 |
46.0 |
0.6% |
7,563.0 |
Low |
7,530.5 |
7,597.0 |
66.5 |
0.9% |
7,419.0 |
Close |
7,598.5 |
7,620.5 |
22.0 |
0.3% |
7,514.5 |
Range |
73.5 |
53.0 |
-20.5 |
-27.9% |
144.0 |
ATR |
84.7 |
82.4 |
-2.3 |
-2.7% |
0.0 |
Volume |
5,798 |
12,095 |
6,297 |
108.6% |
25,246 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,781.5 |
7,754.0 |
7,649.7 |
|
R3 |
7,728.5 |
7,701.0 |
7,635.1 |
|
R2 |
7,675.5 |
7,675.5 |
7,630.2 |
|
R1 |
7,648.0 |
7,648.0 |
7,625.4 |
7,661.8 |
PP |
7,622.5 |
7,622.5 |
7,622.5 |
7,629.4 |
S1 |
7,595.0 |
7,595.0 |
7,615.6 |
7,608.8 |
S2 |
7,569.5 |
7,569.5 |
7,610.8 |
|
S3 |
7,516.5 |
7,542.0 |
7,605.9 |
|
S4 |
7,463.5 |
7,489.0 |
7,591.4 |
|
|
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 |
7,650.0 |
7,463.5 |
186.5 |
2.4% |
73.3 |
1.0% |
84% |
True |
False |
6,597 |
10 |
7,650.0 |
7,377.0 |
273.0 |
3.6% |
65.6 |
0.9% |
89% |
True |
False |
4,891 |
20 |
7,650.0 |
6,953.0 |
697.0 |
9.1% |
72.8 |
1.0% |
96% |
True |
False |
3,028 |
40 |
7,650.0 |
6,953.0 |
697.0 |
9.1% |
85.5 |
1.1% |
96% |
True |
False |
2,179 |
60 |
7,650.0 |
6,953.0 |
697.0 |
9.1% |
83.1 |
1.1% |
96% |
True |
False |
1,847 |
80 |
7,650.0 |
6,895.0 |
755.0 |
9.9% |
84.3 |
1.1% |
96% |
True |
False |
1,709 |
100 |
7,650.0 |
6,369.5 |
1,280.5 |
16.8% |
84.1 |
1.1% |
98% |
True |
False |
1,375 |
120 |
7,650.0 |
6,122.0 |
1,528.0 |
20.1% |
82.8 |
1.1% |
98% |
True |
False |
1,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,875.3 |
2.618 |
7,788.8 |
1.618 |
7,735.8 |
1.000 |
7,703.0 |
0.618 |
7,682.8 |
HIGH |
7,650.0 |
0.618 |
7,629.8 |
0.500 |
7,623.5 |
0.382 |
7,617.2 |
LOW |
7,597.0 |
0.618 |
7,564.2 |
1.000 |
7,544.0 |
1.618 |
7,511.2 |
2.618 |
7,458.2 |
4.250 |
7,371.8 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,623.5 |
7,599.3 |
PP |
7,622.5 |
7,578.0 |
S1 |
7,621.5 |
7,556.8 |
|