Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,603.5 |
7,606.5 |
3.0 |
0.0% |
7,437.0 |
High |
7,650.0 |
7,627.0 |
-23.0 |
-0.3% |
7,563.0 |
Low |
7,597.0 |
7,568.0 |
-29.0 |
-0.4% |
7,419.0 |
Close |
7,620.5 |
7,577.5 |
-43.0 |
-0.6% |
7,514.5 |
Range |
53.0 |
59.0 |
6.0 |
11.3% |
144.0 |
ATR |
82.4 |
80.8 |
-1.7 |
-2.0% |
0.0 |
Volume |
12,095 |
27,419 |
15,324 |
126.7% |
25,246 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,767.8 |
7,731.7 |
7,610.0 |
|
R3 |
7,708.8 |
7,672.7 |
7,593.7 |
|
R2 |
7,649.8 |
7,649.8 |
7,588.3 |
|
R1 |
7,613.7 |
7,613.7 |
7,582.9 |
7,602.3 |
PP |
7,590.8 |
7,590.8 |
7,590.8 |
7,585.1 |
S1 |
7,554.7 |
7,554.7 |
7,572.1 |
7,543.3 |
S2 |
7,531.8 |
7,531.8 |
7,566.7 |
|
S3 |
7,472.8 |
7,495.7 |
7,561.3 |
|
S4 |
7,413.8 |
7,436.7 |
7,545.1 |
|
|
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 |
7,650.0 |
7,463.5 |
186.5 |
2.5% |
66.4 |
0.9% |
61% |
False |
False |
10,412 |
10 |
7,650.0 |
7,399.5 |
250.5 |
3.3% |
66.9 |
0.9% |
71% |
False |
False |
7,577 |
20 |
7,650.0 |
6,953.0 |
697.0 |
9.2% |
72.8 |
1.0% |
90% |
False |
False |
4,354 |
40 |
7,650.0 |
6,953.0 |
697.0 |
9.2% |
85.6 |
1.1% |
90% |
False |
False |
2,861 |
60 |
7,650.0 |
6,953.0 |
697.0 |
9.2% |
82.6 |
1.1% |
90% |
False |
False |
2,074 |
80 |
7,650.0 |
6,895.0 |
755.0 |
10.0% |
83.4 |
1.1% |
90% |
False |
False |
2,051 |
100 |
7,650.0 |
6,537.0 |
1,113.0 |
14.7% |
82.6 |
1.1% |
93% |
False |
False |
1,649 |
120 |
7,650.0 |
6,308.0 |
1,342.0 |
17.7% |
82.9 |
1.1% |
95% |
False |
False |
1,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,877.8 |
2.618 |
7,781.5 |
1.618 |
7,722.5 |
1.000 |
7,686.0 |
0.618 |
7,663.5 |
HIGH |
7,627.0 |
0.618 |
7,604.5 |
0.500 |
7,597.5 |
0.382 |
7,590.5 |
LOW |
7,568.0 |
0.618 |
7,531.5 |
1.000 |
7,509.0 |
1.618 |
7,472.5 |
2.618 |
7,413.5 |
4.250 |
7,317.3 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,597.5 |
7,590.3 |
PP |
7,590.8 |
7,586.0 |
S1 |
7,584.2 |
7,581.8 |
|