Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,606.5 |
7,598.0 |
-8.5 |
-0.1% |
7,528.0 |
High |
7,627.0 |
7,625.0 |
-2.0 |
0.0% |
7,650.0 |
Low |
7,568.0 |
7,576.5 |
8.5 |
0.1% |
7,463.5 |
Close |
7,577.5 |
7,601.0 |
23.5 |
0.3% |
7,601.0 |
Range |
59.0 |
48.5 |
-10.5 |
-17.8% |
186.5 |
ATR |
80.8 |
78.5 |
-2.3 |
-2.9% |
0.0 |
Volume |
27,419 |
55,300 |
27,881 |
101.7% |
105,338 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,746.3 |
7,722.2 |
7,627.7 |
|
R3 |
7,697.8 |
7,673.7 |
7,614.3 |
|
R2 |
7,649.3 |
7,649.3 |
7,609.9 |
|
R1 |
7,625.2 |
7,625.2 |
7,605.4 |
7,637.3 |
PP |
7,600.8 |
7,600.8 |
7,600.8 |
7,606.9 |
S1 |
7,576.7 |
7,576.7 |
7,596.6 |
7,588.8 |
S2 |
7,552.3 |
7,552.3 |
7,592.1 |
|
S3 |
7,503.8 |
7,528.2 |
7,587.7 |
|
S4 |
7,455.3 |
7,479.7 |
7,574.3 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,131.0 |
8,052.5 |
7,703.6 |
|
R3 |
7,944.5 |
7,866.0 |
7,652.3 |
|
R2 |
7,758.0 |
7,758.0 |
7,635.2 |
|
R1 |
7,679.5 |
7,679.5 |
7,618.1 |
7,718.8 |
PP |
7,571.5 |
7,571.5 |
7,571.5 |
7,591.1 |
S1 |
7,493.0 |
7,493.0 |
7,583.9 |
7,532.3 |
S2 |
7,385.0 |
7,385.0 |
7,566.8 |
|
S3 |
7,198.5 |
7,306.5 |
7,549.7 |
|
S4 |
7,012.0 |
7,120.0 |
7,498.4 |
|
|
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% |
62.8 |
0.8% |
74% |
False |
False |
21,067 |
10 |
7,650.0 |
7,419.0 |
231.0 |
3.0% |
66.8 |
0.9% |
79% |
False |
False |
13,058 |
20 |
7,650.0 |
7,011.0 |
639.0 |
8.4% |
69.8 |
0.9% |
92% |
False |
False |
7,047 |
40 |
7,650.0 |
6,953.0 |
697.0 |
9.2% |
84.3 |
1.1% |
93% |
False |
False |
4,236 |
60 |
7,650.0 |
6,953.0 |
697.0 |
9.2% |
82.3 |
1.1% |
93% |
False |
False |
2,935 |
80 |
7,650.0 |
6,895.0 |
755.0 |
9.9% |
83.1 |
1.1% |
94% |
False |
False |
2,742 |
100 |
7,650.0 |
6,570.0 |
1,080.0 |
14.2% |
81.5 |
1.1% |
95% |
False |
False |
2,201 |
120 |
7,650.0 |
6,339.5 |
1,310.5 |
17.2% |
82.4 |
1.1% |
96% |
False |
False |
1,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,831.1 |
2.618 |
7,752.0 |
1.618 |
7,703.5 |
1.000 |
7,673.5 |
0.618 |
7,655.0 |
HIGH |
7,625.0 |
0.618 |
7,606.5 |
0.500 |
7,600.8 |
0.382 |
7,595.0 |
LOW |
7,576.5 |
0.618 |
7,546.5 |
1.000 |
7,528.0 |
1.618 |
7,498.0 |
2.618 |
7,449.5 |
4.250 |
7,370.4 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,600.9 |
7,609.0 |
PP |
7,600.8 |
7,606.3 |
S1 |
7,600.8 |
7,603.7 |
|