Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,598.0 |
7,618.5 |
20.5 |
0.3% |
7,528.0 |
High |
7,625.0 |
7,634.5 |
9.5 |
0.1% |
7,650.0 |
Low |
7,576.5 |
7,571.5 |
-5.0 |
-0.1% |
7,463.5 |
Close |
7,601.0 |
7,605.5 |
4.5 |
0.1% |
7,601.0 |
Range |
48.5 |
63.0 |
14.5 |
29.9% |
186.5 |
ATR |
78.5 |
77.4 |
-1.1 |
-1.4% |
0.0 |
Volume |
55,300 |
84,351 |
29,051 |
52.5% |
105,338 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,792.8 |
7,762.2 |
7,640.2 |
|
R3 |
7,729.8 |
7,699.2 |
7,622.8 |
|
R2 |
7,666.8 |
7,666.8 |
7,617.1 |
|
R1 |
7,636.2 |
7,636.2 |
7,611.3 |
7,620.0 |
PP |
7,603.8 |
7,603.8 |
7,603.8 |
7,595.8 |
S1 |
7,573.2 |
7,573.2 |
7,599.7 |
7,557.0 |
S2 |
7,540.8 |
7,540.8 |
7,594.0 |
|
S3 |
7,477.8 |
7,510.2 |
7,588.2 |
|
S4 |
7,414.8 |
7,447.2 |
7,570.9 |
|
|
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 |
7,530.5 |
119.5 |
1.6% |
59.4 |
0.8% |
63% |
False |
False |
36,992 |
10 |
7,650.0 |
7,419.0 |
231.0 |
3.0% |
66.4 |
0.9% |
81% |
False |
False |
21,274 |
20 |
7,650.0 |
7,096.5 |
553.5 |
7.3% |
66.8 |
0.9% |
92% |
False |
False |
11,229 |
40 |
7,650.0 |
6,953.0 |
697.0 |
9.2% |
83.9 |
1.1% |
94% |
False |
False |
6,341 |
60 |
7,650.0 |
6,953.0 |
697.0 |
9.2% |
82.5 |
1.1% |
94% |
False |
False |
4,337 |
80 |
7,650.0 |
6,895.0 |
755.0 |
9.9% |
82.8 |
1.1% |
94% |
False |
False |
3,796 |
100 |
7,650.0 |
6,570.0 |
1,080.0 |
14.2% |
81.4 |
1.1% |
96% |
False |
False |
3,044 |
120 |
7,650.0 |
6,339.5 |
1,310.5 |
17.2% |
82.3 |
1.1% |
97% |
False |
False |
2,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,902.3 |
2.618 |
7,799.4 |
1.618 |
7,736.4 |
1.000 |
7,697.5 |
0.618 |
7,673.4 |
HIGH |
7,634.5 |
0.618 |
7,610.4 |
0.500 |
7,603.0 |
0.382 |
7,595.6 |
LOW |
7,571.5 |
0.618 |
7,532.6 |
1.000 |
7,508.5 |
1.618 |
7,469.6 |
2.618 |
7,406.6 |
4.250 |
7,303.8 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,604.7 |
7,604.1 |
PP |
7,603.8 |
7,602.7 |
S1 |
7,603.0 |
7,601.3 |
|