Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,618.5 |
7,645.0 |
26.5 |
0.3% |
7,528.0 |
High |
7,634.5 |
7,680.0 |
45.5 |
0.6% |
7,650.0 |
Low |
7,571.5 |
7,631.0 |
59.5 |
0.8% |
7,463.5 |
Close |
7,605.5 |
7,667.5 |
62.0 |
0.8% |
7,601.0 |
Range |
63.0 |
49.0 |
-14.0 |
-22.2% |
186.5 |
ATR |
77.4 |
77.2 |
-0.2 |
-0.3% |
0.0 |
Volume |
84,351 |
116,045 |
31,694 |
37.6% |
105,338 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,806.5 |
7,786.0 |
7,694.5 |
|
R3 |
7,757.5 |
7,737.0 |
7,681.0 |
|
R2 |
7,708.5 |
7,708.5 |
7,676.5 |
|
R1 |
7,688.0 |
7,688.0 |
7,672.0 |
7,698.3 |
PP |
7,659.5 |
7,659.5 |
7,659.5 |
7,664.6 |
S1 |
7,639.0 |
7,639.0 |
7,663.0 |
7,649.3 |
S2 |
7,610.5 |
7,610.5 |
7,658.5 |
|
S3 |
7,561.5 |
7,590.0 |
7,654.0 |
|
S4 |
7,512.5 |
7,541.0 |
7,640.6 |
|
|
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 |
7,680.0 |
7,568.0 |
112.0 |
1.5% |
54.5 |
0.7% |
89% |
True |
False |
59,042 |
10 |
7,680.0 |
7,436.0 |
244.0 |
3.2% |
66.2 |
0.9% |
95% |
True |
False |
31,873 |
20 |
7,680.0 |
7,140.5 |
539.5 |
7.0% |
64.5 |
0.8% |
98% |
True |
False |
16,941 |
40 |
7,680.0 |
6,953.0 |
727.0 |
9.5% |
80.5 |
1.1% |
98% |
True |
False |
9,235 |
60 |
7,680.0 |
6,953.0 |
727.0 |
9.5% |
81.9 |
1.1% |
98% |
True |
False |
6,269 |
80 |
7,680.0 |
6,895.0 |
785.0 |
10.2% |
83.3 |
1.1% |
98% |
True |
False |
5,247 |
100 |
7,680.0 |
6,570.0 |
1,110.0 |
14.5% |
81.4 |
1.1% |
99% |
True |
False |
4,205 |
120 |
7,680.0 |
6,339.5 |
1,340.5 |
17.5% |
82.1 |
1.1% |
99% |
True |
False |
3,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,888.3 |
2.618 |
7,808.3 |
1.618 |
7,759.3 |
1.000 |
7,729.0 |
0.618 |
7,710.3 |
HIGH |
7,680.0 |
0.618 |
7,661.3 |
0.500 |
7,655.5 |
0.382 |
7,649.7 |
LOW |
7,631.0 |
0.618 |
7,600.7 |
1.000 |
7,582.0 |
1.618 |
7,551.7 |
2.618 |
7,502.7 |
4.250 |
7,422.8 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,663.5 |
7,653.6 |
PP |
7,659.5 |
7,639.7 |
S1 |
7,655.5 |
7,625.8 |
|