Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,645.0 |
7,681.5 |
36.5 |
0.5% |
7,528.0 |
High |
7,680.0 |
7,690.0 |
10.0 |
0.1% |
7,650.0 |
Low |
7,631.0 |
7,663.0 |
32.0 |
0.4% |
7,463.5 |
Close |
7,667.5 |
7,681.0 |
13.5 |
0.2% |
7,601.0 |
Range |
49.0 |
27.0 |
-22.0 |
-44.9% |
186.5 |
ATR |
77.2 |
73.6 |
-3.6 |
-4.6% |
0.0 |
Volume |
116,045 |
78,334 |
-37,711 |
-32.5% |
105,338 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,759.0 |
7,747.0 |
7,695.9 |
|
R3 |
7,732.0 |
7,720.0 |
7,688.4 |
|
R2 |
7,705.0 |
7,705.0 |
7,686.0 |
|
R1 |
7,693.0 |
7,693.0 |
7,683.5 |
7,685.5 |
PP |
7,678.0 |
7,678.0 |
7,678.0 |
7,674.3 |
S1 |
7,666.0 |
7,666.0 |
7,678.5 |
7,658.5 |
S2 |
7,651.0 |
7,651.0 |
7,676.1 |
|
S3 |
7,624.0 |
7,639.0 |
7,673.6 |
|
S4 |
7,597.0 |
7,612.0 |
7,666.2 |
|
|
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 |
7,690.0 |
7,568.0 |
122.0 |
1.6% |
49.3 |
0.6% |
93% |
True |
False |
72,289 |
10 |
7,690.0 |
7,463.5 |
226.5 |
2.9% |
61.3 |
0.8% |
96% |
True |
False |
39,443 |
20 |
7,690.0 |
7,216.5 |
473.5 |
6.2% |
62.9 |
0.8% |
98% |
True |
False |
20,835 |
40 |
7,690.0 |
6,953.0 |
737.0 |
9.6% |
79.0 |
1.0% |
99% |
True |
False |
11,091 |
60 |
7,690.0 |
6,953.0 |
737.0 |
9.6% |
80.9 |
1.1% |
99% |
True |
False |
7,571 |
80 |
7,690.0 |
6,895.0 |
795.0 |
10.4% |
82.8 |
1.1% |
99% |
True |
False |
6,225 |
100 |
7,690.0 |
6,570.0 |
1,120.0 |
14.6% |
81.2 |
1.1% |
99% |
True |
False |
4,988 |
120 |
7,690.0 |
6,339.5 |
1,350.5 |
17.6% |
82.1 |
1.1% |
99% |
True |
False |
4,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,804.8 |
2.618 |
7,760.7 |
1.618 |
7,733.7 |
1.000 |
7,717.0 |
0.618 |
7,706.7 |
HIGH |
7,690.0 |
0.618 |
7,679.7 |
0.500 |
7,676.5 |
0.382 |
7,673.3 |
LOW |
7,663.0 |
0.618 |
7,646.3 |
1.000 |
7,636.0 |
1.618 |
7,619.3 |
2.618 |
7,592.3 |
4.250 |
7,548.3 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,679.5 |
7,664.3 |
PP |
7,678.0 |
7,647.5 |
S1 |
7,676.5 |
7,630.8 |
|