Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,681.5 |
7,655.0 |
-26.5 |
-0.3% |
7,528.0 |
High |
7,690.0 |
7,704.0 |
14.0 |
0.2% |
7,650.0 |
Low |
7,663.0 |
7,645.5 |
-17.5 |
-0.2% |
7,463.5 |
Close |
7,681.0 |
7,682.0 |
1.0 |
0.0% |
7,601.0 |
Range |
27.0 |
58.5 |
31.5 |
116.7% |
186.5 |
ATR |
73.6 |
72.5 |
-1.1 |
-1.5% |
0.0 |
Volume |
78,334 |
116,167 |
37,833 |
48.3% |
105,338 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,852.7 |
7,825.8 |
7,714.2 |
|
R3 |
7,794.2 |
7,767.3 |
7,698.1 |
|
R2 |
7,735.7 |
7,735.7 |
7,692.7 |
|
R1 |
7,708.8 |
7,708.8 |
7,687.4 |
7,722.3 |
PP |
7,677.2 |
7,677.2 |
7,677.2 |
7,683.9 |
S1 |
7,650.3 |
7,650.3 |
7,676.6 |
7,663.8 |
S2 |
7,618.7 |
7,618.7 |
7,671.3 |
|
S3 |
7,560.2 |
7,591.8 |
7,665.9 |
|
S4 |
7,501.7 |
7,533.3 |
7,649.8 |
|
|
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 |
7,704.0 |
7,571.5 |
132.5 |
1.7% |
49.2 |
0.6% |
83% |
True |
False |
90,039 |
10 |
7,704.0 |
7,463.5 |
240.5 |
3.1% |
57.8 |
0.8% |
91% |
True |
False |
50,225 |
20 |
7,704.0 |
7,225.5 |
478.5 |
6.2% |
63.7 |
0.8% |
95% |
True |
False |
26,624 |
40 |
7,704.0 |
6,953.0 |
751.0 |
9.8% |
78.8 |
1.0% |
97% |
True |
False |
13,936 |
60 |
7,704.0 |
6,953.0 |
751.0 |
9.8% |
80.7 |
1.0% |
97% |
True |
False |
9,503 |
80 |
7,704.0 |
6,898.0 |
806.0 |
10.5% |
82.5 |
1.1% |
97% |
True |
False |
7,676 |
100 |
7,704.0 |
6,705.0 |
999.0 |
13.0% |
79.4 |
1.0% |
98% |
True |
False |
6,149 |
120 |
7,704.0 |
6,339.5 |
1,364.5 |
17.8% |
82.1 |
1.1% |
98% |
True |
False |
5,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,952.6 |
2.618 |
7,857.2 |
1.618 |
7,798.7 |
1.000 |
7,762.5 |
0.618 |
7,740.2 |
HIGH |
7,704.0 |
0.618 |
7,681.7 |
0.500 |
7,674.8 |
0.382 |
7,667.8 |
LOW |
7,645.5 |
0.618 |
7,609.3 |
1.000 |
7,587.0 |
1.618 |
7,550.8 |
2.618 |
7,492.3 |
4.250 |
7,396.9 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,679.6 |
7,677.2 |
PP |
7,677.2 |
7,672.3 |
S1 |
7,674.8 |
7,667.5 |
|