Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,655.0 |
7,618.0 |
-37.0 |
-0.5% |
7,618.5 |
High |
7,704.0 |
7,668.0 |
-36.0 |
-0.5% |
7,704.0 |
Low |
7,645.5 |
7,605.5 |
-40.0 |
-0.5% |
7,571.5 |
Close |
7,682.0 |
7,653.5 |
-28.5 |
-0.4% |
7,653.5 |
Range |
58.5 |
62.5 |
4.0 |
6.8% |
132.5 |
ATR |
72.5 |
72.8 |
0.3 |
0.4% |
0.0 |
Volume |
116,167 |
54,830 |
-61,337 |
-52.8% |
449,727 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,829.8 |
7,804.2 |
7,687.9 |
|
R3 |
7,767.3 |
7,741.7 |
7,670.7 |
|
R2 |
7,704.8 |
7,704.8 |
7,665.0 |
|
R1 |
7,679.2 |
7,679.2 |
7,659.2 |
7,692.0 |
PP |
7,642.3 |
7,642.3 |
7,642.3 |
7,648.8 |
S1 |
7,616.7 |
7,616.7 |
7,647.8 |
7,629.5 |
S2 |
7,579.8 |
7,579.8 |
7,642.0 |
|
S3 |
7,517.3 |
7,554.2 |
7,636.3 |
|
S4 |
7,454.8 |
7,491.7 |
7,619.1 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,040.5 |
7,979.5 |
7,726.4 |
|
R3 |
7,908.0 |
7,847.0 |
7,689.9 |
|
R2 |
7,775.5 |
7,775.5 |
7,677.8 |
|
R1 |
7,714.5 |
7,714.5 |
7,665.6 |
7,745.0 |
PP |
7,643.0 |
7,643.0 |
7,643.0 |
7,658.3 |
S1 |
7,582.0 |
7,582.0 |
7,641.4 |
7,612.5 |
S2 |
7,510.5 |
7,510.5 |
7,629.2 |
|
S3 |
7,378.0 |
7,449.5 |
7,617.1 |
|
S4 |
7,245.5 |
7,317.0 |
7,580.6 |
|
|
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% |
52.0 |
0.7% |
62% |
False |
False |
89,945 |
10 |
7,704.0 |
7,463.5 |
240.5 |
3.1% |
57.4 |
0.7% |
79% |
False |
False |
55,506 |
20 |
7,704.0 |
7,271.5 |
432.5 |
5.7% |
61.4 |
0.8% |
88% |
False |
False |
29,346 |
40 |
7,704.0 |
6,953.0 |
751.0 |
9.8% |
77.7 |
1.0% |
93% |
False |
False |
15,292 |
60 |
7,704.0 |
6,953.0 |
751.0 |
9.8% |
79.8 |
1.0% |
93% |
False |
False |
10,412 |
80 |
7,704.0 |
6,905.0 |
799.0 |
10.4% |
81.9 |
1.1% |
94% |
False |
False |
8,361 |
100 |
7,704.0 |
6,855.0 |
849.0 |
11.1% |
78.3 |
1.0% |
94% |
False |
False |
6,697 |
120 |
7,704.0 |
6,339.5 |
1,364.5 |
17.8% |
81.7 |
1.1% |
96% |
False |
False |
5,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,933.6 |
2.618 |
7,831.6 |
1.618 |
7,769.1 |
1.000 |
7,730.5 |
0.618 |
7,706.6 |
HIGH |
7,668.0 |
0.618 |
7,644.1 |
0.500 |
7,636.8 |
0.382 |
7,629.4 |
LOW |
7,605.5 |
0.618 |
7,566.9 |
1.000 |
7,543.0 |
1.618 |
7,504.4 |
2.618 |
7,441.9 |
4.250 |
7,339.9 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,647.9 |
7,654.8 |
PP |
7,642.3 |
7,654.3 |
S1 |
7,636.8 |
7,653.9 |
|