Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,618.0 |
7,631.5 |
13.5 |
0.2% |
7,618.5 |
High |
7,668.0 |
7,685.5 |
17.5 |
0.2% |
7,704.0 |
Low |
7,605.5 |
7,630.0 |
24.5 |
0.3% |
7,571.5 |
Close |
7,653.5 |
7,657.5 |
4.0 |
0.1% |
7,653.5 |
Range |
62.5 |
55.5 |
-7.0 |
-11.2% |
132.5 |
ATR |
72.8 |
71.5 |
-1.2 |
-1.7% |
0.0 |
Volume |
54,830 |
38,121 |
-16,709 |
-30.5% |
449,727 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,824.2 |
7,796.3 |
7,688.0 |
|
R3 |
7,768.7 |
7,740.8 |
7,672.8 |
|
R2 |
7,713.2 |
7,713.2 |
7,667.7 |
|
R1 |
7,685.3 |
7,685.3 |
7,662.6 |
7,699.3 |
PP |
7,657.7 |
7,657.7 |
7,657.7 |
7,664.6 |
S1 |
7,629.8 |
7,629.8 |
7,652.4 |
7,643.8 |
S2 |
7,602.2 |
7,602.2 |
7,647.3 |
|
S3 |
7,546.7 |
7,574.3 |
7,642.2 |
|
S4 |
7,491.2 |
7,518.8 |
7,627.0 |
|
|
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 |
7,605.5 |
98.5 |
1.3% |
50.5 |
0.7% |
53% |
False |
False |
80,699 |
10 |
7,704.0 |
7,530.5 |
173.5 |
2.3% |
55.0 |
0.7% |
73% |
False |
False |
58,846 |
20 |
7,704.0 |
7,271.5 |
432.5 |
5.6% |
62.4 |
0.8% |
89% |
False |
False |
31,128 |
40 |
7,704.0 |
6,953.0 |
751.0 |
9.8% |
78.0 |
1.0% |
94% |
False |
False |
16,242 |
60 |
7,704.0 |
6,953.0 |
751.0 |
9.8% |
78.9 |
1.0% |
94% |
False |
False |
11,043 |
80 |
7,704.0 |
6,905.0 |
799.0 |
10.4% |
81.7 |
1.1% |
94% |
False |
False |
8,834 |
100 |
7,704.0 |
6,895.0 |
809.0 |
10.6% |
78.0 |
1.0% |
94% |
False |
False |
7,077 |
120 |
7,704.0 |
6,339.5 |
1,364.5 |
17.8% |
81.9 |
1.1% |
97% |
False |
False |
5,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,921.4 |
2.618 |
7,830.8 |
1.618 |
7,775.3 |
1.000 |
7,741.0 |
0.618 |
7,719.8 |
HIGH |
7,685.5 |
0.618 |
7,664.3 |
0.500 |
7,657.8 |
0.382 |
7,651.2 |
LOW |
7,630.0 |
0.618 |
7,595.7 |
1.000 |
7,574.5 |
1.618 |
7,540.2 |
2.618 |
7,484.7 |
4.250 |
7,394.1 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,657.8 |
7,656.6 |
PP |
7,657.7 |
7,655.7 |
S1 |
7,657.6 |
7,654.8 |
|