Trading Metrics calculated at close of trading on 28-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
7,631.5 |
7,666.5 |
35.0 |
0.5% |
7,631.5 |
High |
7,685.5 |
7,675.5 |
-10.0 |
-0.1% |
7,685.5 |
Low |
7,630.0 |
7,611.5 |
-18.5 |
-0.2% |
7,611.5 |
Close |
7,657.5 |
7,618.5 |
-39.0 |
-0.5% |
7,618.5 |
Range |
55.5 |
64.0 |
8.5 |
15.3% |
74.0 |
ATR |
71.5 |
71.0 |
-0.5 |
-0.8% |
0.0 |
Volume |
38,121 |
117,745 |
79,624 |
208.9% |
155,866 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,827.2 |
7,786.8 |
7,653.7 |
|
R3 |
7,763.2 |
7,722.8 |
7,636.1 |
|
R2 |
7,699.2 |
7,699.2 |
7,630.2 |
|
R1 |
7,658.8 |
7,658.8 |
7,624.4 |
7,647.0 |
PP |
7,635.2 |
7,635.2 |
7,635.2 |
7,629.3 |
S1 |
7,594.8 |
7,594.8 |
7,612.6 |
7,583.0 |
S2 |
7,571.2 |
7,571.2 |
7,606.8 |
|
S3 |
7,507.2 |
7,530.8 |
7,600.9 |
|
S4 |
7,443.2 |
7,466.8 |
7,583.3 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,860.5 |
7,813.5 |
7,659.2 |
|
R3 |
7,786.5 |
7,739.5 |
7,638.9 |
|
R2 |
7,712.5 |
7,712.5 |
7,632.1 |
|
R1 |
7,665.5 |
7,665.5 |
7,625.3 |
7,652.0 |
PP |
7,638.5 |
7,638.5 |
7,638.5 |
7,631.8 |
S1 |
7,591.5 |
7,591.5 |
7,611.7 |
7,578.0 |
S2 |
7,564.5 |
7,564.5 |
7,604.9 |
|
S3 |
7,490.5 |
7,517.5 |
7,598.2 |
|
S4 |
7,416.5 |
7,443.5 |
7,577.8 |
|
|
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% |
53.5 |
0.7% |
13% |
False |
False |
81,039 |
10 |
7,704.0 |
7,568.0 |
136.0 |
1.8% |
54.0 |
0.7% |
37% |
False |
False |
70,040 |
20 |
7,704.0 |
7,271.5 |
432.5 |
5.7% |
63.1 |
0.8% |
80% |
False |
False |
36,968 |
40 |
7,704.0 |
6,953.0 |
751.0 |
9.9% |
77.8 |
1.0% |
89% |
False |
False |
19,165 |
60 |
7,704.0 |
6,953.0 |
751.0 |
9.9% |
78.4 |
1.0% |
89% |
False |
False |
13,002 |
80 |
7,704.0 |
6,905.0 |
799.0 |
10.5% |
81.3 |
1.1% |
89% |
False |
False |
10,301 |
100 |
7,704.0 |
6,895.0 |
809.0 |
10.6% |
77.8 |
1.0% |
89% |
False |
False |
8,254 |
120 |
7,704.0 |
6,339.5 |
1,364.5 |
17.9% |
81.6 |
1.1% |
94% |
False |
False |
6,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,947.5 |
2.618 |
7,843.1 |
1.618 |
7,779.1 |
1.000 |
7,739.5 |
0.618 |
7,715.1 |
HIGH |
7,675.5 |
0.618 |
7,651.1 |
0.500 |
7,643.5 |
0.382 |
7,635.9 |
LOW |
7,611.5 |
0.618 |
7,571.9 |
1.000 |
7,547.5 |
1.618 |
7,507.9 |
2.618 |
7,443.9 |
4.250 |
7,339.5 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
7,643.5 |
7,645.5 |
PP |
7,635.2 |
7,636.5 |
S1 |
7,626.8 |
7,627.5 |
|