Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,894.0 |
5,897.5 |
3.5 |
0.1% |
5,834.0 |
High |
5,922.0 |
5,905.5 |
-16.5 |
-0.3% |
5,882.0 |
Low |
5,878.0 |
5,872.0 |
-6.0 |
-0.1% |
5,813.0 |
Close |
5,908.0 |
5,879.5 |
-28.5 |
-0.5% |
5,872.0 |
Range |
44.0 |
33.5 |
-10.5 |
-23.9% |
69.0 |
ATR |
46.3 |
45.6 |
-0.7 |
-1.6% |
0.0 |
Volume |
42,615 |
58,005 |
15,390 |
36.1% |
18,927 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,986.0 |
5,966.5 |
5,898.0 |
|
R3 |
5,952.5 |
5,933.0 |
5,888.5 |
|
R2 |
5,919.0 |
5,919.0 |
5,885.5 |
|
R1 |
5,899.5 |
5,899.5 |
5,882.5 |
5,892.5 |
PP |
5,885.5 |
5,885.5 |
5,885.5 |
5,882.0 |
S1 |
5,866.0 |
5,866.0 |
5,876.5 |
5,859.0 |
S2 |
5,852.0 |
5,852.0 |
5,873.5 |
|
S3 |
5,818.5 |
5,832.5 |
5,870.5 |
|
S4 |
5,785.0 |
5,799.0 |
5,861.0 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,062.5 |
6,036.5 |
5,910.0 |
|
R3 |
5,993.5 |
5,967.5 |
5,891.0 |
|
R2 |
5,924.5 |
5,924.5 |
5,884.5 |
|
R1 |
5,898.5 |
5,898.5 |
5,878.5 |
5,911.5 |
PP |
5,855.5 |
5,855.5 |
5,855.5 |
5,862.0 |
S1 |
5,829.5 |
5,829.5 |
5,865.5 |
5,842.5 |
S2 |
5,786.5 |
5,786.5 |
5,859.5 |
|
S3 |
5,717.5 |
5,760.5 |
5,853.0 |
|
S4 |
5,648.5 |
5,691.5 |
5,834.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,922.0 |
5,852.0 |
70.0 |
1.2% |
32.0 |
0.5% |
39% |
False |
False |
26,989 |
10 |
5,922.0 |
5,813.0 |
109.0 |
1.9% |
35.0 |
0.6% |
61% |
False |
False |
14,700 |
20 |
5,922.0 |
5,566.0 |
356.0 |
6.1% |
40.0 |
0.7% |
88% |
False |
False |
7,430 |
40 |
5,922.0 |
5,566.0 |
356.0 |
6.1% |
46.5 |
0.8% |
88% |
False |
False |
3,747 |
60 |
5,922.0 |
5,566.0 |
356.0 |
6.1% |
41.0 |
0.7% |
88% |
False |
False |
2,504 |
80 |
5,922.0 |
5,566.0 |
356.0 |
6.1% |
32.0 |
0.5% |
88% |
False |
False |
1,885 |
100 |
5,922.0 |
5,454.0 |
468.0 |
8.0% |
25.5 |
0.4% |
91% |
False |
False |
1,514 |
120 |
5,922.0 |
5,377.5 |
544.5 |
9.3% |
22.0 |
0.4% |
92% |
False |
False |
1,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,048.0 |
2.618 |
5,993.0 |
1.618 |
5,959.5 |
1.000 |
5,939.0 |
0.618 |
5,926.0 |
HIGH |
5,905.5 |
0.618 |
5,892.5 |
0.500 |
5,889.0 |
0.382 |
5,885.0 |
LOW |
5,872.0 |
0.618 |
5,851.5 |
1.000 |
5,838.5 |
1.618 |
5,818.0 |
2.618 |
5,784.5 |
4.250 |
5,729.5 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,889.0 |
5,897.0 |
PP |
5,885.5 |
5,891.0 |
S1 |
5,882.5 |
5,885.0 |
|