Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,897.5 |
5,884.5 |
-13.0 |
-0.2% |
5,882.5 |
High |
5,905.5 |
5,905.5 |
0.0 |
0.0% |
5,922.0 |
Low |
5,872.0 |
5,870.0 |
-2.0 |
0.0% |
5,857.0 |
Close |
5,879.5 |
5,885.0 |
5.5 |
0.1% |
5,885.0 |
Range |
33.5 |
35.5 |
2.0 |
6.0% |
65.0 |
ATR |
45.6 |
44.9 |
-0.7 |
-1.6% |
0.0 |
Volume |
58,005 |
240,598 |
182,593 |
314.8% |
367,993 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,993.5 |
5,974.5 |
5,904.5 |
|
R3 |
5,958.0 |
5,939.0 |
5,895.0 |
|
R2 |
5,922.5 |
5,922.5 |
5,891.5 |
|
R1 |
5,903.5 |
5,903.5 |
5,888.5 |
5,913.0 |
PP |
5,887.0 |
5,887.0 |
5,887.0 |
5,891.5 |
S1 |
5,868.0 |
5,868.0 |
5,881.5 |
5,877.5 |
S2 |
5,851.5 |
5,851.5 |
5,878.5 |
|
S3 |
5,816.0 |
5,832.5 |
5,875.0 |
|
S4 |
5,780.5 |
5,797.0 |
5,865.5 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,083.0 |
6,049.0 |
5,921.0 |
|
R3 |
6,018.0 |
5,984.0 |
5,903.0 |
|
R2 |
5,953.0 |
5,953.0 |
5,897.0 |
|
R1 |
5,919.0 |
5,919.0 |
5,891.0 |
5,936.0 |
PP |
5,888.0 |
5,888.0 |
5,888.0 |
5,896.5 |
S1 |
5,854.0 |
5,854.0 |
5,879.0 |
5,871.0 |
S2 |
5,823.0 |
5,823.0 |
5,873.0 |
|
S3 |
5,758.0 |
5,789.0 |
5,867.0 |
|
S4 |
5,693.0 |
5,724.0 |
5,849.0 |
|
|
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 |
5,857.0 |
65.0 |
1.1% |
33.5 |
0.6% |
43% |
False |
False |
73,598 |
10 |
5,922.0 |
5,813.0 |
109.0 |
1.9% |
34.5 |
0.6% |
66% |
False |
False |
38,692 |
20 |
5,922.0 |
5,600.0 |
322.0 |
5.5% |
39.0 |
0.7% |
89% |
False |
False |
19,436 |
40 |
5,922.0 |
5,566.0 |
356.0 |
6.0% |
46.5 |
0.8% |
90% |
False |
False |
9,762 |
60 |
5,922.0 |
5,566.0 |
356.0 |
6.0% |
41.0 |
0.7% |
90% |
False |
False |
6,513 |
80 |
5,922.0 |
5,566.0 |
356.0 |
6.0% |
32.0 |
0.5% |
90% |
False |
False |
4,892 |
100 |
5,922.0 |
5,509.5 |
412.5 |
7.0% |
26.0 |
0.4% |
91% |
False |
False |
3,920 |
120 |
5,922.0 |
5,380.5 |
541.5 |
9.2% |
22.5 |
0.4% |
93% |
False |
False |
3,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,056.5 |
2.618 |
5,998.5 |
1.618 |
5,963.0 |
1.000 |
5,941.0 |
0.618 |
5,927.5 |
HIGH |
5,905.5 |
0.618 |
5,892.0 |
0.500 |
5,888.0 |
0.382 |
5,883.5 |
LOW |
5,870.0 |
0.618 |
5,848.0 |
1.000 |
5,834.5 |
1.618 |
5,812.5 |
2.618 |
5,777.0 |
4.250 |
5,719.0 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,888.0 |
5,896.0 |
PP |
5,887.0 |
5,892.5 |
S1 |
5,886.0 |
5,888.5 |
|