Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,884.5 |
5,890.5 |
6.0 |
0.1% |
5,882.5 |
High |
5,905.5 |
5,890.5 |
-15.0 |
-0.3% |
5,922.0 |
Low |
5,870.0 |
5,841.0 |
-29.0 |
-0.5% |
5,857.0 |
Close |
5,885.0 |
5,864.0 |
-21.0 |
-0.4% |
5,885.0 |
Range |
35.5 |
49.5 |
14.0 |
39.4% |
65.0 |
ATR |
44.9 |
45.2 |
0.3 |
0.7% |
0.0 |
Volume |
240,598 |
224,321 |
-16,277 |
-6.8% |
367,993 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,013.5 |
5,988.5 |
5,891.0 |
|
R3 |
5,964.0 |
5,939.0 |
5,877.5 |
|
R2 |
5,914.5 |
5,914.5 |
5,873.0 |
|
R1 |
5,889.5 |
5,889.5 |
5,868.5 |
5,877.0 |
PP |
5,865.0 |
5,865.0 |
5,865.0 |
5,859.0 |
S1 |
5,840.0 |
5,840.0 |
5,859.5 |
5,828.0 |
S2 |
5,815.5 |
5,815.5 |
5,855.0 |
|
S3 |
5,766.0 |
5,790.5 |
5,850.5 |
|
S4 |
5,716.5 |
5,741.0 |
5,837.0 |
|
|
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 |
5,841.0 |
81.0 |
1.4% |
38.0 |
0.6% |
28% |
False |
True |
114,220 |
10 |
5,922.0 |
5,813.0 |
109.0 |
1.9% |
35.5 |
0.6% |
47% |
False |
False |
61,112 |
20 |
5,922.0 |
5,660.0 |
262.0 |
4.5% |
37.5 |
0.6% |
78% |
False |
False |
30,651 |
40 |
5,922.0 |
5,566.0 |
356.0 |
6.1% |
46.5 |
0.8% |
84% |
False |
False |
15,370 |
60 |
5,922.0 |
5,566.0 |
356.0 |
6.1% |
41.5 |
0.7% |
84% |
False |
False |
10,252 |
80 |
5,922.0 |
5,566.0 |
356.0 |
6.1% |
33.0 |
0.6% |
84% |
False |
False |
7,695 |
100 |
5,922.0 |
5,543.5 |
378.5 |
6.5% |
26.5 |
0.5% |
85% |
False |
False |
6,163 |
120 |
5,922.0 |
5,380.5 |
541.5 |
9.2% |
22.5 |
0.4% |
89% |
False |
False |
5,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,101.0 |
2.618 |
6,020.0 |
1.618 |
5,970.5 |
1.000 |
5,940.0 |
0.618 |
5,921.0 |
HIGH |
5,890.5 |
0.618 |
5,871.5 |
0.500 |
5,866.0 |
0.382 |
5,860.0 |
LOW |
5,841.0 |
0.618 |
5,810.5 |
1.000 |
5,791.5 |
1.618 |
5,761.0 |
2.618 |
5,711.5 |
4.250 |
5,630.5 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,866.0 |
5,873.0 |
PP |
5,865.0 |
5,870.0 |
S1 |
5,864.5 |
5,867.0 |
|