Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
5,890.5 |
5,894.0 |
3.5 |
0.1% |
5,882.5 |
High |
5,890.5 |
5,917.0 |
26.5 |
0.4% |
5,922.0 |
Low |
5,841.0 |
5,886.0 |
45.0 |
0.8% |
5,857.0 |
Close |
5,864.0 |
5,907.5 |
43.5 |
0.7% |
5,885.0 |
Range |
49.5 |
31.0 |
-18.5 |
-37.4% |
65.0 |
ATR |
45.2 |
45.8 |
0.6 |
1.2% |
0.0 |
Volume |
224,321 |
194,568 |
-29,753 |
-13.3% |
367,993 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,996.5 |
5,983.0 |
5,924.5 |
|
R3 |
5,965.5 |
5,952.0 |
5,916.0 |
|
R2 |
5,934.5 |
5,934.5 |
5,913.0 |
|
R1 |
5,921.0 |
5,921.0 |
5,910.5 |
5,928.0 |
PP |
5,903.5 |
5,903.5 |
5,903.5 |
5,907.0 |
S1 |
5,890.0 |
5,890.0 |
5,904.5 |
5,897.0 |
S2 |
5,872.5 |
5,872.5 |
5,902.0 |
|
S3 |
5,841.5 |
5,859.0 |
5,899.0 |
|
S4 |
5,810.5 |
5,828.0 |
5,890.5 |
|
|
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 |
5,841.0 |
81.0 |
1.4% |
38.5 |
0.7% |
82% |
False |
False |
152,021 |
10 |
5,922.0 |
5,828.5 |
93.5 |
1.6% |
35.0 |
0.6% |
84% |
False |
False |
79,986 |
20 |
5,922.0 |
5,696.0 |
226.0 |
3.8% |
37.0 |
0.6% |
94% |
False |
False |
40,372 |
40 |
5,922.0 |
5,566.0 |
356.0 |
6.0% |
44.5 |
0.8% |
96% |
False |
False |
20,233 |
60 |
5,922.0 |
5,566.0 |
356.0 |
6.0% |
41.0 |
0.7% |
96% |
False |
False |
13,493 |
80 |
5,922.0 |
5,566.0 |
356.0 |
6.0% |
33.0 |
0.6% |
96% |
False |
False |
10,127 |
100 |
5,922.0 |
5,543.5 |
378.5 |
6.4% |
26.5 |
0.5% |
96% |
False |
False |
8,109 |
120 |
5,922.0 |
5,380.5 |
541.5 |
9.2% |
23.0 |
0.4% |
97% |
False |
False |
6,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,049.0 |
2.618 |
5,998.0 |
1.618 |
5,967.0 |
1.000 |
5,948.0 |
0.618 |
5,936.0 |
HIGH |
5,917.0 |
0.618 |
5,905.0 |
0.500 |
5,901.5 |
0.382 |
5,898.0 |
LOW |
5,886.0 |
0.618 |
5,867.0 |
1.000 |
5,855.0 |
1.618 |
5,836.0 |
2.618 |
5,805.0 |
4.250 |
5,754.0 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
5,905.5 |
5,898.0 |
PP |
5,903.5 |
5,888.5 |
S1 |
5,901.5 |
5,879.0 |
|