Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,088 |
13,200 |
112 |
0.9% |
12,917 |
High |
13,232 |
13,258 |
26 |
0.2% |
13,080 |
Low |
13,083 |
13,153 |
70 |
0.5% |
12,831 |
Close |
13,207 |
13,163 |
-44 |
-0.3% |
13,071 |
Range |
149 |
105 |
-44 |
-29.5% |
249 |
ATR |
124 |
123 |
-1 |
-1.1% |
0 |
Volume |
4,604 |
15,972 |
11,368 |
246.9% |
4,664 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,506 |
13,440 |
13,221 |
|
R3 |
13,401 |
13,335 |
13,192 |
|
R2 |
13,296 |
13,296 |
13,182 |
|
R1 |
13,230 |
13,230 |
13,173 |
13,211 |
PP |
13,191 |
13,191 |
13,191 |
13,182 |
S1 |
13,125 |
13,125 |
13,154 |
13,106 |
S2 |
13,086 |
13,086 |
13,144 |
|
S3 |
12,981 |
13,020 |
13,134 |
|
S4 |
12,876 |
12,915 |
13,105 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,741 |
13,655 |
13,208 |
|
R3 |
13,492 |
13,406 |
13,140 |
|
R2 |
13,243 |
13,243 |
13,117 |
|
R1 |
13,157 |
13,157 |
13,094 |
13,200 |
PP |
12,994 |
12,994 |
12,994 |
13,016 |
S1 |
12,908 |
12,908 |
13,048 |
12,951 |
S2 |
12,745 |
12,745 |
13,025 |
|
S3 |
12,496 |
12,659 |
13,003 |
|
S4 |
12,247 |
12,410 |
12,934 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,258 |
12,925 |
333 |
2.5% |
106 |
0.8% |
71% |
True |
False |
5,163 |
10 |
13,258 |
12,831 |
427 |
3.2% |
113 |
0.9% |
78% |
True |
False |
2,806 |
20 |
13,258 |
12,380 |
878 |
6.7% |
128 |
1.0% |
89% |
True |
False |
1,444 |
40 |
13,438 |
12,380 |
1,058 |
8.0% |
118 |
0.9% |
74% |
False |
False |
729 |
60 |
13,486 |
12,380 |
1,106 |
8.4% |
100 |
0.8% |
71% |
False |
False |
491 |
80 |
13,486 |
12,380 |
1,106 |
8.4% |
82 |
0.6% |
71% |
False |
False |
370 |
100 |
13,486 |
12,378 |
1,108 |
8.4% |
66 |
0.5% |
71% |
False |
False |
296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,704 |
2.618 |
13,533 |
1.618 |
13,428 |
1.000 |
13,363 |
0.618 |
13,323 |
HIGH |
13,258 |
0.618 |
13,218 |
0.500 |
13,206 |
0.382 |
13,193 |
LOW |
13,153 |
0.618 |
13,088 |
1.000 |
13,048 |
1.618 |
12,983 |
2.618 |
12,878 |
4.250 |
12,707 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,206 |
13,158 |
PP |
13,191 |
13,152 |
S1 |
13,177 |
13,147 |
|