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 |
13,157 |
13,091 |
-66 |
-0.5% |
13,088 |
High |
13,203 |
13,154 |
-49 |
-0.4% |
13,258 |
Low |
13,082 |
13,054 |
-28 |
-0.2% |
13,036 |
Close |
13,094 |
13,087 |
-7 |
-0.1% |
13,087 |
Range |
121 |
100 |
-21 |
-17.4% |
222 |
ATR |
123 |
121 |
-2 |
-1.3% |
0 |
Volume |
35,466 |
100,301 |
64,835 |
182.8% |
158,588 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,398 |
13,343 |
13,142 |
|
R3 |
13,298 |
13,243 |
13,115 |
|
R2 |
13,198 |
13,198 |
13,105 |
|
R1 |
13,143 |
13,143 |
13,096 |
13,121 |
PP |
13,098 |
13,098 |
13,098 |
13,087 |
S1 |
13,043 |
13,043 |
13,078 |
13,021 |
S2 |
12,998 |
12,998 |
13,069 |
|
S3 |
12,898 |
12,943 |
13,060 |
|
S4 |
12,798 |
12,843 |
13,032 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,793 |
13,662 |
13,209 |
|
R3 |
13,571 |
13,440 |
13,148 |
|
R2 |
13,349 |
13,349 |
13,128 |
|
R1 |
13,218 |
13,218 |
13,107 |
13,173 |
PP |
13,127 |
13,127 |
13,127 |
13,104 |
S1 |
12,996 |
12,996 |
13,067 |
12,951 |
S2 |
12,905 |
12,905 |
13,046 |
|
S3 |
12,683 |
12,774 |
13,026 |
|
S4 |
12,461 |
12,552 |
12,965 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,258 |
13,036 |
222 |
1.7% |
112 |
0.9% |
23% |
False |
False |
31,717 |
10 |
13,258 |
12,831 |
427 |
3.3% |
116 |
0.9% |
60% |
False |
False |
16,325 |
20 |
13,258 |
12,380 |
878 |
6.7% |
121 |
0.9% |
81% |
False |
False |
8,229 |
40 |
13,310 |
12,380 |
930 |
7.1% |
122 |
0.9% |
76% |
False |
False |
4,123 |
60 |
13,486 |
12,380 |
1,106 |
8.5% |
104 |
0.8% |
64% |
False |
False |
2,753 |
80 |
13,486 |
12,380 |
1,106 |
8.5% |
85 |
0.6% |
64% |
False |
False |
2,067 |
100 |
13,486 |
12,380 |
1,106 |
8.5% |
68 |
0.5% |
64% |
False |
False |
1,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,579 |
2.618 |
13,416 |
1.618 |
13,316 |
1.000 |
13,254 |
0.618 |
13,216 |
HIGH |
13,154 |
0.618 |
13,116 |
0.500 |
13,104 |
0.382 |
13,092 |
LOW |
13,054 |
0.618 |
12,992 |
1.000 |
12,954 |
1.618 |
12,892 |
2.618 |
12,792 |
4.250 |
12,629 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,104 |
13,156 |
PP |
13,098 |
13,133 |
S1 |
13,093 |
13,110 |
|