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 |
13,132 |
13,189 |
57 |
0.4% |
13,088 |
High |
13,193 |
13,307 |
114 |
0.9% |
13,258 |
Low |
13,079 |
13,170 |
91 |
0.7% |
13,036 |
Close |
13,184 |
13,276 |
92 |
0.7% |
13,087 |
Range |
114 |
137 |
23 |
20.2% |
222 |
ATR |
121 |
122 |
1 |
1.0% |
0 |
Volume |
127,818 |
143,962 |
16,144 |
12.6% |
158,588 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,662 |
13,606 |
13,351 |
|
R3 |
13,525 |
13,469 |
13,314 |
|
R2 |
13,388 |
13,388 |
13,301 |
|
R1 |
13,332 |
13,332 |
13,289 |
13,360 |
PP |
13,251 |
13,251 |
13,251 |
13,265 |
S1 |
13,195 |
13,195 |
13,264 |
13,223 |
S2 |
13,114 |
13,114 |
13,251 |
|
S3 |
12,977 |
13,058 |
13,238 |
|
S4 |
12,840 |
12,921 |
13,201 |
|
|
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 |
13,307 |
13,054 |
253 |
1.9% |
116 |
0.9% |
88% |
True |
False |
84,703 |
10 |
13,307 |
12,834 |
473 |
3.6% |
117 |
0.9% |
93% |
True |
False |
43,443 |
20 |
13,307 |
12,617 |
690 |
5.2% |
120 |
0.9% |
96% |
True |
False |
21,811 |
40 |
13,307 |
12,380 |
927 |
7.0% |
124 |
0.9% |
97% |
True |
False |
10,917 |
60 |
13,480 |
12,380 |
1,100 |
8.3% |
106 |
0.8% |
81% |
False |
False |
7,282 |
80 |
13,486 |
12,380 |
1,106 |
8.3% |
87 |
0.7% |
81% |
False |
False |
5,465 |
100 |
13,486 |
12,380 |
1,106 |
8.3% |
71 |
0.5% |
81% |
False |
False |
4,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,889 |
2.618 |
13,666 |
1.618 |
13,529 |
1.000 |
13,444 |
0.618 |
13,392 |
HIGH |
13,307 |
0.618 |
13,255 |
0.500 |
13,239 |
0.382 |
13,222 |
LOW |
13,170 |
0.618 |
13,085 |
1.000 |
13,033 |
1.618 |
12,948 |
2.618 |
12,811 |
4.250 |
12,588 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,264 |
13,244 |
PP |
13,251 |
13,212 |
S1 |
13,239 |
13,181 |
|