Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,261 |
13,133 |
-128 |
-1.0% |
13,132 |
High |
13,267 |
13,136 |
-131 |
-1.0% |
13,318 |
Low |
12,963 |
13,060 |
97 |
0.7% |
12,963 |
Close |
13,136 |
13,065 |
-71 |
-0.5% |
13,136 |
Range |
304 |
76 |
-228 |
-75.0% |
355 |
ATR |
135 |
131 |
-4 |
-3.1% |
0 |
Volume |
139,153 |
22,366 |
-116,787 |
-83.9% |
666,812 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,315 |
13,266 |
13,107 |
|
R3 |
13,239 |
13,190 |
13,086 |
|
R2 |
13,163 |
13,163 |
13,079 |
|
R1 |
13,114 |
13,114 |
13,072 |
13,101 |
PP |
13,087 |
13,087 |
13,087 |
13,080 |
S1 |
13,038 |
13,038 |
13,058 |
13,025 |
S2 |
13,011 |
13,011 |
13,051 |
|
S3 |
12,935 |
12,962 |
13,044 |
|
S4 |
12,859 |
12,886 |
13,023 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,204 |
14,025 |
13,331 |
|
R3 |
13,849 |
13,670 |
13,234 |
|
R2 |
13,494 |
13,494 |
13,201 |
|
R1 |
13,315 |
13,315 |
13,169 |
13,405 |
PP |
13,139 |
13,139 |
13,139 |
13,184 |
S1 |
12,960 |
12,960 |
13,104 |
13,050 |
S2 |
12,784 |
12,784 |
13,071 |
|
S3 |
12,429 |
12,605 |
13,039 |
|
S4 |
12,074 |
12,250 |
12,941 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,318 |
12,963 |
355 |
2.7% |
153 |
1.2% |
29% |
False |
False |
112,272 |
10 |
13,318 |
12,963 |
355 |
2.7% |
135 |
1.0% |
29% |
False |
False |
84,552 |
20 |
13,318 |
12,664 |
654 |
5.0% |
130 |
1.0% |
61% |
False |
False |
42,662 |
40 |
13,318 |
12,380 |
938 |
7.2% |
129 |
1.0% |
73% |
False |
False |
21,351 |
60 |
13,473 |
12,380 |
1,093 |
8.4% |
111 |
0.9% |
63% |
False |
False |
14,237 |
80 |
13,486 |
12,380 |
1,106 |
8.5% |
95 |
0.7% |
62% |
False |
False |
10,682 |
100 |
13,486 |
12,380 |
1,106 |
8.5% |
77 |
0.6% |
62% |
False |
False |
8,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,459 |
2.618 |
13,335 |
1.618 |
13,259 |
1.000 |
13,212 |
0.618 |
13,183 |
HIGH |
13,136 |
0.618 |
13,107 |
0.500 |
13,098 |
0.382 |
13,089 |
LOW |
13,060 |
0.618 |
13,013 |
1.000 |
12,984 |
1.618 |
12,937 |
2.618 |
12,861 |
4.250 |
12,737 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,098 |
13,117 |
PP |
13,087 |
13,099 |
S1 |
13,076 |
13,082 |
|