Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,133 |
13,094 |
-39 |
-0.3% |
13,132 |
High |
13,136 |
13,111 |
-25 |
-0.2% |
13,318 |
Low |
13,060 |
13,011 |
-49 |
-0.4% |
12,963 |
Close |
13,065 |
13,048 |
-17 |
-0.1% |
13,136 |
Range |
76 |
100 |
24 |
31.6% |
355 |
ATR |
131 |
129 |
-2 |
-1.7% |
0 |
Volume |
22,366 |
37,860 |
15,494 |
69.3% |
666,812 |
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,357 |
13,302 |
13,103 |
|
R3 |
13,257 |
13,202 |
13,076 |
|
R2 |
13,157 |
13,157 |
13,066 |
|
R1 |
13,102 |
13,102 |
13,057 |
13,080 |
PP |
13,057 |
13,057 |
13,057 |
13,045 |
S1 |
13,002 |
13,002 |
13,039 |
12,980 |
S2 |
12,957 |
12,957 |
13,030 |
|
S3 |
12,857 |
12,902 |
13,021 |
|
S4 |
12,757 |
12,802 |
12,993 |
|
|
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% |
146 |
1.1% |
24% |
False |
False |
91,051 |
10 |
13,318 |
12,963 |
355 |
2.7% |
131 |
1.0% |
24% |
False |
False |
87,877 |
20 |
13,318 |
12,664 |
654 |
5.0% |
128 |
1.0% |
59% |
False |
False |
44,549 |
40 |
13,318 |
12,380 |
938 |
7.2% |
130 |
1.0% |
71% |
False |
False |
22,297 |
60 |
13,473 |
12,380 |
1,093 |
8.4% |
110 |
0.8% |
61% |
False |
False |
14,868 |
80 |
13,486 |
12,380 |
1,106 |
8.5% |
96 |
0.7% |
60% |
False |
False |
11,155 |
100 |
13,486 |
12,380 |
1,106 |
8.5% |
78 |
0.6% |
60% |
False |
False |
8,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,536 |
2.618 |
13,373 |
1.618 |
13,273 |
1.000 |
13,211 |
0.618 |
13,173 |
HIGH |
13,111 |
0.618 |
13,073 |
0.500 |
13,061 |
0.382 |
13,049 |
LOW |
13,011 |
0.618 |
12,949 |
1.000 |
12,911 |
1.618 |
12,849 |
2.618 |
12,749 |
4.250 |
12,586 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,061 |
13,115 |
PP |
13,057 |
13,093 |
S1 |
13,052 |
13,070 |
|