Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,094 |
13,050 |
-44 |
-0.3% |
13,132 |
High |
13,111 |
13,079 |
-32 |
-0.2% |
13,318 |
Low |
13,011 |
12,894 |
-117 |
-0.9% |
12,963 |
Close |
13,048 |
13,003 |
-45 |
-0.3% |
13,136 |
Range |
100 |
185 |
85 |
85.0% |
355 |
ATR |
129 |
133 |
4 |
3.1% |
0 |
Volume |
37,860 |
126,509 |
88,649 |
234.1% |
666,812 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,547 |
13,460 |
13,105 |
|
R3 |
13,362 |
13,275 |
13,054 |
|
R2 |
13,177 |
13,177 |
13,037 |
|
R1 |
13,090 |
13,090 |
13,020 |
13,041 |
PP |
12,992 |
12,992 |
12,992 |
12,968 |
S1 |
12,905 |
12,905 |
12,986 |
12,856 |
S2 |
12,807 |
12,807 |
12,969 |
|
S3 |
12,622 |
12,720 |
12,952 |
|
S4 |
12,437 |
12,535 |
12,901 |
|
|
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 |
13,270 |
12,894 |
376 |
2.9% |
155 |
1.2% |
29% |
False |
True |
90,300 |
10 |
13,318 |
12,894 |
424 |
3.3% |
139 |
1.1% |
26% |
False |
True |
98,931 |
20 |
13,318 |
12,831 |
487 |
3.7% |
126 |
1.0% |
35% |
False |
False |
50,869 |
40 |
13,318 |
12,380 |
938 |
7.2% |
135 |
1.0% |
66% |
False |
False |
25,460 |
60 |
13,473 |
12,380 |
1,093 |
8.4% |
112 |
0.9% |
57% |
False |
False |
16,976 |
80 |
13,486 |
12,380 |
1,106 |
8.5% |
97 |
0.7% |
56% |
False |
False |
12,736 |
100 |
13,486 |
12,380 |
1,106 |
8.5% |
80 |
0.6% |
56% |
False |
False |
10,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,865 |
2.618 |
13,563 |
1.618 |
13,378 |
1.000 |
13,264 |
0.618 |
13,193 |
HIGH |
13,079 |
0.618 |
13,008 |
0.500 |
12,987 |
0.382 |
12,965 |
LOW |
12,894 |
0.618 |
12,780 |
1.000 |
12,709 |
1.618 |
12,595 |
2.618 |
12,410 |
4.250 |
12,108 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
12,998 |
13,015 |
PP |
12,992 |
13,011 |
S1 |
12,987 |
13,007 |
|