Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,411.00 |
1,425.25 |
14.25 |
1.0% |
1,406.75 |
High |
1,428.00 |
1,432.50 |
4.50 |
0.3% |
1,417.00 |
Low |
1,409.00 |
1,419.50 |
10.50 |
0.7% |
1,390.50 |
Close |
1,425.25 |
1,421.00 |
-4.25 |
-0.3% |
1,409.75 |
Range |
19.00 |
13.00 |
-6.00 |
-31.6% |
26.50 |
ATR |
16.02 |
15.81 |
-0.22 |
-1.3% |
0.00 |
Volume |
152,867 |
244,011 |
91,144 |
59.6% |
163,249 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.25 |
1,455.25 |
1,428.25 |
|
R3 |
1,450.25 |
1,442.25 |
1,424.50 |
|
R2 |
1,437.25 |
1,437.25 |
1,423.50 |
|
R1 |
1,429.25 |
1,429.25 |
1,422.25 |
1,426.75 |
PP |
1,424.25 |
1,424.25 |
1,424.25 |
1,423.00 |
S1 |
1,416.25 |
1,416.25 |
1,419.75 |
1,413.75 |
S2 |
1,411.25 |
1,411.25 |
1,418.50 |
|
S3 |
1,398.25 |
1,403.25 |
1,417.50 |
|
S4 |
1,385.25 |
1,390.25 |
1,413.75 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.25 |
1,474.00 |
1,424.25 |
|
R3 |
1,458.75 |
1,447.50 |
1,417.00 |
|
R2 |
1,432.25 |
1,432.25 |
1,414.50 |
|
R1 |
1,421.00 |
1,421.00 |
1,412.25 |
1,426.50 |
PP |
1,405.75 |
1,405.75 |
1,405.75 |
1,408.50 |
S1 |
1,394.50 |
1,394.50 |
1,407.25 |
1,400.00 |
S2 |
1,379.25 |
1,379.25 |
1,405.00 |
|
S3 |
1,352.75 |
1,368.00 |
1,402.50 |
|
S4 |
1,326.25 |
1,341.50 |
1,395.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,432.50 |
1,398.00 |
34.50 |
2.4% |
13.00 |
0.9% |
67% |
True |
False |
110,756 |
10 |
1,432.50 |
1,390.50 |
42.00 |
3.0% |
13.50 |
0.9% |
73% |
True |
False |
65,229 |
20 |
1,432.50 |
1,333.75 |
98.75 |
6.9% |
15.75 |
1.1% |
88% |
True |
False |
35,568 |
40 |
1,452.50 |
1,333.75 |
118.75 |
8.4% |
17.75 |
1.2% |
73% |
False |
False |
18,614 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.8% |
16.50 |
1.2% |
70% |
False |
False |
13,011 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
15.25 |
1.1% |
69% |
False |
False |
9,839 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
14.25 |
1.0% |
73% |
False |
False |
7,903 |
120 |
1,461.00 |
1,293.00 |
168.00 |
11.8% |
13.50 |
0.9% |
76% |
False |
False |
6,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,487.75 |
2.618 |
1,466.50 |
1.618 |
1,453.50 |
1.000 |
1,445.50 |
0.618 |
1,440.50 |
HIGH |
1,432.50 |
0.618 |
1,427.50 |
0.500 |
1,426.00 |
0.382 |
1,424.50 |
LOW |
1,419.50 |
0.618 |
1,411.50 |
1.000 |
1,406.50 |
1.618 |
1,398.50 |
2.618 |
1,385.50 |
4.250 |
1,364.25 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,426.00 |
1,420.25 |
PP |
1,424.25 |
1,419.25 |
S1 |
1,422.75 |
1,418.50 |
|