Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,425.25 |
1,419.75 |
-5.50 |
-0.4% |
1,406.75 |
High |
1,432.50 |
1,425.25 |
-7.25 |
-0.5% |
1,417.00 |
Low |
1,419.50 |
1,409.75 |
-9.75 |
-0.7% |
1,390.50 |
Close |
1,421.00 |
1,412.00 |
-9.00 |
-0.6% |
1,409.75 |
Range |
13.00 |
15.50 |
2.50 |
19.2% |
26.50 |
ATR |
15.81 |
15.79 |
-0.02 |
-0.1% |
0.00 |
Volume |
244,011 |
967,938 |
723,927 |
296.7% |
163,249 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.25 |
1,452.50 |
1,420.50 |
|
R3 |
1,446.75 |
1,437.00 |
1,416.25 |
|
R2 |
1,431.25 |
1,431.25 |
1,414.75 |
|
R1 |
1,421.50 |
1,421.50 |
1,413.50 |
1,418.50 |
PP |
1,415.75 |
1,415.75 |
1,415.75 |
1,414.25 |
S1 |
1,406.00 |
1,406.00 |
1,410.50 |
1,403.00 |
S2 |
1,400.25 |
1,400.25 |
1,409.25 |
|
S3 |
1,384.75 |
1,390.50 |
1,407.75 |
|
S4 |
1,369.25 |
1,375.00 |
1,403.50 |
|
|
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 |
1,402.25 |
30.25 |
2.1% |
14.25 |
1.0% |
32% |
False |
False |
299,748 |
10 |
1,432.50 |
1,390.50 |
42.00 |
3.0% |
13.50 |
1.0% |
51% |
False |
False |
160,251 |
20 |
1,432.50 |
1,333.75 |
98.75 |
7.0% |
15.00 |
1.1% |
79% |
False |
False |
83,841 |
40 |
1,452.50 |
1,333.75 |
118.75 |
8.4% |
17.75 |
1.3% |
66% |
False |
False |
42,790 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.9% |
16.75 |
1.2% |
62% |
False |
False |
29,142 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
15.25 |
1.1% |
61% |
False |
False |
21,938 |
100 |
1,461.00 |
1,316.50 |
144.50 |
10.2% |
14.25 |
1.0% |
66% |
False |
False |
17,581 |
120 |
1,461.00 |
1,295.00 |
166.00 |
11.8% |
13.50 |
1.0% |
70% |
False |
False |
14,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.00 |
2.618 |
1,465.75 |
1.618 |
1,450.25 |
1.000 |
1,440.75 |
0.618 |
1,434.75 |
HIGH |
1,425.25 |
0.618 |
1,419.25 |
0.500 |
1,417.50 |
0.382 |
1,415.75 |
LOW |
1,409.75 |
0.618 |
1,400.25 |
1.000 |
1,394.25 |
1.618 |
1,384.75 |
2.618 |
1,369.25 |
4.250 |
1,344.00 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,417.50 |
1,420.75 |
PP |
1,415.75 |
1,417.75 |
S1 |
1,413.75 |
1,415.00 |
|