Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,419.75 |
1,410.50 |
-9.25 |
-0.7% |
1,410.00 |
High |
1,425.25 |
1,419.25 |
-6.00 |
-0.4% |
1,432.50 |
Low |
1,409.75 |
1,405.75 |
-4.00 |
-0.3% |
1,404.50 |
Close |
1,412.00 |
1,409.25 |
-2.75 |
-0.2% |
1,409.25 |
Range |
15.50 |
13.50 |
-2.00 |
-12.9% |
28.00 |
ATR |
15.79 |
15.62 |
-0.16 |
-1.0% |
0.00 |
Volume |
967,938 |
1,689,033 |
721,095 |
74.5% |
3,120,042 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.00 |
1,444.00 |
1,416.75 |
|
R3 |
1,438.50 |
1,430.50 |
1,413.00 |
|
R2 |
1,425.00 |
1,425.00 |
1,411.75 |
|
R1 |
1,417.00 |
1,417.00 |
1,410.50 |
1,414.25 |
PP |
1,411.50 |
1,411.50 |
1,411.50 |
1,410.00 |
S1 |
1,403.50 |
1,403.50 |
1,408.00 |
1,400.75 |
S2 |
1,398.00 |
1,398.00 |
1,406.75 |
|
S3 |
1,384.50 |
1,390.00 |
1,405.50 |
|
S4 |
1,371.00 |
1,376.50 |
1,401.75 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.50 |
1,482.25 |
1,424.75 |
|
R3 |
1,471.50 |
1,454.25 |
1,417.00 |
|
R2 |
1,443.50 |
1,443.50 |
1,414.50 |
|
R1 |
1,426.25 |
1,426.25 |
1,411.75 |
1,421.00 |
PP |
1,415.50 |
1,415.50 |
1,415.50 |
1,412.75 |
S1 |
1,398.25 |
1,398.25 |
1,406.75 |
1,393.00 |
S2 |
1,387.50 |
1,387.50 |
1,404.00 |
|
S3 |
1,359.50 |
1,370.25 |
1,401.50 |
|
S4 |
1,331.50 |
1,342.25 |
1,393.75 |
|
|
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 |
1,404.50 |
28.00 |
2.0% |
14.25 |
1.0% |
17% |
False |
False |
624,008 |
10 |
1,432.50 |
1,390.50 |
42.00 |
3.0% |
14.00 |
1.0% |
45% |
False |
False |
328,329 |
20 |
1,432.50 |
1,333.75 |
98.75 |
7.0% |
15.00 |
1.1% |
76% |
False |
False |
167,959 |
40 |
1,445.50 |
1,333.75 |
111.75 |
7.9% |
17.75 |
1.3% |
68% |
False |
False |
84,994 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.9% |
16.75 |
1.2% |
60% |
False |
False |
57,263 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
15.25 |
1.1% |
59% |
False |
False |
43,050 |
100 |
1,461.00 |
1,319.00 |
142.00 |
10.1% |
14.25 |
1.0% |
64% |
False |
False |
34,471 |
120 |
1,461.00 |
1,295.00 |
166.00 |
11.8% |
13.50 |
1.0% |
69% |
False |
False |
28,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,476.50 |
2.618 |
1,454.50 |
1.618 |
1,441.00 |
1.000 |
1,432.75 |
0.618 |
1,427.50 |
HIGH |
1,419.25 |
0.618 |
1,414.00 |
0.500 |
1,412.50 |
0.382 |
1,411.00 |
LOW |
1,405.75 |
0.618 |
1,397.50 |
1.000 |
1,392.25 |
1.618 |
1,384.00 |
2.618 |
1,370.50 |
4.250 |
1,348.50 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,412.50 |
1,419.00 |
PP |
1,411.50 |
1,415.75 |
S1 |
1,410.25 |
1,412.50 |
|