Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,410.50 |
1,415.25 |
4.75 |
0.3% |
1,410.00 |
High |
1,419.25 |
1,429.00 |
9.75 |
0.7% |
1,432.50 |
Low |
1,405.75 |
1,409.25 |
3.50 |
0.2% |
1,404.50 |
Close |
1,409.25 |
1,427.00 |
17.75 |
1.3% |
1,409.25 |
Range |
13.50 |
19.75 |
6.25 |
46.3% |
28.00 |
ATR |
15.62 |
15.92 |
0.29 |
1.9% |
0.00 |
Volume |
1,689,033 |
2,057,385 |
368,352 |
21.8% |
3,120,042 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.00 |
1,473.75 |
1,437.75 |
|
R3 |
1,461.25 |
1,454.00 |
1,432.50 |
|
R2 |
1,441.50 |
1,441.50 |
1,430.50 |
|
R1 |
1,434.25 |
1,434.25 |
1,428.75 |
1,438.00 |
PP |
1,421.75 |
1,421.75 |
1,421.75 |
1,423.50 |
S1 |
1,414.50 |
1,414.50 |
1,425.25 |
1,418.00 |
S2 |
1,402.00 |
1,402.00 |
1,423.50 |
|
S3 |
1,382.25 |
1,394.75 |
1,421.50 |
|
S4 |
1,362.50 |
1,375.00 |
1,416.25 |
|
|
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 |
1,405.75 |
26.75 |
1.9% |
16.25 |
1.1% |
79% |
False |
False |
1,022,246 |
10 |
1,432.50 |
1,390.50 |
42.00 |
2.9% |
14.00 |
1.0% |
87% |
False |
False |
533,422 |
20 |
1,432.50 |
1,353.75 |
78.75 |
5.5% |
15.00 |
1.0% |
93% |
False |
False |
270,473 |
40 |
1,432.50 |
1,333.75 |
98.75 |
6.9% |
17.50 |
1.2% |
94% |
False |
False |
136,373 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.8% |
16.75 |
1.2% |
74% |
False |
False |
91,544 |
80 |
1,461.00 |
1,333.75 |
127.25 |
8.9% |
15.25 |
1.1% |
73% |
False |
False |
68,767 |
100 |
1,461.00 |
1,333.75 |
127.25 |
8.9% |
14.25 |
1.0% |
73% |
False |
False |
55,044 |
120 |
1,461.00 |
1,295.00 |
166.00 |
11.6% |
13.75 |
1.0% |
80% |
False |
False |
45,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,513.00 |
2.618 |
1,480.75 |
1.618 |
1,461.00 |
1.000 |
1,448.75 |
0.618 |
1,441.25 |
HIGH |
1,429.00 |
0.618 |
1,421.50 |
0.500 |
1,419.00 |
0.382 |
1,416.75 |
LOW |
1,409.25 |
0.618 |
1,397.00 |
1.000 |
1,389.50 |
1.618 |
1,377.25 |
2.618 |
1,357.50 |
4.250 |
1,325.25 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,424.50 |
1,423.75 |
PP |
1,421.75 |
1,420.50 |
S1 |
1,419.00 |
1,417.50 |
|