Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,440.50 |
1,429.00 |
-11.50 |
-0.8% |
1,410.00 |
High |
1,446.00 |
1,441.25 |
-4.75 |
-0.3% |
1,432.50 |
Low |
1,428.25 |
1,427.25 |
-1.00 |
-0.1% |
1,404.50 |
Close |
1,433.00 |
1,440.50 |
7.50 |
0.5% |
1,409.25 |
Range |
17.75 |
14.00 |
-3.75 |
-21.1% |
28.00 |
ATR |
16.20 |
16.05 |
-0.16 |
-1.0% |
0.00 |
Volume |
2,013,922 |
1,647,010 |
-366,912 |
-18.2% |
3,120,042 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.25 |
1,473.50 |
1,448.25 |
|
R3 |
1,464.25 |
1,459.50 |
1,444.25 |
|
R2 |
1,450.25 |
1,450.25 |
1,443.00 |
|
R1 |
1,445.50 |
1,445.50 |
1,441.75 |
1,448.00 |
PP |
1,436.25 |
1,436.25 |
1,436.25 |
1,437.50 |
S1 |
1,431.50 |
1,431.50 |
1,439.25 |
1,434.00 |
S2 |
1,422.25 |
1,422.25 |
1,438.00 |
|
S3 |
1,408.25 |
1,417.50 |
1,436.75 |
|
S4 |
1,394.25 |
1,403.50 |
1,432.75 |
|
|
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 |
1,446.00 |
1,405.75 |
40.25 |
2.8% |
16.75 |
1.2% |
86% |
False |
False |
1,981,025 |
10 |
1,446.00 |
1,402.25 |
43.75 |
3.0% |
15.50 |
1.1% |
87% |
False |
False |
1,140,386 |
20 |
1,446.00 |
1,376.50 |
69.50 |
4.8% |
15.00 |
1.0% |
92% |
False |
False |
577,247 |
40 |
1,446.00 |
1,333.75 |
112.25 |
7.8% |
17.50 |
1.2% |
95% |
False |
False |
290,247 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.7% |
17.00 |
1.2% |
85% |
False |
False |
194,152 |
80 |
1,461.00 |
1,333.75 |
127.25 |
8.8% |
15.75 |
1.1% |
84% |
False |
False |
145,742 |
100 |
1,461.00 |
1,333.75 |
127.25 |
8.8% |
14.25 |
1.0% |
84% |
False |
False |
116,627 |
120 |
1,461.00 |
1,313.00 |
148.00 |
10.3% |
13.50 |
0.9% |
86% |
False |
False |
97,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.75 |
2.618 |
1,478.00 |
1.618 |
1,464.00 |
1.000 |
1,455.25 |
0.618 |
1,450.00 |
HIGH |
1,441.25 |
0.618 |
1,436.00 |
0.500 |
1,434.25 |
0.382 |
1,432.50 |
LOW |
1,427.25 |
0.618 |
1,418.50 |
1.000 |
1,413.25 |
1.618 |
1,404.50 |
2.618 |
1,390.50 |
4.250 |
1,367.75 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,438.50 |
1,439.00 |
PP |
1,436.25 |
1,437.25 |
S1 |
1,434.25 |
1,435.50 |
|