Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,429.00 |
1,441.00 |
12.00 |
0.8% |
1,415.25 |
High |
1,441.25 |
1,441.25 |
0.00 |
0.0% |
1,446.00 |
Low |
1,427.25 |
1,391.25 |
-36.00 |
-2.5% |
1,391.25 |
Close |
1,440.50 |
1,426.00 |
-14.50 |
-1.0% |
1,426.00 |
Range |
14.00 |
50.00 |
36.00 |
257.1% |
54.75 |
ATR |
16.05 |
18.47 |
2.43 |
15.1% |
0.00 |
Volume |
1,647,010 |
2,112,856 |
465,846 |
28.3% |
10,328,948 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,569.50 |
1,547.75 |
1,453.50 |
|
R3 |
1,519.50 |
1,497.75 |
1,439.75 |
|
R2 |
1,469.50 |
1,469.50 |
1,435.25 |
|
R1 |
1,447.75 |
1,447.75 |
1,430.50 |
1,433.50 |
PP |
1,419.50 |
1,419.50 |
1,419.50 |
1,412.50 |
S1 |
1,397.75 |
1,397.75 |
1,421.50 |
1,383.50 |
S2 |
1,369.50 |
1,369.50 |
1,416.75 |
|
S3 |
1,319.50 |
1,347.75 |
1,412.25 |
|
S4 |
1,269.50 |
1,297.75 |
1,398.50 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.25 |
1,560.50 |
1,456.00 |
|
R3 |
1,530.50 |
1,505.75 |
1,441.00 |
|
R2 |
1,475.75 |
1,475.75 |
1,436.00 |
|
R1 |
1,451.00 |
1,451.00 |
1,431.00 |
1,463.50 |
PP |
1,421.00 |
1,421.00 |
1,421.00 |
1,427.25 |
S1 |
1,396.25 |
1,396.25 |
1,421.00 |
1,408.50 |
S2 |
1,366.25 |
1,366.25 |
1,416.00 |
|
S3 |
1,311.50 |
1,341.50 |
1,411.00 |
|
S4 |
1,256.75 |
1,286.75 |
1,396.00 |
|
|
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 |
1,391.25 |
54.75 |
3.8% |
24.00 |
1.7% |
63% |
False |
True |
2,065,789 |
10 |
1,446.00 |
1,391.25 |
54.75 |
3.8% |
19.00 |
1.3% |
63% |
False |
True |
1,344,899 |
20 |
1,446.00 |
1,376.50 |
69.50 |
4.9% |
16.50 |
1.2% |
71% |
False |
False |
682,682 |
40 |
1,446.00 |
1,333.75 |
112.25 |
7.9% |
18.25 |
1.3% |
82% |
False |
False |
343,044 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.8% |
17.50 |
1.2% |
74% |
False |
False |
229,348 |
80 |
1,461.00 |
1,333.75 |
127.25 |
8.9% |
16.25 |
1.1% |
72% |
False |
False |
172,153 |
100 |
1,461.00 |
1,333.75 |
127.25 |
8.9% |
14.75 |
1.0% |
72% |
False |
False |
137,753 |
120 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
14.00 |
1.0% |
76% |
False |
False |
114,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,653.75 |
2.618 |
1,572.25 |
1.618 |
1,522.25 |
1.000 |
1,491.25 |
0.618 |
1,472.25 |
HIGH |
1,441.25 |
0.618 |
1,422.25 |
0.500 |
1,416.25 |
0.382 |
1,410.25 |
LOW |
1,391.25 |
0.618 |
1,360.25 |
1.000 |
1,341.25 |
1.618 |
1,310.25 |
2.618 |
1,260.25 |
4.250 |
1,178.75 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,422.75 |
1,423.50 |
PP |
1,419.50 |
1,421.00 |
S1 |
1,416.25 |
1,418.50 |
|