Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,441.00 |
1,424.25 |
-16.75 |
-1.2% |
1,415.25 |
High |
1,441.25 |
1,424.50 |
-16.75 |
-1.2% |
1,446.00 |
Low |
1,391.25 |
1,417.50 |
26.25 |
1.9% |
1,391.25 |
Close |
1,426.00 |
1,419.75 |
-6.25 |
-0.4% |
1,426.00 |
Range |
50.00 |
7.00 |
-43.00 |
-86.0% |
54.75 |
ATR |
18.47 |
17.76 |
-0.71 |
-3.9% |
0.00 |
Volume |
2,112,856 |
318,126 |
-1,794,730 |
-84.9% |
10,328,948 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.50 |
1,437.75 |
1,423.50 |
|
R3 |
1,434.50 |
1,430.75 |
1,421.75 |
|
R2 |
1,427.50 |
1,427.50 |
1,421.00 |
|
R1 |
1,423.75 |
1,423.75 |
1,420.50 |
1,422.00 |
PP |
1,420.50 |
1,420.50 |
1,420.50 |
1,419.75 |
S1 |
1,416.75 |
1,416.75 |
1,419.00 |
1,415.00 |
S2 |
1,413.50 |
1,413.50 |
1,418.50 |
|
S3 |
1,406.50 |
1,409.75 |
1,417.75 |
|
S4 |
1,399.50 |
1,402.75 |
1,416.00 |
|
|
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 |
3.9% |
21.50 |
1.5% |
52% |
False |
False |
1,717,937 |
10 |
1,446.00 |
1,391.25 |
54.75 |
3.9% |
18.75 |
1.3% |
52% |
False |
False |
1,370,092 |
20 |
1,446.00 |
1,376.50 |
69.50 |
4.9% |
16.50 |
1.2% |
62% |
False |
False |
698,402 |
40 |
1,446.00 |
1,333.75 |
112.25 |
7.9% |
18.00 |
1.3% |
77% |
False |
False |
350,971 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.8% |
17.25 |
1.2% |
69% |
False |
False |
234,584 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
16.25 |
1.1% |
68% |
False |
False |
176,129 |
100 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
14.50 |
1.0% |
68% |
False |
False |
140,933 |
120 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
14.00 |
1.0% |
72% |
False |
False |
117,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.25 |
2.618 |
1,442.75 |
1.618 |
1,435.75 |
1.000 |
1,431.50 |
0.618 |
1,428.75 |
HIGH |
1,424.50 |
0.618 |
1,421.75 |
0.500 |
1,421.00 |
0.382 |
1,420.25 |
LOW |
1,417.50 |
0.618 |
1,413.25 |
1.000 |
1,410.50 |
1.618 |
1,406.25 |
2.618 |
1,399.25 |
4.250 |
1,387.75 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,421.00 |
1,418.50 |
PP |
1,420.50 |
1,417.50 |
S1 |
1,420.25 |
1,416.25 |
|