Trading Metrics calculated at close of trading on 26-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,424.25 |
1,424.00 |
-0.25 |
0.0% |
1,415.25 |
High |
1,424.50 |
1,425.50 |
1.00 |
0.1% |
1,446.00 |
Low |
1,417.50 |
1,410.75 |
-6.75 |
-0.5% |
1,391.25 |
Close |
1,419.75 |
1,413.50 |
-6.25 |
-0.4% |
1,426.00 |
Range |
7.00 |
14.75 |
7.75 |
110.7% |
54.75 |
ATR |
17.76 |
17.54 |
-0.21 |
-1.2% |
0.00 |
Volume |
318,126 |
578,176 |
260,050 |
81.7% |
10,328,948 |
|
Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.75 |
1,452.00 |
1,421.50 |
|
R3 |
1,446.00 |
1,437.25 |
1,417.50 |
|
R2 |
1,431.25 |
1,431.25 |
1,416.25 |
|
R1 |
1,422.50 |
1,422.50 |
1,414.75 |
1,419.50 |
PP |
1,416.50 |
1,416.50 |
1,416.50 |
1,415.00 |
S1 |
1,407.75 |
1,407.75 |
1,412.25 |
1,404.75 |
S2 |
1,401.75 |
1,401.75 |
1,410.75 |
|
S3 |
1,387.00 |
1,393.00 |
1,409.50 |
|
S4 |
1,372.25 |
1,378.25 |
1,405.50 |
|
|
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 |
3.9% |
20.75 |
1.5% |
41% |
False |
False |
1,334,018 |
10 |
1,446.00 |
1,391.25 |
54.75 |
3.9% |
18.25 |
1.3% |
41% |
False |
False |
1,412,623 |
20 |
1,446.00 |
1,376.50 |
69.50 |
4.9% |
16.50 |
1.2% |
53% |
False |
False |
727,064 |
40 |
1,446.00 |
1,333.75 |
112.25 |
7.9% |
18.25 |
1.3% |
71% |
False |
False |
365,396 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.9% |
17.25 |
1.2% |
64% |
False |
False |
244,059 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
16.25 |
1.1% |
63% |
False |
False |
183,336 |
100 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
14.50 |
1.0% |
63% |
False |
False |
146,714 |
120 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
14.00 |
1.0% |
68% |
False |
False |
122,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,488.25 |
2.618 |
1,464.00 |
1.618 |
1,449.25 |
1.000 |
1,440.25 |
0.618 |
1,434.50 |
HIGH |
1,425.50 |
0.618 |
1,419.75 |
0.500 |
1,418.00 |
0.382 |
1,416.50 |
LOW |
1,410.75 |
0.618 |
1,401.75 |
1.000 |
1,396.00 |
1.618 |
1,387.00 |
2.618 |
1,372.25 |
4.250 |
1,348.00 |
|
|
Fisher Pivots for day following 26-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,418.00 |
1,416.25 |
PP |
1,416.50 |
1,415.25 |
S1 |
1,415.00 |
1,414.50 |
|