Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,424.00 |
1,413.25 |
-10.75 |
-0.8% |
1,415.25 |
High |
1,425.50 |
1,418.50 |
-7.00 |
-0.5% |
1,446.00 |
Low |
1,410.75 |
1,396.00 |
-14.75 |
-1.0% |
1,391.25 |
Close |
1,413.50 |
1,410.75 |
-2.75 |
-0.2% |
1,426.00 |
Range |
14.75 |
22.50 |
7.75 |
52.5% |
54.75 |
ATR |
17.54 |
17.90 |
0.35 |
2.0% |
0.00 |
Volume |
578,176 |
1,470,310 |
892,134 |
154.3% |
10,328,948 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.00 |
1,465.75 |
1,423.00 |
|
R3 |
1,453.50 |
1,443.25 |
1,417.00 |
|
R2 |
1,431.00 |
1,431.00 |
1,415.00 |
|
R1 |
1,420.75 |
1,420.75 |
1,412.75 |
1,414.50 |
PP |
1,408.50 |
1,408.50 |
1,408.50 |
1,405.25 |
S1 |
1,398.25 |
1,398.25 |
1,408.75 |
1,392.00 |
S2 |
1,386.00 |
1,386.00 |
1,406.50 |
|
S3 |
1,363.50 |
1,375.75 |
1,404.50 |
|
S4 |
1,341.00 |
1,353.25 |
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 |
1,441.25 |
1,391.25 |
50.00 |
3.5% |
21.75 |
1.5% |
39% |
False |
False |
1,225,295 |
10 |
1,446.00 |
1,391.25 |
54.75 |
3.9% |
19.25 |
1.4% |
36% |
False |
False |
1,535,253 |
20 |
1,446.00 |
1,390.50 |
55.50 |
3.9% |
16.50 |
1.2% |
36% |
False |
False |
800,241 |
40 |
1,446.00 |
1,333.75 |
112.25 |
8.0% |
18.25 |
1.3% |
69% |
False |
False |
402,148 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.9% |
17.50 |
1.2% |
61% |
False |
False |
268,551 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
16.50 |
1.2% |
61% |
False |
False |
201,698 |
100 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
14.75 |
1.0% |
61% |
False |
False |
161,417 |
120 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
14.25 |
1.0% |
66% |
False |
False |
134,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,514.00 |
2.618 |
1,477.50 |
1.618 |
1,455.00 |
1.000 |
1,441.00 |
0.618 |
1,432.50 |
HIGH |
1,418.50 |
0.618 |
1,410.00 |
0.500 |
1,407.25 |
0.382 |
1,404.50 |
LOW |
1,396.00 |
0.618 |
1,382.00 |
1.000 |
1,373.50 |
1.618 |
1,359.50 |
2.618 |
1,337.00 |
4.250 |
1,300.50 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,409.50 |
1,410.75 |
PP |
1,408.50 |
1,410.75 |
S1 |
1,407.25 |
1,410.75 |
|