Trading Metrics calculated at close of trading on 28-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,413.25 |
1,413.25 |
0.00 |
0.0% |
1,424.25 |
High |
1,418.50 |
1,416.75 |
-1.75 |
-0.1% |
1,425.50 |
Low |
1,396.00 |
1,382.25 |
-13.75 |
-1.0% |
1,382.25 |
Close |
1,410.75 |
1,384.00 |
-26.75 |
-1.9% |
1,384.00 |
Range |
22.50 |
34.50 |
12.00 |
53.3% |
43.25 |
ATR |
17.90 |
19.08 |
1.19 |
6.6% |
0.00 |
Volume |
1,470,310 |
1,061,849 |
-408,461 |
-27.8% |
3,428,461 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.75 |
1,475.50 |
1,403.00 |
|
R3 |
1,463.25 |
1,441.00 |
1,393.50 |
|
R2 |
1,428.75 |
1,428.75 |
1,390.25 |
|
R1 |
1,406.50 |
1,406.50 |
1,387.25 |
1,400.50 |
PP |
1,394.25 |
1,394.25 |
1,394.25 |
1,391.25 |
S1 |
1,372.00 |
1,372.00 |
1,380.75 |
1,366.00 |
S2 |
1,359.75 |
1,359.75 |
1,377.75 |
|
S3 |
1,325.25 |
1,337.50 |
1,374.50 |
|
S4 |
1,290.75 |
1,303.00 |
1,365.00 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.00 |
1,498.75 |
1,407.75 |
|
R3 |
1,483.75 |
1,455.50 |
1,396.00 |
|
R2 |
1,440.50 |
1,440.50 |
1,392.00 |
|
R1 |
1,412.25 |
1,412.25 |
1,388.00 |
1,404.75 |
PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,393.50 |
S1 |
1,369.00 |
1,369.00 |
1,380.00 |
1,361.50 |
S2 |
1,354.00 |
1,354.00 |
1,376.00 |
|
S3 |
1,310.75 |
1,325.75 |
1,372.00 |
|
S4 |
1,267.50 |
1,282.50 |
1,360.25 |
|
|
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 |
1,382.25 |
59.00 |
4.3% |
25.75 |
1.9% |
3% |
False |
True |
1,108,263 |
10 |
1,446.00 |
1,382.25 |
63.75 |
4.6% |
21.25 |
1.5% |
3% |
False |
True |
1,544,644 |
20 |
1,446.00 |
1,382.25 |
63.75 |
4.6% |
17.50 |
1.3% |
3% |
False |
True |
852,448 |
40 |
1,446.00 |
1,333.75 |
112.25 |
8.1% |
18.75 |
1.3% |
45% |
False |
False |
428,688 |
60 |
1,459.00 |
1,333.75 |
125.25 |
9.0% |
17.75 |
1.3% |
40% |
False |
False |
286,166 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.2% |
16.75 |
1.2% |
39% |
False |
False |
214,970 |
100 |
1,461.00 |
1,333.75 |
127.25 |
9.2% |
15.00 |
1.1% |
39% |
False |
False |
172,035 |
120 |
1,461.00 |
1,313.00 |
148.00 |
10.7% |
14.25 |
1.0% |
48% |
False |
False |
143,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,563.50 |
2.618 |
1,507.00 |
1.618 |
1,472.50 |
1.000 |
1,451.25 |
0.618 |
1,438.00 |
HIGH |
1,416.75 |
0.618 |
1,403.50 |
0.500 |
1,399.50 |
0.382 |
1,395.50 |
LOW |
1,382.25 |
0.618 |
1,361.00 |
1.000 |
1,347.75 |
1.618 |
1,326.50 |
2.618 |
1,292.00 |
4.250 |
1,235.50 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,399.50 |
1,404.00 |
PP |
1,394.25 |
1,397.25 |
S1 |
1,389.25 |
1,390.50 |
|