Trading Metrics calculated at close of trading on 31-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,413.25 |
1,388.25 |
-25.00 |
-1.8% |
1,424.25 |
High |
1,416.75 |
1,425.75 |
9.00 |
0.6% |
1,425.50 |
Low |
1,382.25 |
1,383.50 |
1.25 |
0.1% |
1,382.25 |
Close |
1,384.00 |
1,420.00 |
36.00 |
2.6% |
1,384.00 |
Range |
34.50 |
42.25 |
7.75 |
22.5% |
43.25 |
ATR |
19.08 |
20.74 |
1.65 |
8.7% |
0.00 |
Volume |
1,061,849 |
1,480,199 |
418,350 |
39.4% |
3,428,461 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,536.50 |
1,520.50 |
1,443.25 |
|
R3 |
1,494.25 |
1,478.25 |
1,431.50 |
|
R2 |
1,452.00 |
1,452.00 |
1,427.75 |
|
R1 |
1,436.00 |
1,436.00 |
1,423.75 |
1,444.00 |
PP |
1,409.75 |
1,409.75 |
1,409.75 |
1,413.75 |
S1 |
1,393.75 |
1,393.75 |
1,416.25 |
1,401.75 |
S2 |
1,367.50 |
1,367.50 |
1,412.25 |
|
S3 |
1,325.25 |
1,351.50 |
1,408.50 |
|
S4 |
1,283.00 |
1,309.25 |
1,396.75 |
|
|
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 |
1,425.75 |
1,382.25 |
43.50 |
3.1% |
24.25 |
1.7% |
87% |
True |
False |
981,732 |
10 |
1,446.00 |
1,382.25 |
63.75 |
4.5% |
24.00 |
1.7% |
59% |
False |
False |
1,523,760 |
20 |
1,446.00 |
1,382.25 |
63.75 |
4.5% |
19.00 |
1.3% |
59% |
False |
False |
926,044 |
40 |
1,446.00 |
1,333.75 |
112.25 |
7.9% |
19.00 |
1.3% |
77% |
False |
False |
465,591 |
60 |
1,459.00 |
1,333.75 |
125.25 |
8.8% |
18.25 |
1.3% |
69% |
False |
False |
310,820 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
17.00 |
1.2% |
68% |
False |
False |
233,471 |
100 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
15.25 |
1.1% |
68% |
False |
False |
186,837 |
120 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
14.75 |
1.0% |
72% |
False |
False |
155,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,605.25 |
2.618 |
1,536.25 |
1.618 |
1,494.00 |
1.000 |
1,468.00 |
0.618 |
1,451.75 |
HIGH |
1,425.75 |
0.618 |
1,409.50 |
0.500 |
1,404.50 |
0.382 |
1,399.75 |
LOW |
1,383.50 |
0.618 |
1,357.50 |
1.000 |
1,341.25 |
1.618 |
1,315.25 |
2.618 |
1,273.00 |
4.250 |
1,204.00 |
|
|
Fisher Pivots for day following 31-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,415.00 |
1,414.75 |
PP |
1,409.75 |
1,409.25 |
S1 |
1,404.50 |
1,404.00 |
|