Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,707.2 |
1,714.5 |
7.3 |
0.4% |
1,718.5 |
High |
1,720.8 |
1,717.7 |
-3.1 |
-0.2% |
1,726.2 |
Low |
1,706.9 |
1,708.6 |
1.7 |
0.1% |
1,686.4 |
Close |
1,716.5 |
1,711.7 |
-4.8 |
-0.3% |
1,707.6 |
Range |
13.9 |
9.1 |
-4.8 |
-34.5% |
39.8 |
ATR |
17.8 |
17.2 |
-0.6 |
-3.5% |
0.0 |
Volume |
1,499 |
1,256 |
-243 |
-16.2% |
14,786 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.0 |
1,734.9 |
1,716.7 |
|
R3 |
1,730.9 |
1,725.8 |
1,714.2 |
|
R2 |
1,721.8 |
1,721.8 |
1,713.4 |
|
R1 |
1,716.7 |
1,716.7 |
1,712.5 |
1,714.7 |
PP |
1,712.7 |
1,712.7 |
1,712.7 |
1,711.7 |
S1 |
1,707.6 |
1,707.6 |
1,710.9 |
1,705.6 |
S2 |
1,703.6 |
1,703.6 |
1,710.0 |
|
S3 |
1,694.5 |
1,698.5 |
1,709.2 |
|
S4 |
1,685.4 |
1,689.4 |
1,706.7 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.1 |
1,806.7 |
1,729.5 |
|
R3 |
1,786.3 |
1,766.9 |
1,718.5 |
|
R2 |
1,746.5 |
1,746.5 |
1,714.9 |
|
R1 |
1,727.1 |
1,727.1 |
1,711.2 |
1,716.9 |
PP |
1,706.7 |
1,706.7 |
1,706.7 |
1,701.7 |
S1 |
1,687.3 |
1,687.3 |
1,704.0 |
1,677.1 |
S2 |
1,666.9 |
1,666.9 |
1,700.3 |
|
S3 |
1,627.1 |
1,647.5 |
1,696.7 |
|
S4 |
1,587.3 |
1,607.7 |
1,685.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,720.8 |
1,686.4 |
34.4 |
2.0% |
16.6 |
1.0% |
74% |
False |
False |
2,939 |
10 |
1,747.1 |
1,686.4 |
60.7 |
3.5% |
18.6 |
1.1% |
42% |
False |
False |
3,048 |
20 |
1,757.9 |
1,686.4 |
71.5 |
4.2% |
16.0 |
0.9% |
35% |
False |
False |
2,729 |
40 |
1,758.5 |
1,678.0 |
80.5 |
4.7% |
16.0 |
0.9% |
42% |
False |
False |
2,053 |
60 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
15.9 |
0.9% |
27% |
False |
False |
1,703 |
80 |
1,801.8 |
1,619.0 |
182.8 |
10.7% |
16.1 |
0.9% |
51% |
False |
False |
1,446 |
100 |
1,801.8 |
1,584.7 |
217.1 |
12.7% |
14.8 |
0.9% |
58% |
False |
False |
1,264 |
120 |
1,801.8 |
1,558.6 |
243.2 |
14.2% |
13.8 |
0.8% |
63% |
False |
False |
1,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.4 |
2.618 |
1,741.5 |
1.618 |
1,732.4 |
1.000 |
1,726.8 |
0.618 |
1,723.3 |
HIGH |
1,717.7 |
0.618 |
1,714.2 |
0.500 |
1,713.2 |
0.382 |
1,712.1 |
LOW |
1,708.6 |
0.618 |
1,703.0 |
1.000 |
1,699.5 |
1.618 |
1,693.9 |
2.618 |
1,684.8 |
4.250 |
1,669.9 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,713.2 |
1,709.0 |
PP |
1,712.7 |
1,706.3 |
S1 |
1,712.2 |
1,703.6 |
|