Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,712.9 |
1,713.3 |
0.4 |
0.0% |
1,718.5 |
High |
1,726.7 |
1,713.3 |
-13.4 |
-0.8% |
1,726.2 |
Low |
1,711.4 |
1,693.2 |
-18.2 |
-1.1% |
1,686.4 |
Close |
1,720.0 |
1,698.9 |
-21.1 |
-1.2% |
1,707.6 |
Range |
15.3 |
20.1 |
4.8 |
31.4% |
39.8 |
ATR |
17.1 |
17.7 |
0.7 |
4.1% |
0.0 |
Volume |
1,528 |
1,479 |
-49 |
-3.2% |
14,786 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.1 |
1,750.6 |
1,710.0 |
|
R3 |
1,742.0 |
1,730.5 |
1,704.4 |
|
R2 |
1,721.9 |
1,721.9 |
1,702.6 |
|
R1 |
1,710.4 |
1,710.4 |
1,700.7 |
1,706.1 |
PP |
1,701.8 |
1,701.8 |
1,701.8 |
1,699.7 |
S1 |
1,690.3 |
1,690.3 |
1,697.1 |
1,686.0 |
S2 |
1,681.7 |
1,681.7 |
1,695.2 |
|
S3 |
1,661.6 |
1,670.2 |
1,693.4 |
|
S4 |
1,641.5 |
1,650.1 |
1,687.8 |
|
|
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 |
1,726.7 |
1,686.4 |
40.3 |
2.4% |
16.1 |
0.9% |
31% |
False |
False |
1,523 |
10 |
1,735.6 |
1,686.4 |
49.2 |
2.9% |
17.6 |
1.0% |
25% |
False |
False |
2,255 |
20 |
1,757.9 |
1,686.4 |
71.5 |
4.2% |
16.6 |
1.0% |
17% |
False |
False |
2,569 |
40 |
1,757.9 |
1,678.0 |
79.9 |
4.7% |
16.4 |
1.0% |
26% |
False |
False |
2,088 |
60 |
1,801.8 |
1,678.0 |
123.8 |
7.3% |
16.1 |
0.9% |
17% |
False |
False |
1,728 |
80 |
1,801.8 |
1,642.5 |
159.3 |
9.4% |
16.2 |
1.0% |
35% |
False |
False |
1,481 |
100 |
1,801.8 |
1,594.7 |
207.1 |
12.2% |
15.2 |
0.9% |
50% |
False |
False |
1,288 |
120 |
1,801.8 |
1,558.6 |
243.2 |
14.3% |
14.0 |
0.8% |
58% |
False |
False |
1,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,798.7 |
2.618 |
1,765.9 |
1.618 |
1,745.8 |
1.000 |
1,733.4 |
0.618 |
1,725.7 |
HIGH |
1,713.3 |
0.618 |
1,705.6 |
0.500 |
1,703.3 |
0.382 |
1,700.9 |
LOW |
1,693.2 |
0.618 |
1,680.8 |
1.000 |
1,673.1 |
1.618 |
1,660.7 |
2.618 |
1,640.6 |
4.250 |
1,607.8 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,703.3 |
1,710.0 |
PP |
1,701.8 |
1,706.3 |
S1 |
1,700.4 |
1,702.6 |
|