Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,713.3 |
1,699.8 |
-13.5 |
-0.8% |
1,707.2 |
High |
1,713.3 |
1,703.2 |
-10.1 |
-0.6% |
1,726.7 |
Low |
1,693.2 |
1,696.7 |
3.5 |
0.2% |
1,693.2 |
Close |
1,698.9 |
1,699.1 |
0.2 |
0.0% |
1,699.1 |
Range |
20.1 |
6.5 |
-13.6 |
-67.7% |
33.5 |
ATR |
17.7 |
16.9 |
-0.8 |
-4.5% |
0.0 |
Volume |
1,479 |
3,681 |
2,202 |
148.9% |
9,443 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,719.2 |
1,715.6 |
1,702.7 |
|
R3 |
1,712.7 |
1,709.1 |
1,700.9 |
|
R2 |
1,706.2 |
1,706.2 |
1,700.3 |
|
R1 |
1,702.6 |
1,702.6 |
1,699.7 |
1,701.2 |
PP |
1,699.7 |
1,699.7 |
1,699.7 |
1,698.9 |
S1 |
1,696.1 |
1,696.1 |
1,698.5 |
1,694.7 |
S2 |
1,693.2 |
1,693.2 |
1,697.9 |
|
S3 |
1,686.7 |
1,689.6 |
1,697.3 |
|
S4 |
1,680.2 |
1,683.1 |
1,695.5 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.8 |
1,786.5 |
1,717.5 |
|
R3 |
1,773.3 |
1,753.0 |
1,708.3 |
|
R2 |
1,739.8 |
1,739.8 |
1,705.2 |
|
R1 |
1,719.5 |
1,719.5 |
1,702.2 |
1,712.9 |
PP |
1,706.3 |
1,706.3 |
1,706.3 |
1,703.1 |
S1 |
1,686.0 |
1,686.0 |
1,696.0 |
1,679.4 |
S2 |
1,672.8 |
1,672.8 |
1,693.0 |
|
S3 |
1,639.3 |
1,652.5 |
1,689.9 |
|
S4 |
1,605.8 |
1,619.0 |
1,680.7 |
|
|
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 |
1,693.2 |
33.5 |
2.0% |
13.0 |
0.8% |
18% |
False |
False |
1,888 |
10 |
1,726.7 |
1,686.4 |
40.3 |
2.4% |
16.0 |
0.9% |
32% |
False |
False |
2,422 |
20 |
1,757.9 |
1,686.4 |
71.5 |
4.2% |
15.8 |
0.9% |
18% |
False |
False |
2,637 |
40 |
1,757.9 |
1,678.0 |
79.9 |
4.7% |
16.3 |
1.0% |
26% |
False |
False |
2,165 |
60 |
1,801.8 |
1,678.0 |
123.8 |
7.3% |
15.9 |
0.9% |
17% |
False |
False |
1,775 |
80 |
1,801.8 |
1,655.0 |
146.8 |
8.6% |
16.1 |
0.9% |
30% |
False |
False |
1,518 |
100 |
1,801.8 |
1,594.7 |
207.1 |
12.2% |
15.0 |
0.9% |
50% |
False |
False |
1,322 |
120 |
1,801.8 |
1,558.6 |
243.2 |
14.3% |
14.1 |
0.8% |
58% |
False |
False |
1,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,730.8 |
2.618 |
1,720.2 |
1.618 |
1,713.7 |
1.000 |
1,709.7 |
0.618 |
1,707.2 |
HIGH |
1,703.2 |
0.618 |
1,700.7 |
0.500 |
1,700.0 |
0.382 |
1,699.2 |
LOW |
1,696.7 |
0.618 |
1,692.7 |
1.000 |
1,690.2 |
1.618 |
1,686.2 |
2.618 |
1,679.7 |
4.250 |
1,669.1 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,700.0 |
1,710.0 |
PP |
1,699.7 |
1,706.3 |
S1 |
1,699.4 |
1,702.7 |
|