Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,700.9 |
1,701.6 |
0.7 |
0.0% |
1,707.2 |
High |
1,702.8 |
1,706.1 |
3.3 |
0.2% |
1,726.7 |
Low |
1,690.0 |
1,664.3 |
-25.7 |
-1.5% |
1,693.2 |
Close |
1,700.3 |
1,672.8 |
-27.5 |
-1.6% |
1,699.1 |
Range |
12.8 |
41.8 |
29.0 |
226.6% |
33.5 |
ATR |
16.6 |
18.4 |
1.8 |
10.8% |
0.0 |
Volume |
4,647 |
3,495 |
-1,152 |
-24.8% |
9,443 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.5 |
1,781.4 |
1,695.8 |
|
R3 |
1,764.7 |
1,739.6 |
1,684.3 |
|
R2 |
1,722.9 |
1,722.9 |
1,680.5 |
|
R1 |
1,697.8 |
1,697.8 |
1,676.6 |
1,689.5 |
PP |
1,681.1 |
1,681.1 |
1,681.1 |
1,676.9 |
S1 |
1,656.0 |
1,656.0 |
1,669.0 |
1,647.7 |
S2 |
1,639.3 |
1,639.3 |
1,665.1 |
|
S3 |
1,597.5 |
1,614.2 |
1,661.3 |
|
S4 |
1,555.7 |
1,572.4 |
1,649.8 |
|
|
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 |
1,664.3 |
62.4 |
3.7% |
19.3 |
1.2% |
14% |
False |
True |
2,966 |
10 |
1,726.7 |
1,664.3 |
62.4 |
3.7% |
17.9 |
1.1% |
14% |
False |
True |
2,952 |
20 |
1,757.9 |
1,664.3 |
93.6 |
5.6% |
17.3 |
1.0% |
9% |
False |
True |
2,832 |
40 |
1,757.9 |
1,664.3 |
93.6 |
5.6% |
16.6 |
1.0% |
9% |
False |
True |
2,310 |
60 |
1,801.8 |
1,664.3 |
137.5 |
8.2% |
16.4 |
1.0% |
6% |
False |
True |
1,868 |
80 |
1,801.8 |
1,655.0 |
146.8 |
8.8% |
16.5 |
1.0% |
12% |
False |
False |
1,610 |
100 |
1,801.8 |
1,594.7 |
207.1 |
12.4% |
15.5 |
0.9% |
38% |
False |
False |
1,392 |
120 |
1,801.8 |
1,567.0 |
234.8 |
14.0% |
14.4 |
0.9% |
45% |
False |
False |
1,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.8 |
2.618 |
1,815.5 |
1.618 |
1,773.7 |
1.000 |
1,747.9 |
0.618 |
1,731.9 |
HIGH |
1,706.1 |
0.618 |
1,690.1 |
0.500 |
1,685.2 |
0.382 |
1,680.3 |
LOW |
1,664.3 |
0.618 |
1,638.5 |
1.000 |
1,622.5 |
1.618 |
1,596.7 |
2.618 |
1,554.9 |
4.250 |
1,486.7 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,685.2 |
1,685.2 |
PP |
1,681.1 |
1,681.1 |
S1 |
1,676.9 |
1,676.9 |
|