Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,417.50 |
1,405.75 |
-11.75 |
-0.8% |
1,405.25 |
High |
1,417.50 |
1,410.75 |
-6.75 |
-0.5% |
1,439.00 |
Low |
1,404.75 |
1,389.75 |
-15.00 |
-1.1% |
1,403.50 |
Close |
1,406.50 |
1,403.75 |
-2.75 |
-0.2% |
1,419.25 |
Range |
12.75 |
21.00 |
8.25 |
64.7% |
35.50 |
ATR |
14.05 |
14.55 |
0.50 |
3.5% |
0.00 |
Volume |
537 |
2,438 |
1,901 |
354.0% |
6,940 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.50 |
1,455.00 |
1,415.25 |
|
R3 |
1,443.50 |
1,434.00 |
1,409.50 |
|
R2 |
1,422.50 |
1,422.50 |
1,407.50 |
|
R1 |
1,413.00 |
1,413.00 |
1,405.75 |
1,407.25 |
PP |
1,401.50 |
1,401.50 |
1,401.50 |
1,398.50 |
S1 |
1,392.00 |
1,392.00 |
1,401.75 |
1,386.25 |
S2 |
1,380.50 |
1,380.50 |
1,400.00 |
|
S3 |
1,359.50 |
1,371.00 |
1,398.00 |
|
S4 |
1,338.50 |
1,350.00 |
1,392.25 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.00 |
1,508.75 |
1,438.75 |
|
R3 |
1,491.50 |
1,473.25 |
1,429.00 |
|
R2 |
1,456.00 |
1,456.00 |
1,425.75 |
|
R1 |
1,437.75 |
1,437.75 |
1,422.50 |
1,447.00 |
PP |
1,420.50 |
1,420.50 |
1,420.50 |
1,425.25 |
S1 |
1,402.25 |
1,402.25 |
1,416.00 |
1,411.50 |
S2 |
1,385.00 |
1,385.00 |
1,412.75 |
|
S3 |
1,349.50 |
1,366.75 |
1,409.50 |
|
S4 |
1,314.00 |
1,331.25 |
1,399.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,434.25 |
1,389.75 |
44.50 |
3.2% |
16.00 |
1.1% |
31% |
False |
True |
1,031 |
10 |
1,439.00 |
1,389.75 |
49.25 |
3.5% |
15.50 |
1.1% |
28% |
False |
True |
1,086 |
20 |
1,439.00 |
1,384.25 |
54.75 |
3.9% |
13.25 |
0.9% |
36% |
False |
False |
785 |
40 |
1,439.00 |
1,331.25 |
107.75 |
7.7% |
14.00 |
1.0% |
67% |
False |
False |
462 |
60 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
13.00 |
0.9% |
61% |
False |
False |
335 |
80 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
10.75 |
0.8% |
61% |
False |
False |
268 |
100 |
1,451.00 |
1,331.25 |
119.75 |
8.5% |
8.75 |
0.6% |
61% |
False |
False |
217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.00 |
2.618 |
1,465.75 |
1.618 |
1,444.75 |
1.000 |
1,431.75 |
0.618 |
1,423.75 |
HIGH |
1,410.75 |
0.618 |
1,402.75 |
0.500 |
1,400.25 |
0.382 |
1,397.75 |
LOW |
1,389.75 |
0.618 |
1,376.75 |
1.000 |
1,368.75 |
1.618 |
1,355.75 |
2.618 |
1,334.75 |
4.250 |
1,300.50 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,402.50 |
1,403.75 |
PP |
1,401.50 |
1,403.75 |
S1 |
1,400.25 |
1,403.50 |
|