Trading Metrics calculated at close of trading on 28-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1,405.75 |
1,408.00 |
2.25 |
0.2% |
1,415.75 |
High |
1,410.75 |
1,408.75 |
-2.00 |
-0.1% |
1,417.50 |
Low |
1,389.75 |
1,375.75 |
-14.00 |
-1.0% |
1,375.75 |
Close |
1,403.75 |
1,377.00 |
-26.75 |
-1.9% |
1,377.00 |
Range |
21.00 |
33.00 |
12.00 |
57.1% |
41.75 |
ATR |
14.55 |
15.87 |
1.32 |
9.1% |
0.00 |
Volume |
2,438 |
742 |
-1,696 |
-69.6% |
4,413 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.25 |
1,464.50 |
1,395.25 |
|
R3 |
1,453.25 |
1,431.50 |
1,386.00 |
|
R2 |
1,420.25 |
1,420.25 |
1,383.00 |
|
R1 |
1,398.50 |
1,398.50 |
1,380.00 |
1,393.00 |
PP |
1,387.25 |
1,387.25 |
1,387.25 |
1,384.25 |
S1 |
1,365.50 |
1,365.50 |
1,374.00 |
1,360.00 |
S2 |
1,354.25 |
1,354.25 |
1,371.00 |
|
S3 |
1,321.25 |
1,332.50 |
1,368.00 |
|
S4 |
1,288.25 |
1,299.50 |
1,358.75 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.25 |
1,488.00 |
1,400.00 |
|
R3 |
1,473.50 |
1,446.25 |
1,388.50 |
|
R2 |
1,431.75 |
1,431.75 |
1,384.75 |
|
R1 |
1,404.50 |
1,404.50 |
1,380.75 |
1,397.25 |
PP |
1,390.00 |
1,390.00 |
1,390.00 |
1,386.50 |
S1 |
1,362.75 |
1,362.75 |
1,373.25 |
1,355.50 |
S2 |
1,348.25 |
1,348.25 |
1,369.25 |
|
S3 |
1,306.50 |
1,321.00 |
1,365.50 |
|
S4 |
1,264.75 |
1,279.25 |
1,354.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,434.00 |
1,375.75 |
58.25 |
4.2% |
19.75 |
1.4% |
2% |
False |
True |
1,076 |
10 |
1,439.00 |
1,375.75 |
63.25 |
4.6% |
17.50 |
1.3% |
2% |
False |
True |
1,156 |
20 |
1,439.00 |
1,375.75 |
63.25 |
4.6% |
14.50 |
1.0% |
2% |
False |
True |
804 |
40 |
1,439.00 |
1,331.25 |
107.75 |
7.8% |
14.75 |
1.1% |
42% |
False |
False |
480 |
60 |
1,451.00 |
1,331.25 |
119.75 |
8.7% |
13.25 |
1.0% |
38% |
False |
False |
347 |
80 |
1,451.00 |
1,331.25 |
119.75 |
8.7% |
11.25 |
0.8% |
38% |
False |
False |
277 |
100 |
1,451.00 |
1,331.25 |
119.75 |
8.7% |
9.00 |
0.7% |
38% |
False |
False |
225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.00 |
2.618 |
1,495.25 |
1.618 |
1,462.25 |
1.000 |
1,441.75 |
0.618 |
1,429.25 |
HIGH |
1,408.75 |
0.618 |
1,396.25 |
0.500 |
1,392.25 |
0.382 |
1,388.25 |
LOW |
1,375.75 |
0.618 |
1,355.25 |
1.000 |
1,342.75 |
1.618 |
1,322.25 |
2.618 |
1,289.25 |
4.250 |
1,235.50 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,392.25 |
1,396.50 |
PP |
1,387.25 |
1,390.00 |
S1 |
1,382.00 |
1,383.50 |
|