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 |
1,715.6 |
1,701.1 |
-14.5 |
-0.8% |
1,709.1 |
High |
1,715.6 |
1,705.5 |
-10.1 |
-0.6% |
1,728.8 |
Low |
1,695.0 |
1,698.9 |
3.9 |
0.2% |
1,695.0 |
Close |
1,700.9 |
1,701.1 |
0.2 |
0.0% |
1,701.1 |
Range |
20.6 |
6.6 |
-14.0 |
-68.0% |
33.8 |
ATR |
17.6 |
16.8 |
-0.8 |
-4.5% |
0.0 |
Volume |
730 |
3,751 |
3,021 |
413.8% |
9,603 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,721.6 |
1,718.0 |
1,704.7 |
|
R3 |
1,715.0 |
1,711.4 |
1,702.9 |
|
R2 |
1,708.4 |
1,708.4 |
1,702.3 |
|
R1 |
1,704.8 |
1,704.8 |
1,701.7 |
1,704.4 |
PP |
1,701.8 |
1,701.8 |
1,701.8 |
1,701.7 |
S1 |
1,698.2 |
1,698.2 |
1,700.5 |
1,697.8 |
S2 |
1,695.2 |
1,695.2 |
1,699.9 |
|
S3 |
1,688.6 |
1,691.6 |
1,699.3 |
|
S4 |
1,682.0 |
1,685.0 |
1,697.5 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.7 |
1,789.2 |
1,719.7 |
|
R3 |
1,775.9 |
1,755.4 |
1,710.4 |
|
R2 |
1,742.1 |
1,742.1 |
1,707.3 |
|
R1 |
1,721.6 |
1,721.6 |
1,704.2 |
1,715.0 |
PP |
1,708.3 |
1,708.3 |
1,708.3 |
1,705.0 |
S1 |
1,687.8 |
1,687.8 |
1,698.0 |
1,681.2 |
S2 |
1,674.5 |
1,674.5 |
1,694.9 |
|
S3 |
1,640.7 |
1,654.0 |
1,691.8 |
|
S4 |
1,606.9 |
1,620.2 |
1,682.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,728.8 |
1,695.0 |
33.8 |
2.0% |
12.7 |
0.7% |
18% |
False |
False |
1,920 |
10 |
1,728.8 |
1,690.0 |
38.8 |
2.3% |
15.7 |
0.9% |
29% |
False |
False |
1,916 |
20 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
15.6 |
0.9% |
16% |
False |
False |
2,004 |
40 |
1,759.5 |
1,679.1 |
80.4 |
4.7% |
16.1 |
0.9% |
27% |
False |
False |
1,753 |
60 |
1,803.0 |
1,679.1 |
123.9 |
7.3% |
15.7 |
0.9% |
18% |
False |
False |
1,570 |
80 |
1,803.0 |
1,655.3 |
147.7 |
8.7% |
16.1 |
0.9% |
31% |
False |
False |
1,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,733.6 |
2.618 |
1,722.8 |
1.618 |
1,716.2 |
1.000 |
1,712.1 |
0.618 |
1,709.6 |
HIGH |
1,705.5 |
0.618 |
1,703.0 |
0.500 |
1,702.2 |
0.382 |
1,701.4 |
LOW |
1,698.9 |
0.618 |
1,694.8 |
1.000 |
1,692.3 |
1.618 |
1,688.2 |
2.618 |
1,681.6 |
4.250 |
1,670.9 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,702.2 |
1,711.9 |
PP |
1,701.8 |
1,708.3 |
S1 |
1,701.5 |
1,704.7 |
|