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 |
1,705.0 |
1,703.7 |
-1.3 |
-0.1% |
1,709.1 |
High |
1,705.0 |
1,708.2 |
3.2 |
0.2% |
1,728.8 |
Low |
1,694.6 |
1,666.4 |
-28.2 |
-1.7% |
1,695.0 |
Close |
1,702.3 |
1,674.8 |
-27.5 |
-1.6% |
1,701.1 |
Range |
10.4 |
41.8 |
31.4 |
301.9% |
33.8 |
ATR |
16.4 |
18.2 |
1.8 |
11.1% |
0.0 |
Volume |
4,579 |
1,000 |
-3,579 |
-78.2% |
9,603 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.5 |
1,783.5 |
1,697.8 |
|
R3 |
1,766.7 |
1,741.7 |
1,686.3 |
|
R2 |
1,724.9 |
1,724.9 |
1,682.5 |
|
R1 |
1,699.9 |
1,699.9 |
1,678.6 |
1,691.5 |
PP |
1,683.1 |
1,683.1 |
1,683.1 |
1,679.0 |
S1 |
1,658.1 |
1,658.1 |
1,671.0 |
1,649.7 |
S2 |
1,641.3 |
1,641.3 |
1,667.1 |
|
S3 |
1,599.5 |
1,616.3 |
1,663.3 |
|
S4 |
1,557.7 |
1,574.5 |
1,651.8 |
|
|
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 |
1,666.4 |
62.4 |
3.7% |
18.7 |
1.1% |
13% |
False |
True |
2,424 |
10 |
1,728.8 |
1,666.4 |
62.4 |
3.7% |
17.2 |
1.0% |
13% |
False |
True |
2,307 |
20 |
1,759.5 |
1,666.4 |
93.1 |
5.6% |
16.9 |
1.0% |
9% |
False |
True |
2,089 |
40 |
1,759.5 |
1,666.4 |
93.1 |
5.6% |
16.5 |
1.0% |
9% |
False |
True |
1,790 |
60 |
1,803.0 |
1,666.4 |
136.6 |
8.2% |
16.2 |
1.0% |
6% |
False |
True |
1,615 |
80 |
1,803.0 |
1,655.3 |
147.7 |
8.8% |
16.4 |
1.0% |
13% |
False |
False |
1,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,885.9 |
2.618 |
1,817.6 |
1.618 |
1,775.8 |
1.000 |
1,750.0 |
0.618 |
1,734.0 |
HIGH |
1,708.2 |
0.618 |
1,692.2 |
0.500 |
1,687.3 |
0.382 |
1,682.4 |
LOW |
1,666.4 |
0.618 |
1,640.6 |
1.000 |
1,624.6 |
1.618 |
1,598.8 |
2.618 |
1,557.0 |
4.250 |
1,488.8 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,687.3 |
1,687.3 |
PP |
1,683.1 |
1,683.1 |
S1 |
1,679.0 |
1,679.0 |
|