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 |
1,662.0 |
1,667.6 |
5.6 |
0.3% |
1,660.8 |
High |
1,669.6 |
1,669.7 |
0.1 |
0.0% |
1,672.6 |
Low |
1,658.0 |
1,658.5 |
0.5 |
0.0% |
1,657.1 |
Close |
1,667.9 |
1,660.1 |
-7.8 |
-0.5% |
1,660.1 |
Range |
11.6 |
11.2 |
-0.4 |
-3.4% |
15.5 |
ATR |
18.1 |
17.6 |
-0.5 |
-2.7% |
0.0 |
Volume |
546 |
3,668 |
3,122 |
571.8% |
7,839 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.4 |
1,689.4 |
1,666.3 |
|
R3 |
1,685.2 |
1,678.2 |
1,663.2 |
|
R2 |
1,674.0 |
1,674.0 |
1,662.2 |
|
R1 |
1,667.0 |
1,667.0 |
1,661.1 |
1,664.9 |
PP |
1,662.8 |
1,662.8 |
1,662.8 |
1,661.7 |
S1 |
1,655.8 |
1,655.8 |
1,659.1 |
1,653.7 |
S2 |
1,651.6 |
1,651.6 |
1,658.0 |
|
S3 |
1,640.4 |
1,644.6 |
1,657.0 |
|
S4 |
1,629.2 |
1,633.4 |
1,653.9 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.8 |
1,700.4 |
1,668.6 |
|
R3 |
1,694.3 |
1,684.9 |
1,664.4 |
|
R2 |
1,678.8 |
1,678.8 |
1,662.9 |
|
R1 |
1,669.4 |
1,669.4 |
1,661.5 |
1,666.4 |
PP |
1,663.3 |
1,663.3 |
1,663.3 |
1,661.7 |
S1 |
1,653.9 |
1,653.9 |
1,658.7 |
1,650.9 |
S2 |
1,647.8 |
1,647.8 |
1,657.3 |
|
S3 |
1,632.3 |
1,638.4 |
1,655.8 |
|
S4 |
1,616.8 |
1,622.9 |
1,651.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,672.6 |
1,641.0 |
31.6 |
1.9% |
14.7 |
0.9% |
60% |
False |
False |
1,999 |
10 |
1,708.2 |
1,640.8 |
67.4 |
4.1% |
18.1 |
1.1% |
29% |
False |
False |
2,427 |
20 |
1,737.3 |
1,640.8 |
96.5 |
5.8% |
17.7 |
1.1% |
20% |
False |
False |
2,092 |
40 |
1,759.5 |
1,640.8 |
118.7 |
7.2% |
17.4 |
1.0% |
16% |
False |
False |
1,955 |
60 |
1,803.0 |
1,640.8 |
162.2 |
9.8% |
16.1 |
1.0% |
12% |
False |
False |
1,778 |
80 |
1,803.0 |
1,640.8 |
162.2 |
9.8% |
16.7 |
1.0% |
12% |
False |
False |
1,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,717.3 |
2.618 |
1,699.0 |
1.618 |
1,687.8 |
1.000 |
1,680.9 |
0.618 |
1,676.6 |
HIGH |
1,669.7 |
0.618 |
1,665.4 |
0.500 |
1,664.1 |
0.382 |
1,662.8 |
LOW |
1,658.5 |
0.618 |
1,651.6 |
1.000 |
1,647.3 |
1.618 |
1,640.4 |
2.618 |
1,629.2 |
4.250 |
1,610.9 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1,664.1 |
1,664.9 |
PP |
1,662.8 |
1,663.3 |
S1 |
1,661.4 |
1,661.7 |
|