| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,088 |
13,200 |
112 |
0.9% |
12,917 |
| High |
13,232 |
13,258 |
26 |
0.2% |
13,080 |
| Low |
13,083 |
13,153 |
70 |
0.5% |
12,831 |
| Close |
13,207 |
13,163 |
-44 |
-0.3% |
13,071 |
| Range |
149 |
105 |
-44 |
-29.5% |
249 |
| ATR |
124 |
123 |
-1 |
-1.1% |
0 |
| Volume |
4,604 |
15,972 |
11,368 |
246.9% |
4,664 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,506 |
13,440 |
13,221 |
|
| R3 |
13,401 |
13,335 |
13,192 |
|
| R2 |
13,296 |
13,296 |
13,182 |
|
| R1 |
13,230 |
13,230 |
13,173 |
13,211 |
| PP |
13,191 |
13,191 |
13,191 |
13,182 |
| S1 |
13,125 |
13,125 |
13,154 |
13,106 |
| S2 |
13,086 |
13,086 |
13,144 |
|
| S3 |
12,981 |
13,020 |
13,134 |
|
| S4 |
12,876 |
12,915 |
13,105 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,741 |
13,655 |
13,208 |
|
| R3 |
13,492 |
13,406 |
13,140 |
|
| R2 |
13,243 |
13,243 |
13,117 |
|
| R1 |
13,157 |
13,157 |
13,094 |
13,200 |
| PP |
12,994 |
12,994 |
12,994 |
13,016 |
| S1 |
12,908 |
12,908 |
13,048 |
12,951 |
| S2 |
12,745 |
12,745 |
13,025 |
|
| S3 |
12,496 |
12,659 |
13,003 |
|
| S4 |
12,247 |
12,410 |
12,934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,258 |
12,925 |
333 |
2.5% |
106 |
0.8% |
71% |
True |
False |
5,163 |
| 10 |
13,258 |
12,831 |
427 |
3.2% |
113 |
0.9% |
78% |
True |
False |
2,806 |
| 20 |
13,258 |
12,380 |
878 |
6.7% |
128 |
1.0% |
89% |
True |
False |
1,444 |
| 40 |
13,438 |
12,380 |
1,058 |
8.0% |
118 |
0.9% |
74% |
False |
False |
729 |
| 60 |
13,486 |
12,380 |
1,106 |
8.4% |
100 |
0.8% |
71% |
False |
False |
491 |
| 80 |
13,486 |
12,380 |
1,106 |
8.4% |
82 |
0.6% |
71% |
False |
False |
370 |
| 100 |
13,486 |
12,378 |
1,108 |
8.4% |
66 |
0.5% |
71% |
False |
False |
296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,704 |
|
2.618 |
13,533 |
|
1.618 |
13,428 |
|
1.000 |
13,363 |
|
0.618 |
13,323 |
|
HIGH |
13,258 |
|
0.618 |
13,218 |
|
0.500 |
13,206 |
|
0.382 |
13,193 |
|
LOW |
13,153 |
|
0.618 |
13,088 |
|
1.000 |
13,048 |
|
1.618 |
12,983 |
|
2.618 |
12,878 |
|
4.250 |
12,707 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,206 |
13,158 |
| PP |
13,191 |
13,152 |
| S1 |
13,177 |
13,147 |
|