| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,200 |
13,157 |
-43 |
-0.3% |
12,917 |
| High |
13,258 |
13,203 |
-55 |
-0.4% |
13,080 |
| Low |
13,153 |
13,082 |
-71 |
-0.5% |
12,831 |
| Close |
13,163 |
13,094 |
-69 |
-0.5% |
13,071 |
| Range |
105 |
121 |
16 |
15.2% |
249 |
| ATR |
123 |
123 |
0 |
-0.1% |
0 |
| Volume |
15,972 |
35,466 |
19,494 |
122.1% |
4,664 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,489 |
13,413 |
13,161 |
|
| R3 |
13,368 |
13,292 |
13,127 |
|
| R2 |
13,247 |
13,247 |
13,116 |
|
| R1 |
13,171 |
13,171 |
13,105 |
13,149 |
| PP |
13,126 |
13,126 |
13,126 |
13,115 |
| S1 |
13,050 |
13,050 |
13,083 |
13,028 |
| S2 |
13,005 |
13,005 |
13,072 |
|
| S3 |
12,884 |
12,929 |
13,061 |
|
| S4 |
12,763 |
12,808 |
13,028 |
|
|
| 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 |
12,966 |
292 |
2.2% |
115 |
0.9% |
44% |
False |
False |
11,937 |
| 10 |
13,258 |
12,831 |
427 |
3.3% |
115 |
0.9% |
62% |
False |
False |
6,314 |
| 20 |
13,258 |
12,380 |
878 |
6.7% |
121 |
0.9% |
81% |
False |
False |
3,215 |
| 40 |
13,415 |
12,380 |
1,035 |
7.9% |
120 |
0.9% |
69% |
False |
False |
1,615 |
| 60 |
13,486 |
12,380 |
1,106 |
8.4% |
102 |
0.8% |
65% |
False |
False |
1,082 |
| 80 |
13,486 |
12,380 |
1,106 |
8.4% |
84 |
0.6% |
65% |
False |
False |
814 |
| 100 |
13,486 |
12,380 |
1,106 |
8.4% |
67 |
0.5% |
65% |
False |
False |
651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,717 |
|
2.618 |
13,520 |
|
1.618 |
13,399 |
|
1.000 |
13,324 |
|
0.618 |
13,278 |
|
HIGH |
13,203 |
|
0.618 |
13,157 |
|
0.500 |
13,143 |
|
0.382 |
13,128 |
|
LOW |
13,082 |
|
0.618 |
13,007 |
|
1.000 |
12,961 |
|
1.618 |
12,886 |
|
2.618 |
12,765 |
|
4.250 |
12,568 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,143 |
13,170 |
| PP |
13,126 |
13,145 |
| S1 |
13,110 |
13,119 |
|