| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,022 |
12,801 |
-221 |
-1.7% |
13,133 |
| High |
13,052 |
13,078 |
26 |
0.2% |
13,136 |
| Low |
12,766 |
12,742 |
-24 |
-0.2% |
12,766 |
| Close |
12,777 |
13,027 |
250 |
2.0% |
12,777 |
| Range |
286 |
336 |
50 |
17.5% |
370 |
| ATR |
144 |
157 |
14 |
9.6% |
0 |
| Volume |
94,521 |
129,952 |
35,431 |
37.5% |
281,256 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,957 |
13,828 |
13,212 |
|
| R3 |
13,621 |
13,492 |
13,120 |
|
| R2 |
13,285 |
13,285 |
13,089 |
|
| R1 |
13,156 |
13,156 |
13,058 |
13,221 |
| PP |
12,949 |
12,949 |
12,949 |
12,981 |
| S1 |
12,820 |
12,820 |
12,996 |
12,885 |
| S2 |
12,613 |
12,613 |
12,966 |
|
| S3 |
12,277 |
12,484 |
12,935 |
|
| S4 |
11,941 |
12,148 |
12,842 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,003 |
13,760 |
12,981 |
|
| R3 |
13,633 |
13,390 |
12,879 |
|
| R2 |
13,263 |
13,263 |
12,845 |
|
| R1 |
13,020 |
13,020 |
12,811 |
12,957 |
| PP |
12,893 |
12,893 |
12,893 |
12,861 |
| S1 |
12,650 |
12,650 |
12,743 |
12,587 |
| S2 |
12,523 |
12,523 |
12,709 |
|
| S3 |
12,153 |
12,280 |
12,675 |
|
| S4 |
11,783 |
11,910 |
12,574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,136 |
12,742 |
394 |
3.0% |
197 |
1.5% |
72% |
False |
True |
82,241 |
| 10 |
13,318 |
12,742 |
576 |
4.4% |
179 |
1.4% |
49% |
False |
True |
107,802 |
| 20 |
13,318 |
12,742 |
576 |
4.4% |
147 |
1.1% |
49% |
False |
True |
62,063 |
| 40 |
13,318 |
12,380 |
938 |
7.2% |
144 |
1.1% |
69% |
False |
False |
31,071 |
| 60 |
13,473 |
12,380 |
1,093 |
8.4% |
121 |
0.9% |
59% |
False |
False |
20,716 |
| 80 |
13,486 |
12,380 |
1,106 |
8.5% |
102 |
0.8% |
58% |
False |
False |
15,542 |
| 100 |
13,486 |
12,380 |
1,106 |
8.5% |
86 |
0.7% |
58% |
False |
False |
12,434 |
| 120 |
13,486 |
12,310 |
1,176 |
9.0% |
72 |
0.6% |
61% |
False |
False |
10,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,506 |
|
2.618 |
13,958 |
|
1.618 |
13,622 |
|
1.000 |
13,414 |
|
0.618 |
13,286 |
|
HIGH |
13,078 |
|
0.618 |
12,950 |
|
0.500 |
12,910 |
|
0.382 |
12,870 |
|
LOW |
12,742 |
|
0.618 |
12,534 |
|
1.000 |
12,406 |
|
1.618 |
12,198 |
|
2.618 |
11,862 |
|
4.250 |
11,314 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,988 |
12,988 |
| PP |
12,949 |
12,949 |
| S1 |
12,910 |
12,911 |
|