| 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 |
13,170.34 |
13,250.05 |
79.71 |
0.6% |
13,027.73 |
| High |
13,306.57 |
13,329.44 |
22.87 |
0.2% |
13,157.28 |
| Low |
13,170.34 |
13,227.44 |
57.10 |
0.4% |
12,923.44 |
| Close |
13,248.44 |
13,245.45 |
-2.99 |
0.0% |
13,155.13 |
| Range |
136.23 |
102.00 |
-34.23 |
-25.1% |
233.84 |
| ATR |
123.03 |
121.52 |
-1.50 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,573.44 |
13,511.45 |
13,301.55 |
|
| R3 |
13,471.44 |
13,409.45 |
13,273.50 |
|
| R2 |
13,369.44 |
13,369.44 |
13,264.15 |
|
| R1 |
13,307.45 |
13,307.45 |
13,254.80 |
13,287.45 |
| PP |
13,267.44 |
13,267.44 |
13,267.44 |
13,257.44 |
| S1 |
13,205.45 |
13,205.45 |
13,236.10 |
13,185.45 |
| S2 |
13,165.44 |
13,165.44 |
13,226.75 |
|
| S3 |
13,063.44 |
13,103.45 |
13,217.40 |
|
| S4 |
12,961.44 |
13,001.45 |
13,189.35 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,780.14 |
13,701.47 |
13,283.74 |
|
| R3 |
13,546.30 |
13,467.63 |
13,219.44 |
|
| R2 |
13,312.46 |
13,312.46 |
13,198.00 |
|
| R1 |
13,233.79 |
13,233.79 |
13,176.57 |
13,273.13 |
| PP |
13,078.62 |
13,078.62 |
13,078.62 |
13,098.28 |
| S1 |
12,999.95 |
12,999.95 |
13,133.69 |
13,039.29 |
| S2 |
12,844.78 |
12,844.78 |
13,112.26 |
|
| S3 |
12,610.94 |
12,766.11 |
13,090.82 |
|
| S4 |
12,377.10 |
12,532.27 |
13,026.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,329.44 |
13,007.84 |
321.60 |
2.4% |
89.59 |
0.7% |
74% |
True |
False |
|
| 10 |
13,329.44 |
12,923.44 |
406.00 |
3.1% |
98.97 |
0.7% |
79% |
True |
False |
|
| 20 |
13,329.44 |
12,471.49 |
857.95 |
6.5% |
123.86 |
0.9% |
90% |
True |
False |
|
| 40 |
13,588.73 |
12,471.49 |
1,117.24 |
8.4% |
135.90 |
1.0% |
69% |
False |
False |
|
| 60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
125.46 |
0.9% |
65% |
False |
False |
|
| 80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
121.22 |
0.9% |
65% |
False |
False |
|
| 100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
123.11 |
0.9% |
65% |
False |
False |
|
| 120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.1% |
126.95 |
1.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,762.94 |
|
2.618 |
13,596.48 |
|
1.618 |
13,494.48 |
|
1.000 |
13,431.44 |
|
0.618 |
13,392.48 |
|
HIGH |
13,329.44 |
|
0.618 |
13,290.48 |
|
0.500 |
13,278.44 |
|
0.382 |
13,266.40 |
|
LOW |
13,227.44 |
|
0.618 |
13,164.40 |
|
1.000 |
13,125.44 |
|
1.618 |
13,062.40 |
|
2.618 |
12,960.40 |
|
4.250 |
12,793.94 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,278.44 |
13,241.72 |
| PP |
13,267.44 |
13,237.99 |
| S1 |
13,256.45 |
13,234.26 |
|