| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,309.95 |
13,190.15 |
-119.80 |
-0.9% |
13,135.17 |
| High |
13,309.95 |
13,190.38 |
-119.57 |
-0.9% |
13,365.86 |
| Low |
13,122.53 |
13,128.55 |
6.02 |
0.0% |
13,122.53 |
| Close |
13,190.84 |
13,139.08 |
-51.76 |
-0.4% |
13,190.84 |
| Range |
187.42 |
61.83 |
-125.59 |
-67.0% |
243.33 |
| ATR |
121.28 |
117.07 |
-4.21 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,338.16 |
13,300.45 |
13,173.09 |
|
| R3 |
13,276.33 |
13,238.62 |
13,156.08 |
|
| R2 |
13,214.50 |
13,214.50 |
13,150.42 |
|
| R1 |
13,176.79 |
13,176.79 |
13,144.75 |
13,164.73 |
| PP |
13,152.67 |
13,152.67 |
13,152.67 |
13,146.64 |
| S1 |
13,114.96 |
13,114.96 |
13,133.41 |
13,102.90 |
| S2 |
13,090.84 |
13,090.84 |
13,127.74 |
|
| S3 |
13,029.01 |
13,053.13 |
13,122.08 |
|
| S4 |
12,967.18 |
12,991.30 |
13,105.07 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,956.40 |
13,816.95 |
13,324.67 |
|
| R3 |
13,713.07 |
13,573.62 |
13,257.76 |
|
| R2 |
13,469.74 |
13,469.74 |
13,235.45 |
|
| R1 |
13,330.29 |
13,330.29 |
13,213.15 |
13,400.02 |
| PP |
13,226.41 |
13,226.41 |
13,226.41 |
13,261.27 |
| S1 |
13,086.96 |
13,086.96 |
13,168.53 |
13,156.69 |
| S2 |
12,983.08 |
12,983.08 |
13,146.23 |
|
| S3 |
12,739.75 |
12,843.63 |
13,123.92 |
|
| S4 |
12,496.42 |
12,600.30 |
13,057.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,365.86 |
13,122.53 |
243.33 |
1.9% |
117.42 |
0.9% |
7% |
False |
False |
|
| 10 |
13,365.86 |
13,118.46 |
247.40 |
1.9% |
112.42 |
0.9% |
8% |
False |
False |
|
| 20 |
13,365.86 |
12,765.32 |
600.54 |
4.6% |
110.57 |
0.8% |
62% |
False |
False |
|
| 40 |
13,365.86 |
12,471.49 |
894.37 |
6.8% |
129.36 |
1.0% |
75% |
False |
False |
|
| 60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
128.04 |
1.0% |
56% |
False |
False |
|
| 80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
123.06 |
0.9% |
56% |
False |
False |
|
| 100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
118.72 |
0.9% |
56% |
False |
False |
|
| 120 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
124.50 |
0.9% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,453.16 |
|
2.618 |
13,352.25 |
|
1.618 |
13,290.42 |
|
1.000 |
13,252.21 |
|
0.618 |
13,228.59 |
|
HIGH |
13,190.38 |
|
0.618 |
13,166.76 |
|
0.500 |
13,159.47 |
|
0.382 |
13,152.17 |
|
LOW |
13,128.55 |
|
0.618 |
13,090.34 |
|
1.000 |
13,066.72 |
|
1.618 |
13,028.51 |
|
2.618 |
12,966.68 |
|
4.250 |
12,865.77 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,159.47 |
13,218.59 |
| PP |
13,152.67 |
13,192.08 |
| S1 |
13,145.88 |
13,165.58 |
|