| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,114.97 |
13,095.08 |
-19.89 |
-0.2% |
13,190.15 |
| High |
13,141.74 |
13,095.46 |
-46.28 |
-0.4% |
13,190.38 |
| Low |
12,964.08 |
12,926.86 |
-37.22 |
-0.3% |
12,926.86 |
| Close |
13,096.31 |
12,938.11 |
-158.20 |
-1.2% |
12,938.11 |
| Range |
177.66 |
168.60 |
-9.06 |
-5.1% |
263.52 |
| ATR |
120.13 |
123.65 |
3.52 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,492.61 |
13,383.96 |
13,030.84 |
|
| R3 |
13,324.01 |
13,215.36 |
12,984.48 |
|
| R2 |
13,155.41 |
13,155.41 |
12,969.02 |
|
| R1 |
13,046.76 |
13,046.76 |
12,953.57 |
13,016.79 |
| PP |
12,986.81 |
12,986.81 |
12,986.81 |
12,971.82 |
| S1 |
12,878.16 |
12,878.16 |
12,922.66 |
12,848.19 |
| S2 |
12,818.21 |
12,818.21 |
12,907.20 |
|
| S3 |
12,649.61 |
12,709.56 |
12,891.75 |
|
| S4 |
12,481.01 |
12,540.96 |
12,845.38 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,809.01 |
13,637.08 |
13,083.05 |
|
| R3 |
13,545.49 |
13,373.56 |
13,010.58 |
|
| R2 |
13,281.97 |
13,281.97 |
12,986.42 |
|
| R1 |
13,110.04 |
13,110.04 |
12,962.27 |
13,064.25 |
| PP |
13,018.45 |
13,018.45 |
13,018.45 |
12,995.55 |
| S1 |
12,846.52 |
12,846.52 |
12,913.95 |
12,800.73 |
| S2 |
12,754.93 |
12,754.93 |
12,889.80 |
|
| S3 |
12,491.41 |
12,583.00 |
12,865.64 |
|
| S4 |
12,227.89 |
12,319.48 |
12,793.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,309.95 |
12,926.86 |
383.09 |
3.0% |
138.70 |
1.1% |
3% |
False |
True |
|
| 10 |
13,365.86 |
12,926.86 |
439.00 |
3.4% |
121.30 |
0.9% |
3% |
False |
True |
|
| 20 |
13,365.86 |
12,923.44 |
442.42 |
3.4% |
110.96 |
0.9% |
3% |
False |
False |
|
| 40 |
13,365.86 |
12,471.49 |
894.37 |
6.9% |
134.25 |
1.0% |
52% |
False |
False |
|
| 60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
128.39 |
1.0% |
39% |
False |
False |
|
| 80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
123.78 |
1.0% |
39% |
False |
False |
|
| 100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
117.89 |
0.9% |
39% |
False |
False |
|
| 120 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
125.03 |
1.0% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,812.01 |
|
2.618 |
13,536.85 |
|
1.618 |
13,368.25 |
|
1.000 |
13,264.06 |
|
0.618 |
13,199.65 |
|
HIGH |
13,095.46 |
|
0.618 |
13,031.05 |
|
0.500 |
13,011.16 |
|
0.382 |
12,991.27 |
|
LOW |
12,926.86 |
|
0.618 |
12,822.67 |
|
1.000 |
12,758.26 |
|
1.618 |
12,654.07 |
|
2.618 |
12,485.47 |
|
4.250 |
12,210.31 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,011.16 |
13,050.87 |
| PP |
12,986.81 |
13,013.28 |
| S1 |
12,962.46 |
12,975.70 |
|