| 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 |
13,095.08 |
12,938.19 |
-156.89 |
-1.2% |
13,190.15 |
| High |
13,095.46 |
13,109.13 |
13.67 |
0.1% |
13,190.38 |
| Low |
12,926.86 |
12,883.89 |
-42.97 |
-0.3% |
12,926.86 |
| Close |
12,938.11 |
13,104.14 |
166.03 |
1.3% |
12,938.11 |
| Range |
168.60 |
225.24 |
56.64 |
33.6% |
263.52 |
| ATR |
123.65 |
130.91 |
7.26 |
5.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,708.11 |
13,631.36 |
13,228.02 |
|
| R3 |
13,482.87 |
13,406.12 |
13,166.08 |
|
| R2 |
13,257.63 |
13,257.63 |
13,145.43 |
|
| R1 |
13,180.88 |
13,180.88 |
13,124.79 |
13,219.26 |
| PP |
13,032.39 |
13,032.39 |
13,032.39 |
13,051.57 |
| S1 |
12,955.64 |
12,955.64 |
13,083.49 |
12,994.02 |
| S2 |
12,807.15 |
12,807.15 |
13,062.85 |
|
| S3 |
12,581.91 |
12,730.40 |
13,042.20 |
|
| S4 |
12,356.67 |
12,505.16 |
12,980.26 |
|
|
| 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 |
13,190.38 |
12,883.89 |
306.49 |
2.3% |
146.27 |
1.1% |
72% |
False |
True |
|
| 10 |
13,365.86 |
12,883.89 |
481.97 |
3.7% |
136.63 |
1.0% |
46% |
False |
True |
|
| 20 |
13,365.86 |
12,883.89 |
481.97 |
3.7% |
118.97 |
0.9% |
46% |
False |
True |
|
| 40 |
13,365.86 |
12,471.49 |
894.37 |
6.8% |
135.52 |
1.0% |
71% |
False |
False |
|
| 60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
130.52 |
1.0% |
53% |
False |
False |
|
| 80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
125.63 |
1.0% |
53% |
False |
False |
|
| 100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
119.17 |
0.9% |
53% |
False |
False |
|
| 120 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
125.05 |
1.0% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,066.40 |
|
2.618 |
13,698.81 |
|
1.618 |
13,473.57 |
|
1.000 |
13,334.37 |
|
0.618 |
13,248.33 |
|
HIGH |
13,109.13 |
|
0.618 |
13,023.09 |
|
0.500 |
12,996.51 |
|
0.382 |
12,969.93 |
|
LOW |
12,883.89 |
|
0.618 |
12,744.69 |
|
1.000 |
12,658.65 |
|
1.618 |
12,519.45 |
|
2.618 |
12,294.21 |
|
4.250 |
11,926.62 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,068.26 |
13,073.70 |
| PP |
13,032.39 |
13,043.26 |
| S1 |
12,996.51 |
13,012.82 |
|