| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
9,560 |
9,560 |
0 |
0.0% |
9,505 |
| High |
9,575 |
9,600 |
25 |
0.3% |
9,575 |
| Low |
9,470 |
9,475 |
5 |
0.1% |
9,390 |
| Close |
9,550 |
9,530 |
-20 |
-0.2% |
9,550 |
| Range |
105 |
125 |
20 |
19.0% |
185 |
| ATR |
132 |
132 |
-1 |
-0.4% |
0 |
| Volume |
7,619 |
20,157 |
12,538 |
164.6% |
35,722 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,910 |
9,845 |
9,599 |
|
| R3 |
9,785 |
9,720 |
9,565 |
|
| R2 |
9,660 |
9,660 |
9,553 |
|
| R1 |
9,595 |
9,595 |
9,542 |
9,565 |
| PP |
9,535 |
9,535 |
9,535 |
9,520 |
| S1 |
9,470 |
9,470 |
9,519 |
9,440 |
| S2 |
9,410 |
9,410 |
9,507 |
|
| S3 |
9,285 |
9,345 |
9,496 |
|
| S4 |
9,160 |
9,220 |
9,461 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,060 |
9,990 |
9,652 |
|
| R3 |
9,875 |
9,805 |
9,601 |
|
| R2 |
9,690 |
9,690 |
9,584 |
|
| R1 |
9,620 |
9,620 |
9,567 |
9,655 |
| PP |
9,505 |
9,505 |
9,505 |
9,523 |
| S1 |
9,435 |
9,435 |
9,533 |
9,470 |
| S2 |
9,320 |
9,320 |
9,516 |
|
| S3 |
9,135 |
9,250 |
9,499 |
|
| S4 |
8,950 |
9,065 |
9,448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,600 |
9,390 |
210 |
2.2% |
104 |
1.1% |
67% |
True |
False |
10,013 |
| 10 |
9,600 |
9,225 |
375 |
3.9% |
119 |
1.2% |
81% |
True |
False |
8,215 |
| 20 |
9,600 |
8,625 |
975 |
10.2% |
133 |
1.4% |
93% |
True |
False |
7,756 |
| 40 |
9,600 |
8,505 |
1,095 |
11.5% |
146 |
1.5% |
94% |
True |
False |
6,576 |
| 60 |
9,600 |
8,505 |
1,095 |
11.5% |
139 |
1.5% |
94% |
True |
False |
5,718 |
| 80 |
9,600 |
8,505 |
1,095 |
11.5% |
128 |
1.3% |
94% |
True |
False |
4,904 |
| 100 |
9,600 |
8,365 |
1,235 |
13.0% |
105 |
1.1% |
94% |
True |
False |
3,924 |
| 120 |
9,600 |
8,365 |
1,235 |
13.0% |
88 |
0.9% |
94% |
True |
False |
3,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,131 |
|
2.618 |
9,927 |
|
1.618 |
9,802 |
|
1.000 |
9,725 |
|
0.618 |
9,677 |
|
HIGH |
9,600 |
|
0.618 |
9,552 |
|
0.500 |
9,538 |
|
0.382 |
9,523 |
|
LOW |
9,475 |
|
0.618 |
9,398 |
|
1.000 |
9,350 |
|
1.618 |
9,273 |
|
2.618 |
9,148 |
|
4.250 |
8,944 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,538 |
9,535 |
| PP |
9,535 |
9,533 |
| S1 |
9,533 |
9,532 |
|