| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
9,590 |
9,725 |
135 |
1.4% |
9,505 |
| High |
9,725 |
9,795 |
70 |
0.7% |
9,575 |
| Low |
9,575 |
9,665 |
90 |
0.9% |
9,390 |
| Close |
9,670 |
9,755 |
85 |
0.9% |
9,550 |
| Range |
150 |
130 |
-20 |
-13.3% |
185 |
| ATR |
131 |
131 |
0 |
0.0% |
0 |
| Volume |
20,598 |
4,877 |
-15,721 |
-76.3% |
35,722 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,128 |
10,072 |
9,827 |
|
| R3 |
9,998 |
9,942 |
9,791 |
|
| R2 |
9,868 |
9,868 |
9,779 |
|
| R1 |
9,812 |
9,812 |
9,767 |
9,840 |
| PP |
9,738 |
9,738 |
9,738 |
9,753 |
| S1 |
9,682 |
9,682 |
9,743 |
9,710 |
| S2 |
9,608 |
9,608 |
9,731 |
|
| S3 |
9,478 |
9,552 |
9,719 |
|
| S4 |
9,348 |
9,422 |
9,684 |
|
|
| 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 |
9,795 |
9,470 |
325 |
3.3% |
122 |
1.3% |
88% |
True |
False |
15,484 |
| 10 |
9,795 |
9,390 |
405 |
4.2% |
114 |
1.2% |
90% |
True |
False |
11,388 |
| 20 |
9,795 |
8,670 |
1,125 |
11.5% |
137 |
1.4% |
96% |
True |
False |
9,450 |
| 40 |
9,795 |
8,625 |
1,170 |
12.0% |
144 |
1.5% |
97% |
True |
False |
7,252 |
| 60 |
9,795 |
8,505 |
1,290 |
13.2% |
139 |
1.4% |
97% |
True |
False |
6,302 |
| 80 |
9,795 |
8,505 |
1,290 |
13.2% |
132 |
1.4% |
97% |
True |
False |
5,525 |
| 100 |
9,795 |
8,365 |
1,430 |
14.7% |
109 |
1.1% |
97% |
True |
False |
4,421 |
| 120 |
9,795 |
8,365 |
1,430 |
14.7% |
91 |
0.9% |
97% |
True |
False |
3,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,348 |
|
2.618 |
10,135 |
|
1.618 |
10,005 |
|
1.000 |
9,925 |
|
0.618 |
9,875 |
|
HIGH |
9,795 |
|
0.618 |
9,745 |
|
0.500 |
9,730 |
|
0.382 |
9,715 |
|
LOW |
9,665 |
|
0.618 |
9,585 |
|
1.000 |
9,535 |
|
1.618 |
9,455 |
|
2.618 |
9,325 |
|
4.250 |
9,113 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,747 |
9,719 |
| PP |
9,738 |
9,683 |
| S1 |
9,730 |
9,648 |
|