| 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 |
12,978 |
13,088 |
110 |
0.8% |
12,917 |
| High |
13,080 |
13,120 |
40 |
0.3% |
13,080 |
| Low |
12,966 |
13,036 |
70 |
0.5% |
12,831 |
| Close |
13,071 |
13,116 |
45 |
0.3% |
13,071 |
| Range |
114 |
84 |
-30 |
-26.3% |
249 |
| ATR |
125 |
122 |
-3 |
-2.4% |
0 |
| Volume |
1,401 |
2,245 |
844 |
60.2% |
4,664 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,343 |
13,313 |
13,162 |
|
| R3 |
13,259 |
13,229 |
13,139 |
|
| R2 |
13,175 |
13,175 |
13,132 |
|
| R1 |
13,145 |
13,145 |
13,124 |
13,160 |
| PP |
13,091 |
13,091 |
13,091 |
13,098 |
| S1 |
13,061 |
13,061 |
13,108 |
13,076 |
| S2 |
13,007 |
13,007 |
13,101 |
|
| S3 |
12,923 |
12,977 |
13,093 |
|
| S4 |
12,839 |
12,893 |
13,070 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,741 |
13,655 |
13,208 |
|
| R3 |
13,492 |
13,406 |
13,140 |
|
| R2 |
13,243 |
13,243 |
13,117 |
|
| R1 |
13,157 |
13,157 |
13,094 |
13,200 |
| PP |
12,994 |
12,994 |
12,994 |
13,016 |
| S1 |
12,908 |
12,908 |
13,048 |
12,951 |
| S2 |
12,745 |
12,745 |
13,025 |
|
| S3 |
12,496 |
12,659 |
13,003 |
|
| S4 |
12,247 |
12,410 |
12,934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,120 |
12,831 |
289 |
2.2% |
108 |
0.8% |
99% |
True |
False |
1,340 |
| 10 |
13,120 |
12,664 |
456 |
3.5% |
124 |
0.9% |
99% |
True |
False |
772 |
| 20 |
13,120 |
12,380 |
740 |
5.6% |
127 |
1.0% |
99% |
True |
False |
416 |
| 40 |
13,438 |
12,380 |
1,058 |
8.1% |
115 |
0.9% |
70% |
False |
False |
215 |
| 60 |
13,486 |
12,380 |
1,106 |
8.4% |
96 |
0.7% |
67% |
False |
False |
150 |
| 80 |
13,486 |
12,380 |
1,106 |
8.4% |
79 |
0.6% |
67% |
False |
False |
113 |
| 100 |
13,486 |
12,378 |
1,108 |
8.4% |
63 |
0.5% |
67% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,477 |
|
2.618 |
13,340 |
|
1.618 |
13,256 |
|
1.000 |
13,204 |
|
0.618 |
13,172 |
|
HIGH |
13,120 |
|
0.618 |
13,088 |
|
0.500 |
13,078 |
|
0.382 |
13,068 |
|
LOW |
13,036 |
|
0.618 |
12,984 |
|
1.000 |
12,952 |
|
1.618 |
12,900 |
|
2.618 |
12,816 |
|
4.250 |
12,679 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,103 |
13,085 |
| PP |
13,091 |
13,054 |
| S1 |
13,078 |
13,023 |
|