| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,091 |
13,132 |
41 |
0.3% |
13,088 |
| High |
13,154 |
13,193 |
39 |
0.3% |
13,258 |
| Low |
13,054 |
13,079 |
25 |
0.2% |
13,036 |
| Close |
13,087 |
13,184 |
97 |
0.7% |
13,087 |
| Range |
100 |
114 |
14 |
14.0% |
222 |
| ATR |
121 |
121 |
-1 |
-0.4% |
0 |
| Volume |
100,301 |
127,818 |
27,517 |
27.4% |
158,588 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,494 |
13,453 |
13,247 |
|
| R3 |
13,380 |
13,339 |
13,215 |
|
| R2 |
13,266 |
13,266 |
13,205 |
|
| R1 |
13,225 |
13,225 |
13,195 |
13,246 |
| PP |
13,152 |
13,152 |
13,152 |
13,162 |
| S1 |
13,111 |
13,111 |
13,174 |
13,132 |
| S2 |
13,038 |
13,038 |
13,163 |
|
| S3 |
12,924 |
12,997 |
13,153 |
|
| S4 |
12,810 |
12,883 |
13,121 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,793 |
13,662 |
13,209 |
|
| R3 |
13,571 |
13,440 |
13,148 |
|
| R2 |
13,349 |
13,349 |
13,128 |
|
| R1 |
13,218 |
13,218 |
13,107 |
13,173 |
| PP |
13,127 |
13,127 |
13,127 |
13,104 |
| S1 |
12,996 |
12,996 |
13,067 |
12,951 |
| S2 |
12,905 |
12,905 |
13,046 |
|
| S3 |
12,683 |
12,774 |
13,026 |
|
| S4 |
12,461 |
12,552 |
12,965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,258 |
13,054 |
204 |
1.5% |
118 |
0.9% |
64% |
False |
False |
56,832 |
| 10 |
13,258 |
12,831 |
427 |
3.2% |
113 |
0.9% |
83% |
False |
False |
29,086 |
| 20 |
13,258 |
12,512 |
746 |
5.7% |
121 |
0.9% |
90% |
False |
False |
14,616 |
| 40 |
13,258 |
12,380 |
878 |
6.7% |
122 |
0.9% |
92% |
False |
False |
7,318 |
| 60 |
13,480 |
12,380 |
1,100 |
8.3% |
105 |
0.8% |
73% |
False |
False |
4,882 |
| 80 |
13,486 |
12,380 |
1,106 |
8.4% |
85 |
0.6% |
73% |
False |
False |
3,665 |
| 100 |
13,486 |
12,380 |
1,106 |
8.4% |
69 |
0.5% |
73% |
False |
False |
2,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,678 |
|
2.618 |
13,492 |
|
1.618 |
13,378 |
|
1.000 |
13,307 |
|
0.618 |
13,264 |
|
HIGH |
13,193 |
|
0.618 |
13,150 |
|
0.500 |
13,136 |
|
0.382 |
13,123 |
|
LOW |
13,079 |
|
0.618 |
13,009 |
|
1.000 |
12,965 |
|
1.618 |
12,895 |
|
2.618 |
12,781 |
|
4.250 |
12,595 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,168 |
13,166 |
| PP |
13,152 |
13,147 |
| S1 |
13,136 |
13,129 |
|