| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,189 |
13,276 |
87 |
0.7% |
13,088 |
| High |
13,307 |
13,318 |
11 |
0.1% |
13,258 |
| Low |
13,170 |
13,181 |
11 |
0.1% |
13,036 |
| Close |
13,276 |
13,219 |
-57 |
-0.4% |
13,087 |
| Range |
137 |
137 |
0 |
0.0% |
222 |
| ATR |
122 |
123 |
1 |
0.9% |
0 |
| Volume |
143,962 |
130,264 |
-13,698 |
-9.5% |
158,588 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,650 |
13,572 |
13,294 |
|
| R3 |
13,513 |
13,435 |
13,257 |
|
| R2 |
13,376 |
13,376 |
13,244 |
|
| R1 |
13,298 |
13,298 |
13,232 |
13,269 |
| PP |
13,239 |
13,239 |
13,239 |
13,225 |
| S1 |
13,161 |
13,161 |
13,207 |
13,132 |
| S2 |
13,102 |
13,102 |
13,194 |
|
| S3 |
12,965 |
13,024 |
13,181 |
|
| S4 |
12,828 |
12,887 |
13,144 |
|
|
| 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 |
13,318 |
13,054 |
264 |
2.0% |
122 |
0.9% |
63% |
True |
False |
107,562 |
| 10 |
13,318 |
12,925 |
393 |
3.0% |
114 |
0.9% |
75% |
True |
False |
56,362 |
| 20 |
13,318 |
12,623 |
695 |
5.3% |
123 |
0.9% |
86% |
True |
False |
28,320 |
| 40 |
13,318 |
12,380 |
938 |
7.1% |
123 |
0.9% |
89% |
True |
False |
14,173 |
| 60 |
13,473 |
12,380 |
1,093 |
8.3% |
106 |
0.8% |
77% |
False |
False |
9,453 |
| 80 |
13,486 |
12,380 |
1,106 |
8.4% |
89 |
0.7% |
76% |
False |
False |
7,093 |
| 100 |
13,486 |
12,380 |
1,106 |
8.4% |
72 |
0.5% |
76% |
False |
False |
5,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,900 |
|
2.618 |
13,677 |
|
1.618 |
13,540 |
|
1.000 |
13,455 |
|
0.618 |
13,403 |
|
HIGH |
13,318 |
|
0.618 |
13,266 |
|
0.500 |
13,250 |
|
0.382 |
13,233 |
|
LOW |
13,181 |
|
0.618 |
13,096 |
|
1.000 |
13,044 |
|
1.618 |
12,959 |
|
2.618 |
12,822 |
|
4.250 |
12,599 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,250 |
13,212 |
| PP |
13,239 |
13,205 |
| S1 |
13,229 |
13,199 |
|