| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,276 |
13,184 |
-92 |
-0.7% |
13,088 |
| High |
13,318 |
13,270 |
-48 |
-0.4% |
13,258 |
| Low |
13,181 |
13,160 |
-21 |
-0.2% |
13,036 |
| Close |
13,219 |
13,267 |
48 |
0.4% |
13,087 |
| Range |
137 |
110 |
-27 |
-19.7% |
222 |
| ATR |
123 |
122 |
-1 |
-0.7% |
0 |
| Volume |
130,264 |
125,615 |
-4,649 |
-3.6% |
158,588 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,562 |
13,525 |
13,328 |
|
| R3 |
13,452 |
13,415 |
13,297 |
|
| R2 |
13,342 |
13,342 |
13,287 |
|
| R1 |
13,305 |
13,305 |
13,277 |
13,324 |
| PP |
13,232 |
13,232 |
13,232 |
13,242 |
| S1 |
13,195 |
13,195 |
13,257 |
13,214 |
| S2 |
13,122 |
13,122 |
13,247 |
|
| S3 |
13,012 |
13,085 |
13,237 |
|
| S4 |
12,902 |
12,975 |
13,207 |
|
|
| 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% |
120 |
0.9% |
81% |
False |
False |
125,592 |
| 10 |
13,318 |
12,966 |
352 |
2.7% |
117 |
0.9% |
86% |
False |
False |
68,764 |
| 20 |
13,318 |
12,664 |
654 |
4.9% |
122 |
0.9% |
92% |
False |
False |
34,593 |
| 40 |
13,318 |
12,380 |
938 |
7.1% |
124 |
0.9% |
95% |
False |
False |
17,313 |
| 60 |
13,473 |
12,380 |
1,093 |
8.2% |
108 |
0.8% |
81% |
False |
False |
11,546 |
| 80 |
13,486 |
12,380 |
1,106 |
8.3% |
90 |
0.7% |
80% |
False |
False |
8,663 |
| 100 |
13,486 |
12,380 |
1,106 |
8.3% |
73 |
0.5% |
80% |
False |
False |
6,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,738 |
|
2.618 |
13,558 |
|
1.618 |
13,448 |
|
1.000 |
13,380 |
|
0.618 |
13,338 |
|
HIGH |
13,270 |
|
0.618 |
13,228 |
|
0.500 |
13,215 |
|
0.382 |
13,202 |
|
LOW |
13,160 |
|
0.618 |
13,092 |
|
1.000 |
13,050 |
|
1.618 |
12,982 |
|
2.618 |
12,872 |
|
4.250 |
12,693 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,250 |
13,258 |
| PP |
13,232 |
13,248 |
| S1 |
13,215 |
13,239 |
|