| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,184 |
13,261 |
77 |
0.6% |
13,132 |
| High |
13,270 |
13,267 |
-3 |
0.0% |
13,318 |
| Low |
13,160 |
12,963 |
-197 |
-1.5% |
12,963 |
| Close |
13,267 |
13,136 |
-131 |
-1.0% |
13,136 |
| Range |
110 |
304 |
194 |
176.4% |
355 |
| ATR |
122 |
135 |
13 |
10.7% |
0 |
| Volume |
125,615 |
139,153 |
13,538 |
10.8% |
666,812 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,034 |
13,889 |
13,303 |
|
| R3 |
13,730 |
13,585 |
13,220 |
|
| R2 |
13,426 |
13,426 |
13,192 |
|
| R1 |
13,281 |
13,281 |
13,164 |
13,202 |
| PP |
13,122 |
13,122 |
13,122 |
13,082 |
| S1 |
12,977 |
12,977 |
13,108 |
12,898 |
| S2 |
12,818 |
12,818 |
13,080 |
|
| S3 |
12,514 |
12,673 |
13,053 |
|
| S4 |
12,210 |
12,369 |
12,969 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,204 |
14,025 |
13,331 |
|
| R3 |
13,849 |
13,670 |
13,234 |
|
| R2 |
13,494 |
13,494 |
13,201 |
|
| R1 |
13,315 |
13,315 |
13,169 |
13,405 |
| PP |
13,139 |
13,139 |
13,139 |
13,184 |
| S1 |
12,960 |
12,960 |
13,104 |
13,050 |
| S2 |
12,784 |
12,784 |
13,071 |
|
| S3 |
12,429 |
12,605 |
13,039 |
|
| S4 |
12,074 |
12,250 |
12,941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,318 |
12,963 |
355 |
2.7% |
161 |
1.2% |
49% |
False |
True |
133,362 |
| 10 |
13,318 |
12,963 |
355 |
2.7% |
136 |
1.0% |
49% |
False |
True |
82,540 |
| 20 |
13,318 |
12,664 |
654 |
5.0% |
129 |
1.0% |
72% |
False |
False |
41,547 |
| 40 |
13,318 |
12,380 |
938 |
7.1% |
129 |
1.0% |
81% |
False |
False |
20,792 |
| 60 |
13,473 |
12,380 |
1,093 |
8.3% |
112 |
0.8% |
69% |
False |
False |
13,865 |
| 80 |
13,486 |
12,380 |
1,106 |
8.4% |
94 |
0.7% |
68% |
False |
False |
10,402 |
| 100 |
13,486 |
12,380 |
1,106 |
8.4% |
76 |
0.6% |
68% |
False |
False |
8,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,559 |
|
2.618 |
14,063 |
|
1.618 |
13,759 |
|
1.000 |
13,571 |
|
0.618 |
13,455 |
|
HIGH |
13,267 |
|
0.618 |
13,151 |
|
0.500 |
13,115 |
|
0.382 |
13,079 |
|
LOW |
12,963 |
|
0.618 |
12,775 |
|
1.000 |
12,659 |
|
1.618 |
12,471 |
|
2.618 |
12,167 |
|
4.250 |
11,671 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,129 |
13,141 |
| PP |
13,122 |
13,139 |
| S1 |
13,115 |
13,138 |
|