| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
13,050 |
13,022 |
-28 |
-0.2% |
13,133 |
| High |
13,079 |
13,052 |
-27 |
-0.2% |
13,136 |
| Low |
12,894 |
12,766 |
-128 |
-1.0% |
12,766 |
| Close |
13,003 |
12,777 |
-226 |
-1.7% |
12,777 |
| Range |
185 |
286 |
101 |
54.6% |
370 |
| ATR |
133 |
144 |
11 |
8.3% |
0 |
| Volume |
126,509 |
94,521 |
-31,988 |
-25.3% |
281,256 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,723 |
13,536 |
12,934 |
|
| R3 |
13,437 |
13,250 |
12,856 |
|
| R2 |
13,151 |
13,151 |
12,830 |
|
| R1 |
12,964 |
12,964 |
12,803 |
12,915 |
| PP |
12,865 |
12,865 |
12,865 |
12,840 |
| S1 |
12,678 |
12,678 |
12,751 |
12,629 |
| S2 |
12,579 |
12,579 |
12,725 |
|
| S3 |
12,293 |
12,392 |
12,698 |
|
| S4 |
12,007 |
12,106 |
12,620 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,003 |
13,760 |
12,981 |
|
| R3 |
13,633 |
13,390 |
12,879 |
|
| R2 |
13,263 |
13,263 |
12,845 |
|
| R1 |
13,020 |
13,020 |
12,811 |
12,957 |
| PP |
12,893 |
12,893 |
12,893 |
12,861 |
| S1 |
12,650 |
12,650 |
12,743 |
12,587 |
| S2 |
12,523 |
12,523 |
12,709 |
|
| S3 |
12,153 |
12,280 |
12,675 |
|
| S4 |
11,783 |
11,910 |
12,574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,267 |
12,766 |
501 |
3.9% |
190 |
1.5% |
2% |
False |
True |
84,081 |
| 10 |
13,318 |
12,766 |
552 |
4.3% |
155 |
1.2% |
2% |
False |
True |
104,836 |
| 20 |
13,318 |
12,766 |
552 |
4.3% |
135 |
1.1% |
2% |
False |
True |
55,575 |
| 40 |
13,318 |
12,380 |
938 |
7.3% |
140 |
1.1% |
42% |
False |
False |
27,823 |
| 60 |
13,473 |
12,380 |
1,093 |
8.6% |
117 |
0.9% |
36% |
False |
False |
18,551 |
| 80 |
13,486 |
12,380 |
1,106 |
8.7% |
100 |
0.8% |
36% |
False |
False |
13,918 |
| 100 |
13,486 |
12,380 |
1,106 |
8.7% |
83 |
0.6% |
36% |
False |
False |
11,135 |
| 120 |
13,486 |
12,310 |
1,176 |
9.2% |
69 |
0.5% |
40% |
False |
False |
9,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,268 |
|
2.618 |
13,801 |
|
1.618 |
13,515 |
|
1.000 |
13,338 |
|
0.618 |
13,229 |
|
HIGH |
13,052 |
|
0.618 |
12,943 |
|
0.500 |
12,909 |
|
0.382 |
12,875 |
|
LOW |
12,766 |
|
0.618 |
12,589 |
|
1.000 |
12,480 |
|
1.618 |
12,303 |
|
2.618 |
12,017 |
|
4.250 |
11,551 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,909 |
12,939 |
| PP |
12,865 |
12,885 |
| S1 |
12,821 |
12,831 |
|