| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,710.1 |
1,707.2 |
-2.9 |
-0.2% |
1,714.9 |
| High |
1,722.3 |
1,707.2 |
-15.1 |
-0.9% |
1,721.9 |
| Low |
1,708.0 |
1,689.9 |
-18.1 |
-1.1% |
1,684.0 |
| Close |
1,716.6 |
1,695.6 |
-21.0 |
-1.2% |
1,704.0 |
| Range |
14.3 |
17.3 |
3.0 |
21.0% |
37.9 |
| ATR |
17.7 |
18.4 |
0.6 |
3.6% |
0.0 |
| Volume |
195 |
240 |
45 |
23.1% |
4,622 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,749.5 |
1,739.8 |
1,705.1 |
|
| R3 |
1,732.2 |
1,722.5 |
1,700.4 |
|
| R2 |
1,714.9 |
1,714.9 |
1,698.8 |
|
| R1 |
1,705.2 |
1,705.2 |
1,697.2 |
1,701.4 |
| PP |
1,697.6 |
1,697.6 |
1,697.6 |
1,695.7 |
| S1 |
1,687.9 |
1,687.9 |
1,694.0 |
1,684.1 |
| S2 |
1,680.3 |
1,680.3 |
1,692.4 |
|
| S3 |
1,663.0 |
1,670.6 |
1,690.8 |
|
| S4 |
1,645.7 |
1,653.3 |
1,686.1 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.0 |
1,798.4 |
1,724.8 |
|
| R3 |
1,779.1 |
1,760.5 |
1,714.4 |
|
| R2 |
1,741.2 |
1,741.2 |
1,710.9 |
|
| R1 |
1,722.6 |
1,722.6 |
1,707.5 |
1,713.0 |
| PP |
1,703.3 |
1,703.3 |
1,703.3 |
1,698.5 |
| S1 |
1,684.7 |
1,684.7 |
1,700.5 |
1,675.1 |
| S2 |
1,665.4 |
1,665.4 |
1,697.1 |
|
| S3 |
1,627.5 |
1,646.8 |
1,693.6 |
|
| S4 |
1,589.6 |
1,608.9 |
1,683.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,722.3 |
1,684.0 |
38.3 |
2.3% |
14.6 |
0.9% |
30% |
False |
False |
156 |
| 10 |
1,731.2 |
1,684.0 |
47.2 |
2.8% |
16.5 |
1.0% |
25% |
False |
False |
892 |
| 20 |
1,755.0 |
1,684.0 |
71.0 |
4.2% |
17.2 |
1.0% |
16% |
False |
False |
79,134 |
| 40 |
1,755.0 |
1,672.5 |
82.5 |
4.9% |
18.4 |
1.1% |
28% |
False |
False |
109,465 |
| 60 |
1,798.1 |
1,672.5 |
125.6 |
7.4% |
18.5 |
1.1% |
18% |
False |
False |
121,920 |
| 80 |
1,798.1 |
1,636.3 |
161.8 |
9.5% |
19.5 |
1.1% |
37% |
False |
False |
127,443 |
| 100 |
1,798.1 |
1,582.6 |
215.5 |
12.7% |
19.4 |
1.1% |
52% |
False |
False |
120,466 |
| 120 |
1,798.1 |
1,552.0 |
246.1 |
14.5% |
20.1 |
1.2% |
58% |
False |
False |
102,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,780.7 |
|
2.618 |
1,752.5 |
|
1.618 |
1,735.2 |
|
1.000 |
1,724.5 |
|
0.618 |
1,717.9 |
|
HIGH |
1,707.2 |
|
0.618 |
1,700.6 |
|
0.500 |
1,698.6 |
|
0.382 |
1,696.5 |
|
LOW |
1,689.9 |
|
0.618 |
1,679.2 |
|
1.000 |
1,672.6 |
|
1.618 |
1,661.9 |
|
2.618 |
1,644.6 |
|
4.250 |
1,616.4 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,698.6 |
1,706.1 |
| PP |
1,697.6 |
1,702.6 |
| S1 |
1,696.6 |
1,699.1 |
|