| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,613.0 |
2,603.0 |
-10.0 |
-0.4% |
2,583.0 |
| High |
2,616.0 |
2,604.0 |
-12.0 |
-0.5% |
2,619.0 |
| Low |
2,589.0 |
2,564.0 |
-25.0 |
-1.0% |
2,573.0 |
| Close |
2,598.0 |
2,594.0 |
-4.0 |
-0.2% |
2,598.0 |
| Range |
27.0 |
40.0 |
13.0 |
48.1% |
46.0 |
| ATR |
36.7 |
36.9 |
0.2 |
0.7% |
0.0 |
| Volume |
862,414 |
960,363 |
97,949 |
11.4% |
4,456,713 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.3 |
2,690.7 |
2,616.0 |
|
| R3 |
2,667.3 |
2,650.7 |
2,605.0 |
|
| R2 |
2,627.3 |
2,627.3 |
2,601.3 |
|
| R1 |
2,610.7 |
2,610.7 |
2,597.7 |
2,599.0 |
| PP |
2,587.3 |
2,587.3 |
2,587.3 |
2,581.5 |
| S1 |
2,570.7 |
2,570.7 |
2,590.3 |
2,559.0 |
| S2 |
2,547.3 |
2,547.3 |
2,586.7 |
|
| S3 |
2,507.3 |
2,530.7 |
2,583.0 |
|
| S4 |
2,467.3 |
2,490.7 |
2,572.0 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.7 |
2,712.3 |
2,623.3 |
|
| R3 |
2,688.7 |
2,666.3 |
2,610.7 |
|
| R2 |
2,642.7 |
2,642.7 |
2,606.4 |
|
| R1 |
2,620.3 |
2,620.3 |
2,602.2 |
2,631.5 |
| PP |
2,596.7 |
2,596.7 |
2,596.7 |
2,602.3 |
| S1 |
2,574.3 |
2,574.3 |
2,593.8 |
2,585.5 |
| S2 |
2,550.7 |
2,550.7 |
2,589.6 |
|
| S3 |
2,504.7 |
2,528.3 |
2,585.4 |
|
| S4 |
2,458.7 |
2,482.3 |
2,572.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,619.0 |
2,564.0 |
55.0 |
2.1% |
31.8 |
1.2% |
55% |
False |
True |
942,847 |
| 10 |
2,619.0 |
2,519.0 |
100.0 |
3.9% |
31.1 |
1.2% |
75% |
False |
False |
906,242 |
| 20 |
2,619.0 |
2,423.0 |
196.0 |
7.6% |
34.5 |
1.3% |
87% |
False |
False |
875,332 |
| 40 |
2,619.0 |
2,423.0 |
196.0 |
7.6% |
38.6 |
1.5% |
87% |
False |
False |
891,132 |
| 60 |
2,619.0 |
2,423.0 |
196.0 |
7.6% |
38.6 |
1.5% |
87% |
False |
False |
921,821 |
| 80 |
2,619.0 |
2,385.0 |
234.0 |
9.0% |
38.6 |
1.5% |
89% |
False |
False |
712,221 |
| 100 |
2,619.0 |
2,115.0 |
504.0 |
19.4% |
41.6 |
1.6% |
95% |
False |
False |
571,149 |
| 120 |
2,619.0 |
2,100.0 |
519.0 |
20.0% |
40.8 |
1.6% |
95% |
False |
False |
477,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,774.0 |
|
2.618 |
2,708.7 |
|
1.618 |
2,668.7 |
|
1.000 |
2,644.0 |
|
0.618 |
2,628.7 |
|
HIGH |
2,604.0 |
|
0.618 |
2,588.7 |
|
0.500 |
2,584.0 |
|
0.382 |
2,579.3 |
|
LOW |
2,564.0 |
|
0.618 |
2,539.3 |
|
1.000 |
2,524.0 |
|
1.618 |
2,499.3 |
|
2.618 |
2,459.3 |
|
4.250 |
2,394.0 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,590.7 |
2,593.2 |
| PP |
2,587.3 |
2,592.3 |
| S1 |
2,584.0 |
2,591.5 |
|