| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,603.0 |
2,600.0 |
-3.0 |
-0.1% |
2,583.0 |
| High |
2,604.0 |
2,628.0 |
24.0 |
0.9% |
2,619.0 |
| Low |
2,564.0 |
2,592.0 |
28.0 |
1.1% |
2,573.0 |
| Close |
2,594.0 |
2,623.0 |
29.0 |
1.1% |
2,598.0 |
| Range |
40.0 |
36.0 |
-4.0 |
-10.0% |
46.0 |
| ATR |
36.9 |
36.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
960,363 |
735,947 |
-224,416 |
-23.4% |
4,456,713 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.3 |
2,708.7 |
2,642.8 |
|
| R3 |
2,686.3 |
2,672.7 |
2,632.9 |
|
| R2 |
2,650.3 |
2,650.3 |
2,629.6 |
|
| R1 |
2,636.7 |
2,636.7 |
2,626.3 |
2,643.5 |
| PP |
2,614.3 |
2,614.3 |
2,614.3 |
2,617.8 |
| S1 |
2,600.7 |
2,600.7 |
2,619.7 |
2,607.5 |
| S2 |
2,578.3 |
2,578.3 |
2,616.4 |
|
| S3 |
2,542.3 |
2,564.7 |
2,613.1 |
|
| S4 |
2,506.3 |
2,528.7 |
2,603.2 |
|
|
| 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 |
2,628.0 |
2,564.0 |
64.0 |
2.4% |
33.6 |
1.3% |
92% |
True |
False |
902,004 |
| 10 |
2,628.0 |
2,519.0 |
109.0 |
4.2% |
31.6 |
1.2% |
95% |
True |
False |
884,362 |
| 20 |
2,628.0 |
2,423.0 |
205.0 |
7.8% |
35.2 |
1.3% |
98% |
True |
False |
858,060 |
| 40 |
2,628.0 |
2,423.0 |
205.0 |
7.8% |
38.5 |
1.5% |
98% |
True |
False |
879,032 |
| 60 |
2,628.0 |
2,423.0 |
205.0 |
7.8% |
39.0 |
1.5% |
98% |
True |
False |
915,075 |
| 80 |
2,628.0 |
2,385.0 |
243.0 |
9.3% |
38.8 |
1.5% |
98% |
True |
False |
721,263 |
| 100 |
2,628.0 |
2,115.0 |
513.0 |
19.6% |
41.3 |
1.6% |
99% |
True |
False |
578,501 |
| 120 |
2,628.0 |
2,100.0 |
528.0 |
20.1% |
40.9 |
1.6% |
99% |
True |
False |
483,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,781.0 |
|
2.618 |
2,722.2 |
|
1.618 |
2,686.2 |
|
1.000 |
2,664.0 |
|
0.618 |
2,650.2 |
|
HIGH |
2,628.0 |
|
0.618 |
2,614.2 |
|
0.500 |
2,610.0 |
|
0.382 |
2,605.8 |
|
LOW |
2,592.0 |
|
0.618 |
2,569.8 |
|
1.000 |
2,556.0 |
|
1.618 |
2,533.8 |
|
2.618 |
2,497.8 |
|
4.250 |
2,439.0 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.7 |
2,614.0 |
| PP |
2,614.3 |
2,605.0 |
| S1 |
2,610.0 |
2,596.0 |
|