| 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 |
2,628.0 |
2,627.0 |
-1.0 |
0.0% |
2,583.0 |
| High |
2,644.0 |
2,638.0 |
-6.0 |
-0.2% |
2,619.0 |
| Low |
2,618.0 |
2,614.0 |
-4.0 |
-0.2% |
2,573.0 |
| Close |
2,629.0 |
2,621.0 |
-8.0 |
-0.3% |
2,598.0 |
| Range |
26.0 |
24.0 |
-2.0 |
-7.7% |
46.0 |
| ATR |
36.1 |
35.2 |
-0.9 |
-2.4% |
0.0 |
| Volume |
1,024,437 |
736,218 |
-288,219 |
-28.1% |
4,456,713 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.3 |
2,682.7 |
2,634.2 |
|
| R3 |
2,672.3 |
2,658.7 |
2,627.6 |
|
| R2 |
2,648.3 |
2,648.3 |
2,625.4 |
|
| R1 |
2,634.7 |
2,634.7 |
2,623.2 |
2,629.5 |
| PP |
2,624.3 |
2,624.3 |
2,624.3 |
2,621.8 |
| S1 |
2,610.7 |
2,610.7 |
2,618.8 |
2,605.5 |
| S2 |
2,600.3 |
2,600.3 |
2,616.6 |
|
| S3 |
2,576.3 |
2,586.7 |
2,614.4 |
|
| S4 |
2,552.3 |
2,562.7 |
2,607.8 |
|
|
| 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 |
2,644.0 |
2,564.0 |
80.0 |
3.1% |
30.6 |
1.2% |
71% |
False |
False |
863,875 |
| 10 |
2,644.0 |
2,564.0 |
80.0 |
3.1% |
29.8 |
1.1% |
71% |
False |
False |
874,250 |
| 20 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
32.4 |
1.2% |
90% |
False |
False |
850,512 |
| 40 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
37.6 |
1.4% |
90% |
False |
False |
870,627 |
| 60 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
38.6 |
1.5% |
90% |
False |
False |
910,551 |
| 80 |
2,644.0 |
2,385.0 |
259.0 |
9.9% |
38.6 |
1.5% |
91% |
False |
False |
743,180 |
| 100 |
2,644.0 |
2,125.0 |
519.0 |
19.8% |
40.7 |
1.6% |
96% |
False |
False |
596,089 |
| 120 |
2,644.0 |
2,111.0 |
533.0 |
20.3% |
40.4 |
1.5% |
96% |
False |
False |
497,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.0 |
|
2.618 |
2,700.8 |
|
1.618 |
2,676.8 |
|
1.000 |
2,662.0 |
|
0.618 |
2,652.8 |
|
HIGH |
2,638.0 |
|
0.618 |
2,628.8 |
|
0.500 |
2,626.0 |
|
0.382 |
2,623.2 |
|
LOW |
2,614.0 |
|
0.618 |
2,599.2 |
|
1.000 |
2,590.0 |
|
1.618 |
2,575.2 |
|
2.618 |
2,551.2 |
|
4.250 |
2,512.0 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,626.0 |
2,620.0 |
| PP |
2,624.3 |
2,619.0 |
| S1 |
2,622.7 |
2,618.0 |
|