| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,627.0 |
2,624.0 |
-3.0 |
-0.1% |
2,603.0 |
| High |
2,638.0 |
2,635.0 |
-3.0 |
-0.1% |
2,644.0 |
| Low |
2,614.0 |
2,620.0 |
6.0 |
0.2% |
2,564.0 |
| Close |
2,621.0 |
2,628.0 |
7.0 |
0.3% |
2,628.0 |
| Range |
24.0 |
15.0 |
-9.0 |
-37.5% |
80.0 |
| ATR |
35.2 |
33.8 |
-1.4 |
-4.1% |
0.0 |
| Volume |
736,218 |
1,494,705 |
758,487 |
103.0% |
4,951,670 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.7 |
2,665.3 |
2,636.3 |
|
| R3 |
2,657.7 |
2,650.3 |
2,632.1 |
|
| R2 |
2,642.7 |
2,642.7 |
2,630.8 |
|
| R1 |
2,635.3 |
2,635.3 |
2,629.4 |
2,639.0 |
| PP |
2,627.7 |
2,627.7 |
2,627.7 |
2,629.5 |
| S1 |
2,620.3 |
2,620.3 |
2,626.6 |
2,624.0 |
| S2 |
2,612.7 |
2,612.7 |
2,625.3 |
|
| S3 |
2,597.7 |
2,605.3 |
2,623.9 |
|
| S4 |
2,582.7 |
2,590.3 |
2,619.8 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.0 |
2,820.0 |
2,672.0 |
|
| R3 |
2,772.0 |
2,740.0 |
2,650.0 |
|
| R2 |
2,692.0 |
2,692.0 |
2,642.7 |
|
| R1 |
2,660.0 |
2,660.0 |
2,635.3 |
2,676.0 |
| PP |
2,612.0 |
2,612.0 |
2,612.0 |
2,620.0 |
| S1 |
2,580.0 |
2,580.0 |
2,620.7 |
2,596.0 |
| S2 |
2,532.0 |
2,532.0 |
2,613.3 |
|
| S3 |
2,452.0 |
2,500.0 |
2,606.0 |
|
| S4 |
2,372.0 |
2,420.0 |
2,584.0 |
|
|
| 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 |
3.0% |
28.2 |
1.1% |
80% |
False |
False |
990,334 |
| 10 |
2,644.0 |
2,564.0 |
80.0 |
3.0% |
29.5 |
1.1% |
80% |
False |
False |
940,838 |
| 20 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
31.8 |
1.2% |
93% |
False |
False |
859,358 |
| 40 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
37.4 |
1.4% |
93% |
False |
False |
878,692 |
| 60 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
38.5 |
1.5% |
93% |
False |
False |
920,405 |
| 80 |
2,644.0 |
2,385.0 |
259.0 |
9.9% |
38.5 |
1.5% |
94% |
False |
False |
761,828 |
| 100 |
2,644.0 |
2,130.0 |
514.0 |
19.6% |
40.5 |
1.5% |
97% |
False |
False |
609,995 |
| 120 |
2,644.0 |
2,114.0 |
530.0 |
20.2% |
40.2 |
1.5% |
97% |
False |
False |
510,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.8 |
|
2.618 |
2,674.3 |
|
1.618 |
2,659.3 |
|
1.000 |
2,650.0 |
|
0.618 |
2,644.3 |
|
HIGH |
2,635.0 |
|
0.618 |
2,629.3 |
|
0.500 |
2,627.5 |
|
0.382 |
2,625.7 |
|
LOW |
2,620.0 |
|
0.618 |
2,610.7 |
|
1.000 |
2,605.0 |
|
1.618 |
2,595.7 |
|
2.618 |
2,580.7 |
|
4.250 |
2,556.3 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,627.8 |
2,629.0 |
| PP |
2,627.7 |
2,628.7 |
| S1 |
2,627.5 |
2,628.3 |
|