| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,632.0 |
2,643.0 |
11.0 |
0.4% |
2,603.0 |
| High |
2,637.0 |
2,655.0 |
18.0 |
0.7% |
2,644.0 |
| Low |
2,612.0 |
2,632.0 |
20.0 |
0.8% |
2,564.0 |
| Close |
2,626.0 |
2,647.0 |
21.0 |
0.8% |
2,628.0 |
| Range |
25.0 |
23.0 |
-2.0 |
-8.0% |
80.0 |
| ATR |
33.1 |
32.8 |
-0.3 |
-0.9% |
0.0 |
| Volume |
1,657,991 |
1,570,636 |
-87,355 |
-5.3% |
4,951,670 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.7 |
2,703.3 |
2,659.7 |
|
| R3 |
2,690.7 |
2,680.3 |
2,653.3 |
|
| R2 |
2,667.7 |
2,667.7 |
2,651.2 |
|
| R1 |
2,657.3 |
2,657.3 |
2,649.1 |
2,662.5 |
| PP |
2,644.7 |
2,644.7 |
2,644.7 |
2,647.3 |
| S1 |
2,634.3 |
2,634.3 |
2,644.9 |
2,639.5 |
| S2 |
2,621.7 |
2,621.7 |
2,642.8 |
|
| S3 |
2,598.7 |
2,611.3 |
2,640.7 |
|
| S4 |
2,575.7 |
2,588.3 |
2,634.4 |
|
|
| 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 |
2,655.0 |
2,612.0 |
43.0 |
1.6% |
22.6 |
0.9% |
81% |
True |
False |
1,296,797 |
| 10 |
2,655.0 |
2,564.0 |
91.0 |
3.4% |
28.1 |
1.1% |
91% |
True |
False |
1,099,401 |
| 20 |
2,655.0 |
2,480.0 |
175.0 |
6.6% |
29.4 |
1.1% |
95% |
True |
False |
938,106 |
| 40 |
2,655.0 |
2,423.0 |
232.0 |
8.8% |
36.5 |
1.4% |
97% |
True |
False |
907,298 |
| 60 |
2,655.0 |
2,423.0 |
232.0 |
8.8% |
38.4 |
1.5% |
97% |
True |
False |
948,352 |
| 80 |
2,655.0 |
2,385.0 |
270.0 |
10.2% |
37.9 |
1.4% |
97% |
True |
False |
802,101 |
| 100 |
2,655.0 |
2,235.0 |
420.0 |
15.9% |
38.9 |
1.5% |
98% |
True |
False |
642,101 |
| 120 |
2,655.0 |
2,115.0 |
540.0 |
20.4% |
39.7 |
1.5% |
99% |
True |
False |
537,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.8 |
|
2.618 |
2,715.2 |
|
1.618 |
2,692.2 |
|
1.000 |
2,678.0 |
|
0.618 |
2,669.2 |
|
HIGH |
2,655.0 |
|
0.618 |
2,646.2 |
|
0.500 |
2,643.5 |
|
0.382 |
2,640.8 |
|
LOW |
2,632.0 |
|
0.618 |
2,617.8 |
|
1.000 |
2,609.0 |
|
1.618 |
2,594.8 |
|
2.618 |
2,571.8 |
|
4.250 |
2,534.3 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.8 |
2,642.5 |
| PP |
2,644.7 |
2,638.0 |
| S1 |
2,643.5 |
2,633.5 |
|