| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,643.0 |
2,654.0 |
11.0 |
0.4% |
2,603.0 |
| High |
2,655.0 |
2,663.0 |
8.0 |
0.3% |
2,644.0 |
| Low |
2,632.0 |
2,645.0 |
13.0 |
0.5% |
2,564.0 |
| Close |
2,647.0 |
2,655.0 |
8.0 |
0.3% |
2,628.0 |
| Range |
23.0 |
18.0 |
-5.0 |
-21.7% |
80.0 |
| ATR |
32.8 |
31.8 |
-1.1 |
-3.2% |
0.0 |
| Volume |
1,570,636 |
1,012,503 |
-558,133 |
-35.5% |
4,951,670 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.3 |
2,699.7 |
2,664.9 |
|
| R3 |
2,690.3 |
2,681.7 |
2,660.0 |
|
| R2 |
2,672.3 |
2,672.3 |
2,658.3 |
|
| R1 |
2,663.7 |
2,663.7 |
2,656.7 |
2,668.0 |
| PP |
2,654.3 |
2,654.3 |
2,654.3 |
2,656.5 |
| S1 |
2,645.7 |
2,645.7 |
2,653.4 |
2,650.0 |
| S2 |
2,636.3 |
2,636.3 |
2,651.7 |
|
| S3 |
2,618.3 |
2,627.7 |
2,650.1 |
|
| S4 |
2,600.3 |
2,609.7 |
2,645.1 |
|
|
| 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 |
2,663.0 |
2,612.0 |
51.0 |
1.9% |
21.0 |
0.8% |
84% |
True |
False |
1,294,410 |
| 10 |
2,663.0 |
2,564.0 |
99.0 |
3.7% |
26.4 |
1.0% |
92% |
True |
False |
1,101,192 |
| 20 |
2,663.0 |
2,489.0 |
174.0 |
6.6% |
28.6 |
1.1% |
95% |
True |
False |
952,228 |
| 40 |
2,663.0 |
2,423.0 |
240.0 |
9.0% |
35.2 |
1.3% |
97% |
True |
False |
905,955 |
| 60 |
2,663.0 |
2,423.0 |
240.0 |
9.0% |
38.1 |
1.4% |
97% |
True |
False |
943,599 |
| 80 |
2,663.0 |
2,385.0 |
278.0 |
10.5% |
37.6 |
1.4% |
97% |
True |
False |
814,753 |
| 100 |
2,663.0 |
2,235.0 |
428.0 |
16.1% |
38.7 |
1.5% |
98% |
True |
False |
652,149 |
| 120 |
2,663.0 |
2,115.0 |
548.0 |
20.6% |
39.5 |
1.5% |
99% |
True |
False |
545,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,739.5 |
|
2.618 |
2,710.1 |
|
1.618 |
2,692.1 |
|
1.000 |
2,681.0 |
|
0.618 |
2,674.1 |
|
HIGH |
2,663.0 |
|
0.618 |
2,656.1 |
|
0.500 |
2,654.0 |
|
0.382 |
2,651.9 |
|
LOW |
2,645.0 |
|
0.618 |
2,633.9 |
|
1.000 |
2,627.0 |
|
1.618 |
2,615.9 |
|
2.618 |
2,597.9 |
|
4.250 |
2,568.5 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,654.7 |
2,649.2 |
| PP |
2,654.3 |
2,643.3 |
| S1 |
2,654.0 |
2,637.5 |
|