| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,646.0 |
2,634.0 |
-12.0 |
-0.5% |
2,632.0 |
| High |
2,674.0 |
2,655.0 |
-19.0 |
-0.7% |
2,674.0 |
| Low |
2,643.0 |
2,631.0 |
-12.0 |
-0.5% |
2,612.0 |
| Close |
2,661.0 |
2,642.5 |
-18.5 |
-0.7% |
2,642.5 |
| Range |
31.0 |
24.0 |
-7.0 |
-22.6% |
62.0 |
| ATR |
31.7 |
31.6 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,012,503 |
189,966 |
-822,537 |
-81.2% |
5,443,599 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.8 |
2,702.7 |
2,655.7 |
|
| R3 |
2,690.8 |
2,678.7 |
2,649.1 |
|
| R2 |
2,666.8 |
2,666.8 |
2,646.9 |
|
| R1 |
2,654.7 |
2,654.7 |
2,644.7 |
2,660.8 |
| PP |
2,642.8 |
2,642.8 |
2,642.8 |
2,645.9 |
| S1 |
2,630.7 |
2,630.7 |
2,640.3 |
2,636.8 |
| S2 |
2,618.8 |
2,618.8 |
2,638.1 |
|
| S3 |
2,594.8 |
2,606.7 |
2,635.9 |
|
| S4 |
2,570.8 |
2,582.7 |
2,629.3 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.8 |
2,797.7 |
2,676.6 |
|
| R3 |
2,766.8 |
2,735.7 |
2,659.6 |
|
| R2 |
2,704.8 |
2,704.8 |
2,653.9 |
|
| R1 |
2,673.7 |
2,673.7 |
2,648.2 |
2,689.3 |
| PP |
2,642.8 |
2,642.8 |
2,642.8 |
2,650.6 |
| S1 |
2,611.7 |
2,611.7 |
2,636.8 |
2,627.3 |
| S2 |
2,580.8 |
2,580.8 |
2,631.1 |
|
| S3 |
2,518.8 |
2,549.7 |
2,625.5 |
|
| S4 |
2,456.8 |
2,487.7 |
2,608.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,674.0 |
2,612.0 |
62.0 |
2.3% |
24.2 |
0.9% |
49% |
False |
False |
1,088,719 |
| 10 |
2,674.0 |
2,564.0 |
110.0 |
4.2% |
26.2 |
1.0% |
71% |
False |
False |
1,039,526 |
| 20 |
2,674.0 |
2,519.0 |
155.0 |
5.9% |
27.6 |
1.0% |
80% |
False |
False |
961,272 |
| 40 |
2,674.0 |
2,423.0 |
251.0 |
9.5% |
34.7 |
1.3% |
87% |
False |
False |
888,142 |
| 60 |
2,674.0 |
2,423.0 |
251.0 |
9.5% |
37.5 |
1.4% |
87% |
False |
False |
923,947 |
| 80 |
2,674.0 |
2,385.0 |
289.0 |
10.9% |
37.7 |
1.4% |
89% |
False |
False |
829,773 |
| 100 |
2,674.0 |
2,235.0 |
439.0 |
16.6% |
38.7 |
1.5% |
93% |
False |
False |
664,154 |
| 120 |
2,674.0 |
2,115.0 |
559.0 |
21.2% |
39.6 |
1.5% |
94% |
False |
False |
555,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.0 |
|
2.618 |
2,717.8 |
|
1.618 |
2,693.8 |
|
1.000 |
2,679.0 |
|
0.618 |
2,669.8 |
|
HIGH |
2,655.0 |
|
0.618 |
2,645.8 |
|
0.500 |
2,643.0 |
|
0.382 |
2,640.2 |
|
LOW |
2,631.0 |
|
0.618 |
2,616.2 |
|
1.000 |
2,607.0 |
|
1.618 |
2,592.2 |
|
2.618 |
2,568.2 |
|
4.250 |
2,529.0 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,643.0 |
2,652.5 |
| PP |
2,642.8 |
2,649.2 |
| S1 |
2,642.7 |
2,645.8 |
|