| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
4,572.0 |
4,603.0 |
31.0 |
0.7% |
4,521.0 |
| High |
4,589.0 |
4,612.0 |
23.0 |
0.5% |
4,563.0 |
| Low |
4,571.0 |
4,587.0 |
16.0 |
0.4% |
4,501.0 |
| Close |
4,580.0 |
4,596.0 |
16.0 |
0.3% |
4,560.0 |
| Range |
18.0 |
25.0 |
7.0 |
38.9% |
62.0 |
| ATR |
35.0 |
34.8 |
-0.2 |
-0.6% |
0.0 |
| Volume |
19,005 |
26,126 |
7,121 |
37.5% |
105,995 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,673.3 |
4,659.7 |
4,609.8 |
|
| R3 |
4,648.3 |
4,634.7 |
4,602.9 |
|
| R2 |
4,623.3 |
4,623.3 |
4,600.6 |
|
| R1 |
4,609.7 |
4,609.7 |
4,598.3 |
4,604.0 |
| PP |
4,598.3 |
4,598.3 |
4,598.3 |
4,595.5 |
| S1 |
4,584.7 |
4,584.7 |
4,593.7 |
4,579.0 |
| S2 |
4,573.3 |
4,573.3 |
4,591.4 |
|
| S3 |
4,548.3 |
4,559.7 |
4,589.1 |
|
| S4 |
4,523.3 |
4,534.7 |
4,582.3 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,727.3 |
4,705.7 |
4,594.1 |
|
| R3 |
4,665.3 |
4,643.7 |
4,577.1 |
|
| R2 |
4,603.3 |
4,603.3 |
4,571.4 |
|
| R1 |
4,581.7 |
4,581.7 |
4,565.7 |
4,592.5 |
| PP |
4,541.3 |
4,541.3 |
4,541.3 |
4,546.8 |
| S1 |
4,519.7 |
4,519.7 |
4,554.3 |
4,530.5 |
| S2 |
4,479.3 |
4,479.3 |
4,548.6 |
|
| S3 |
4,417.3 |
4,457.7 |
4,543.0 |
|
| S4 |
4,355.3 |
4,395.7 |
4,525.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,612.0 |
4,510.0 |
102.0 |
2.2% |
25.8 |
0.6% |
84% |
True |
False |
21,612 |
| 10 |
4,612.0 |
4,455.0 |
157.0 |
3.4% |
29.6 |
0.6% |
90% |
True |
False |
21,760 |
| 20 |
4,612.0 |
4,342.0 |
270.0 |
5.9% |
27.6 |
0.6% |
94% |
True |
False |
20,407 |
| 40 |
4,612.0 |
4,342.0 |
270.0 |
5.9% |
32.9 |
0.7% |
94% |
True |
False |
22,232 |
| 60 |
4,612.0 |
4,340.0 |
272.0 |
5.9% |
32.0 |
0.7% |
94% |
True |
False |
21,843 |
| 80 |
4,612.0 |
4,271.0 |
341.0 |
7.4% |
28.9 |
0.6% |
95% |
True |
False |
20,052 |
| 100 |
4,612.0 |
4,077.0 |
535.0 |
11.6% |
24.5 |
0.5% |
97% |
True |
False |
16,055 |
| 120 |
4,612.0 |
3,982.0 |
630.0 |
13.7% |
21.3 |
0.5% |
97% |
True |
False |
13,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,718.3 |
|
2.618 |
4,677.5 |
|
1.618 |
4,652.5 |
|
1.000 |
4,637.0 |
|
0.618 |
4,627.5 |
|
HIGH |
4,612.0 |
|
0.618 |
4,602.5 |
|
0.500 |
4,599.5 |
|
0.382 |
4,596.6 |
|
LOW |
4,587.0 |
|
0.618 |
4,571.6 |
|
1.000 |
4,562.0 |
|
1.618 |
4,546.6 |
|
2.618 |
4,521.6 |
|
4.250 |
4,480.8 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,599.5 |
4,592.0 |
| PP |
4,598.3 |
4,588.0 |
| S1 |
4,597.2 |
4,584.0 |
|