| 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 |
4,582.0 |
4,597.0 |
15.0 |
0.3% |
4,567.0 |
| High |
4,588.0 |
4,616.0 |
28.0 |
0.6% |
4,612.0 |
| Low |
4,572.0 |
4,595.0 |
23.0 |
0.5% |
4,556.0 |
| Close |
4,573.0 |
4,602.0 |
29.0 |
0.6% |
4,581.0 |
| Range |
16.0 |
21.0 |
5.0 |
31.3% |
56.0 |
| ATR |
31.8 |
32.6 |
0.8 |
2.5% |
0.0 |
| Volume |
89,531 |
143,659 |
54,128 |
60.5% |
114,872 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,667.3 |
4,655.7 |
4,613.6 |
|
| R3 |
4,646.3 |
4,634.7 |
4,607.8 |
|
| R2 |
4,625.3 |
4,625.3 |
4,605.9 |
|
| R1 |
4,613.7 |
4,613.7 |
4,603.9 |
4,619.5 |
| PP |
4,604.3 |
4,604.3 |
4,604.3 |
4,607.3 |
| S1 |
4,592.7 |
4,592.7 |
4,600.1 |
4,598.5 |
| S2 |
4,583.3 |
4,583.3 |
4,598.2 |
|
| S3 |
4,562.3 |
4,571.7 |
4,596.2 |
|
| S4 |
4,541.3 |
4,550.7 |
4,590.5 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,751.0 |
4,722.0 |
4,611.8 |
|
| R3 |
4,695.0 |
4,666.0 |
4,596.4 |
|
| R2 |
4,639.0 |
4,639.0 |
4,591.3 |
|
| R1 |
4,610.0 |
4,610.0 |
4,586.1 |
4,624.5 |
| PP |
4,583.0 |
4,583.0 |
4,583.0 |
4,590.3 |
| S1 |
4,554.0 |
4,554.0 |
4,575.9 |
4,568.5 |
| S2 |
4,527.0 |
4,527.0 |
4,570.7 |
|
| S3 |
4,471.0 |
4,498.0 |
4,565.6 |
|
| S4 |
4,415.0 |
4,442.0 |
4,550.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,616.0 |
4,572.0 |
44.0 |
1.0% |
21.2 |
0.5% |
68% |
True |
False |
61,707 |
| 10 |
4,616.0 |
4,501.0 |
115.0 |
2.5% |
24.2 |
0.5% |
88% |
True |
False |
40,850 |
| 20 |
4,616.0 |
4,377.0 |
239.0 |
5.2% |
26.6 |
0.6% |
94% |
True |
False |
30,266 |
| 40 |
4,616.0 |
4,342.0 |
274.0 |
6.0% |
31.7 |
0.7% |
95% |
True |
False |
27,092 |
| 60 |
4,616.0 |
4,340.0 |
276.0 |
6.0% |
31.7 |
0.7% |
95% |
True |
False |
25,114 |
| 80 |
4,616.0 |
4,271.0 |
345.0 |
7.5% |
29.8 |
0.6% |
96% |
True |
False |
23,578 |
| 100 |
4,616.0 |
4,172.0 |
444.0 |
9.6% |
25.0 |
0.5% |
97% |
True |
False |
18,876 |
| 120 |
4,616.0 |
4,031.0 |
585.0 |
12.7% |
21.6 |
0.5% |
98% |
True |
False |
15,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,705.3 |
|
2.618 |
4,671.0 |
|
1.618 |
4,650.0 |
|
1.000 |
4,637.0 |
|
0.618 |
4,629.0 |
|
HIGH |
4,616.0 |
|
0.618 |
4,608.0 |
|
0.500 |
4,605.5 |
|
0.382 |
4,603.0 |
|
LOW |
4,595.0 |
|
0.618 |
4,582.0 |
|
1.000 |
4,574.0 |
|
1.618 |
4,561.0 |
|
2.618 |
4,540.0 |
|
4.250 |
4,505.8 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,605.5 |
4,599.3 |
| PP |
4,604.3 |
4,596.7 |
| S1 |
4,603.2 |
4,594.0 |
|