| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,412.25 |
1,416.00 |
3.75 |
0.3% |
1,413.25 |
| High |
1,422.25 |
1,421.00 |
-1.25 |
-0.1% |
1,424.00 |
| Low |
1,408.50 |
1,410.75 |
2.25 |
0.2% |
1,396.75 |
| Close |
1,416.00 |
1,420.25 |
4.25 |
0.3% |
1,416.00 |
| Range |
13.75 |
10.25 |
-3.50 |
-25.5% |
27.25 |
| ATR |
16.77 |
16.30 |
-0.47 |
-2.8% |
0.00 |
| Volume |
1,772,166 |
1,136,090 |
-636,076 |
-35.9% |
8,471,333 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,448.00 |
1,444.50 |
1,426.00 |
|
| R3 |
1,437.75 |
1,434.25 |
1,423.00 |
|
| R2 |
1,427.50 |
1,427.50 |
1,422.25 |
|
| R1 |
1,424.00 |
1,424.00 |
1,421.25 |
1,425.75 |
| PP |
1,417.25 |
1,417.25 |
1,417.25 |
1,418.25 |
| S1 |
1,413.75 |
1,413.75 |
1,419.25 |
1,415.50 |
| S2 |
1,407.00 |
1,407.00 |
1,418.25 |
|
| S3 |
1,396.75 |
1,403.50 |
1,417.50 |
|
| S4 |
1,386.50 |
1,393.25 |
1,414.50 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.00 |
1,482.25 |
1,431.00 |
|
| R3 |
1,466.75 |
1,455.00 |
1,423.50 |
|
| R2 |
1,439.50 |
1,439.50 |
1,421.00 |
|
| R1 |
1,427.75 |
1,427.75 |
1,418.50 |
1,433.50 |
| PP |
1,412.25 |
1,412.25 |
1,412.25 |
1,415.25 |
| S1 |
1,400.50 |
1,400.50 |
1,413.50 |
1,406.50 |
| S2 |
1,385.00 |
1,385.00 |
1,411.00 |
|
| S3 |
1,357.75 |
1,373.25 |
1,408.50 |
|
| S4 |
1,330.50 |
1,346.00 |
1,401.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,422.25 |
1,396.75 |
25.50 |
1.8% |
12.25 |
0.9% |
92% |
False |
False |
1,591,059 |
| 10 |
1,424.00 |
1,383.00 |
41.00 |
2.9% |
14.25 |
1.0% |
91% |
False |
False |
1,693,955 |
| 20 |
1,424.00 |
1,340.25 |
83.75 |
5.9% |
16.00 |
1.1% |
96% |
False |
False |
1,699,628 |
| 40 |
1,459.75 |
1,340.25 |
119.50 |
8.4% |
18.50 |
1.3% |
67% |
False |
False |
1,744,612 |
| 60 |
1,466.00 |
1,340.25 |
125.75 |
8.9% |
17.00 |
1.2% |
64% |
False |
False |
1,717,137 |
| 80 |
1,468.00 |
1,340.25 |
127.75 |
9.0% |
16.25 |
1.1% |
63% |
False |
False |
1,344,595 |
| 100 |
1,468.00 |
1,314.25 |
153.75 |
10.8% |
16.25 |
1.1% |
69% |
False |
False |
1,076,144 |
| 120 |
1,468.00 |
1,296.00 |
172.00 |
12.1% |
16.50 |
1.2% |
72% |
False |
False |
897,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,464.50 |
|
2.618 |
1,447.75 |
|
1.618 |
1,437.50 |
|
1.000 |
1,431.25 |
|
0.618 |
1,427.25 |
|
HIGH |
1,421.00 |
|
0.618 |
1,417.00 |
|
0.500 |
1,416.00 |
|
0.382 |
1,414.75 |
|
LOW |
1,410.75 |
|
0.618 |
1,404.50 |
|
1.000 |
1,400.50 |
|
1.618 |
1,394.25 |
|
2.618 |
1,384.00 |
|
4.250 |
1,367.25 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,418.75 |
1,418.00 |
| PP |
1,417.25 |
1,415.50 |
| S1 |
1,416.00 |
1,413.00 |
|