| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,416.00 |
1,417.50 |
1.50 |
0.1% |
1,413.25 |
| High |
1,421.00 |
1,434.25 |
13.25 |
0.9% |
1,424.00 |
| Low |
1,410.75 |
1,415.00 |
4.25 |
0.3% |
1,396.75 |
| Close |
1,420.25 |
1,431.50 |
11.25 |
0.8% |
1,416.00 |
| Range |
10.25 |
19.25 |
9.00 |
87.8% |
27.25 |
| ATR |
16.30 |
16.51 |
0.21 |
1.3% |
0.00 |
| Volume |
1,136,090 |
1,772,202 |
636,112 |
56.0% |
8,471,333 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.75 |
1,477.25 |
1,442.00 |
|
| R3 |
1,465.50 |
1,458.00 |
1,436.75 |
|
| R2 |
1,446.25 |
1,446.25 |
1,435.00 |
|
| R1 |
1,438.75 |
1,438.75 |
1,433.25 |
1,442.50 |
| PP |
1,427.00 |
1,427.00 |
1,427.00 |
1,428.75 |
| S1 |
1,419.50 |
1,419.50 |
1,429.75 |
1,423.25 |
| S2 |
1,407.75 |
1,407.75 |
1,428.00 |
|
| S3 |
1,388.50 |
1,400.25 |
1,426.25 |
|
| S4 |
1,369.25 |
1,381.00 |
1,421.00 |
|
|
| 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 |
1,434.25 |
1,396.75 |
37.50 |
2.6% |
14.25 |
1.0% |
93% |
True |
False |
1,621,586 |
| 10 |
1,434.25 |
1,383.00 |
51.25 |
3.6% |
15.00 |
1.0% |
95% |
True |
False |
1,707,254 |
| 20 |
1,434.25 |
1,340.25 |
94.00 |
6.6% |
16.50 |
1.2% |
97% |
True |
False |
1,731,305 |
| 40 |
1,459.75 |
1,340.25 |
119.50 |
8.3% |
18.50 |
1.3% |
76% |
False |
False |
1,750,781 |
| 60 |
1,466.00 |
1,340.25 |
125.75 |
8.8% |
17.00 |
1.2% |
73% |
False |
False |
1,720,445 |
| 80 |
1,468.00 |
1,340.25 |
127.75 |
8.9% |
16.25 |
1.1% |
71% |
False |
False |
1,366,718 |
| 100 |
1,468.00 |
1,314.25 |
153.75 |
10.7% |
16.00 |
1.1% |
76% |
False |
False |
1,093,855 |
| 120 |
1,468.00 |
1,296.00 |
172.00 |
12.0% |
16.50 |
1.1% |
79% |
False |
False |
911,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,516.00 |
|
2.618 |
1,484.75 |
|
1.618 |
1,465.50 |
|
1.000 |
1,453.50 |
|
0.618 |
1,446.25 |
|
HIGH |
1,434.25 |
|
0.618 |
1,427.00 |
|
0.500 |
1,424.50 |
|
0.382 |
1,422.25 |
|
LOW |
1,415.00 |
|
0.618 |
1,403.00 |
|
1.000 |
1,395.75 |
|
1.618 |
1,383.75 |
|
2.618 |
1,364.50 |
|
4.250 |
1,333.25 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,429.25 |
1,428.00 |
| PP |
1,427.00 |
1,424.75 |
| S1 |
1,424.50 |
1,421.50 |
|