| 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 |
2,655.00 |
2,637.00 |
-18.00 |
-0.7% |
2,676.00 |
| High |
2,673.25 |
2,660.75 |
-12.50 |
-0.5% |
2,698.50 |
| Low |
2,629.50 |
2,625.75 |
-3.75 |
-0.1% |
2,622.50 |
| Close |
2,636.00 |
2,650.50 |
14.50 |
0.6% |
2,636.00 |
| Range |
43.75 |
35.00 |
-8.75 |
-20.0% |
76.00 |
| ATR |
39.08 |
38.79 |
-0.29 |
-0.7% |
0.00 |
| Volume |
276,669 |
211,325 |
-65,344 |
-23.6% |
1,414,769 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.75 |
2,735.50 |
2,669.75 |
|
| R3 |
2,715.75 |
2,700.50 |
2,660.00 |
|
| R2 |
2,680.75 |
2,680.75 |
2,657.00 |
|
| R1 |
2,665.50 |
2,665.50 |
2,653.75 |
2,673.00 |
| PP |
2,645.75 |
2,645.75 |
2,645.75 |
2,649.50 |
| S1 |
2,630.50 |
2,630.50 |
2,647.25 |
2,638.00 |
| S2 |
2,610.75 |
2,610.75 |
2,644.00 |
|
| S3 |
2,575.75 |
2,595.50 |
2,641.00 |
|
| S4 |
2,540.75 |
2,560.50 |
2,631.25 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.25 |
2,834.25 |
2,677.75 |
|
| R3 |
2,804.25 |
2,758.25 |
2,657.00 |
|
| R2 |
2,728.25 |
2,728.25 |
2,650.00 |
|
| R1 |
2,682.25 |
2,682.25 |
2,643.00 |
2,667.25 |
| PP |
2,652.25 |
2,652.25 |
2,652.25 |
2,645.00 |
| S1 |
2,606.25 |
2,606.25 |
2,629.00 |
2,591.25 |
| S2 |
2,576.25 |
2,576.25 |
2,622.00 |
|
| S3 |
2,500.25 |
2,530.25 |
2,615.00 |
|
| S4 |
2,424.25 |
2,454.25 |
2,594.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,679.25 |
2,622.50 |
56.75 |
2.1% |
40.00 |
1.5% |
49% |
False |
False |
281,284 |
| 10 |
2,698.50 |
2,611.50 |
87.00 |
3.3% |
36.00 |
1.4% |
45% |
False |
False |
268,914 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.8% |
36.75 |
1.4% |
77% |
False |
False |
262,171 |
| 40 |
2,778.75 |
2,492.00 |
286.75 |
10.8% |
41.50 |
1.6% |
55% |
False |
False |
267,850 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
38.50 |
1.4% |
42% |
False |
False |
254,140 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
36.25 |
1.4% |
42% |
False |
False |
197,431 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
34.50 |
1.3% |
42% |
False |
False |
157,953 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
33.25 |
1.3% |
42% |
False |
False |
131,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,809.50 |
|
2.618 |
2,752.50 |
|
1.618 |
2,717.50 |
|
1.000 |
2,695.75 |
|
0.618 |
2,682.50 |
|
HIGH |
2,660.75 |
|
0.618 |
2,647.50 |
|
0.500 |
2,643.25 |
|
0.382 |
2,639.00 |
|
LOW |
2,625.75 |
|
0.618 |
2,604.00 |
|
1.000 |
2,590.75 |
|
1.618 |
2,569.00 |
|
2.618 |
2,534.00 |
|
4.250 |
2,477.00 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.00 |
2,649.50 |
| PP |
2,645.75 |
2,648.75 |
| S1 |
2,643.25 |
2,648.00 |
|