| 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 |
2,637.00 |
2,647.50 |
10.50 |
0.4% |
2,676.00 |
| High |
2,660.75 |
2,696.50 |
35.75 |
1.3% |
2,698.50 |
| Low |
2,625.75 |
2,644.25 |
18.50 |
0.7% |
2,622.50 |
| Close |
2,650.50 |
2,685.75 |
35.25 |
1.3% |
2,636.00 |
| Range |
35.00 |
52.25 |
17.25 |
49.3% |
76.00 |
| ATR |
38.79 |
39.75 |
0.96 |
2.5% |
0.00 |
| Volume |
211,325 |
266,219 |
54,894 |
26.0% |
1,414,769 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.25 |
2,811.25 |
2,714.50 |
|
| R3 |
2,780.00 |
2,759.00 |
2,700.00 |
|
| R2 |
2,727.75 |
2,727.75 |
2,695.25 |
|
| R1 |
2,706.75 |
2,706.75 |
2,690.50 |
2,717.25 |
| PP |
2,675.50 |
2,675.50 |
2,675.50 |
2,680.75 |
| S1 |
2,654.50 |
2,654.50 |
2,681.00 |
2,665.00 |
| S2 |
2,623.25 |
2,623.25 |
2,676.25 |
|
| S3 |
2,571.00 |
2,602.25 |
2,671.50 |
|
| S4 |
2,518.75 |
2,550.00 |
2,657.00 |
|
|
| 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 |
2,696.50 |
2,622.50 |
74.00 |
2.8% |
45.25 |
1.7% |
85% |
True |
False |
282,719 |
| 10 |
2,698.50 |
2,611.50 |
87.00 |
3.2% |
39.00 |
1.5% |
85% |
False |
False |
268,842 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.7% |
38.25 |
1.4% |
94% |
False |
False |
265,800 |
| 40 |
2,778.75 |
2,492.00 |
286.75 |
10.7% |
42.00 |
1.6% |
68% |
False |
False |
269,059 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
39.00 |
1.5% |
51% |
False |
False |
254,730 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
36.75 |
1.4% |
51% |
False |
False |
200,758 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
34.50 |
1.3% |
51% |
False |
False |
160,615 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
33.25 |
1.2% |
51% |
False |
False |
133,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.50 |
|
2.618 |
2,833.25 |
|
1.618 |
2,781.00 |
|
1.000 |
2,748.75 |
|
0.618 |
2,728.75 |
|
HIGH |
2,696.50 |
|
0.618 |
2,676.50 |
|
0.500 |
2,670.50 |
|
0.382 |
2,664.25 |
|
LOW |
2,644.25 |
|
0.618 |
2,612.00 |
|
1.000 |
2,592.00 |
|
1.618 |
2,559.75 |
|
2.618 |
2,507.50 |
|
4.250 |
2,422.25 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,680.50 |
2,677.50 |
| PP |
2,675.50 |
2,669.25 |
| S1 |
2,670.50 |
2,661.00 |
|