| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,647.50 |
2,686.25 |
38.75 |
1.5% |
2,676.00 |
| High |
2,696.50 |
2,696.00 |
-0.50 |
0.0% |
2,698.50 |
| Low |
2,644.25 |
2,668.00 |
23.75 |
0.9% |
2,622.50 |
| Close |
2,685.75 |
2,670.25 |
-15.50 |
-0.6% |
2,636.00 |
| Range |
52.25 |
28.00 |
-24.25 |
-46.4% |
76.00 |
| ATR |
39.75 |
38.91 |
-0.84 |
-2.1% |
0.00 |
| Volume |
266,219 |
272,392 |
6,173 |
2.3% |
1,414,769 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.00 |
2,744.25 |
2,685.75 |
|
| R3 |
2,734.00 |
2,716.25 |
2,678.00 |
|
| R2 |
2,706.00 |
2,706.00 |
2,675.50 |
|
| R1 |
2,688.25 |
2,688.25 |
2,672.75 |
2,683.00 |
| PP |
2,678.00 |
2,678.00 |
2,678.00 |
2,675.50 |
| S1 |
2,660.25 |
2,660.25 |
2,667.75 |
2,655.00 |
| S2 |
2,650.00 |
2,650.00 |
2,665.00 |
|
| S3 |
2,622.00 |
2,632.25 |
2,662.50 |
|
| S4 |
2,594.00 |
2,604.25 |
2,654.75 |
|
|
| 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% |
39.75 |
1.5% |
65% |
False |
False |
264,926 |
| 10 |
2,698.50 |
2,622.50 |
76.00 |
2.8% |
36.50 |
1.4% |
63% |
False |
False |
265,210 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.7% |
38.00 |
1.4% |
86% |
False |
False |
263,653 |
| 40 |
2,778.75 |
2,492.00 |
286.75 |
10.7% |
41.50 |
1.6% |
62% |
False |
False |
269,989 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
39.25 |
1.5% |
47% |
False |
False |
256,009 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
37.00 |
1.4% |
47% |
False |
False |
204,162 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
34.25 |
1.3% |
47% |
False |
False |
163,339 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
33.50 |
1.3% |
47% |
False |
False |
136,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,815.00 |
|
2.618 |
2,769.25 |
|
1.618 |
2,741.25 |
|
1.000 |
2,724.00 |
|
0.618 |
2,713.25 |
|
HIGH |
2,696.00 |
|
0.618 |
2,685.25 |
|
0.500 |
2,682.00 |
|
0.382 |
2,678.75 |
|
LOW |
2,668.00 |
|
0.618 |
2,650.75 |
|
1.000 |
2,640.00 |
|
1.618 |
2,622.75 |
|
2.618 |
2,594.75 |
|
4.250 |
2,549.00 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,682.00 |
2,667.25 |
| PP |
2,678.00 |
2,664.25 |
| S1 |
2,674.25 |
2,661.00 |
|