| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,686.25 |
2,670.25 |
-16.00 |
-0.6% |
2,676.00 |
| High |
2,696.00 |
2,689.25 |
-6.75 |
-0.3% |
2,698.50 |
| Low |
2,668.00 |
2,642.50 |
-25.50 |
-1.0% |
2,622.50 |
| Close |
2,670.25 |
2,651.75 |
-18.50 |
-0.7% |
2,636.00 |
| Range |
28.00 |
46.75 |
18.75 |
67.0% |
76.00 |
| ATR |
38.91 |
39.47 |
0.56 |
1.4% |
0.00 |
| Volume |
272,392 |
299,474 |
27,082 |
9.9% |
1,414,769 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.50 |
2,773.25 |
2,677.50 |
|
| R3 |
2,754.75 |
2,726.50 |
2,664.50 |
|
| R2 |
2,708.00 |
2,708.00 |
2,660.25 |
|
| R1 |
2,679.75 |
2,679.75 |
2,656.00 |
2,670.50 |
| PP |
2,661.25 |
2,661.25 |
2,661.25 |
2,656.50 |
| S1 |
2,633.00 |
2,633.00 |
2,647.50 |
2,623.75 |
| S2 |
2,614.50 |
2,614.50 |
2,643.25 |
|
| S3 |
2,567.75 |
2,586.25 |
2,639.00 |
|
| S4 |
2,521.00 |
2,539.50 |
2,626.00 |
|
|
| 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 |
2,625.75 |
70.75 |
2.7% |
41.25 |
1.6% |
37% |
False |
False |
265,215 |
| 10 |
2,698.50 |
2,622.50 |
76.00 |
2.9% |
38.25 |
1.4% |
38% |
False |
False |
267,760 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.8% |
37.25 |
1.4% |
77% |
False |
False |
260,372 |
| 40 |
2,774.00 |
2,492.00 |
282.00 |
10.6% |
42.00 |
1.6% |
57% |
False |
False |
271,767 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
39.75 |
1.5% |
42% |
False |
False |
257,340 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
37.00 |
1.4% |
42% |
False |
False |
207,905 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
34.25 |
1.3% |
42% |
False |
False |
166,333 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
33.50 |
1.3% |
42% |
False |
False |
138,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.00 |
|
2.618 |
2,811.75 |
|
1.618 |
2,765.00 |
|
1.000 |
2,736.00 |
|
0.618 |
2,718.25 |
|
HIGH |
2,689.25 |
|
0.618 |
2,671.50 |
|
0.500 |
2,666.00 |
|
0.382 |
2,660.25 |
|
LOW |
2,642.50 |
|
0.618 |
2,613.50 |
|
1.000 |
2,595.75 |
|
1.618 |
2,566.75 |
|
2.618 |
2,520.00 |
|
4.250 |
2,443.75 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.00 |
2,669.50 |
| PP |
2,661.25 |
2,663.50 |
| S1 |
2,656.50 |
2,657.75 |
|