| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,670.25 |
2,650.25 |
-20.00 |
-0.7% |
2,637.00 |
| High |
2,689.25 |
2,662.75 |
-26.50 |
-1.0% |
2,696.50 |
| Low |
2,642.50 |
2,620.00 |
-22.50 |
-0.9% |
2,620.00 |
| Close |
2,651.75 |
2,627.75 |
-24.00 |
-0.9% |
2,627.75 |
| Range |
46.75 |
42.75 |
-4.00 |
-8.6% |
76.50 |
| ATR |
39.47 |
39.70 |
0.23 |
0.6% |
0.00 |
| Volume |
299,474 |
132,184 |
-167,290 |
-55.9% |
1,181,594 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.00 |
2,739.25 |
2,651.25 |
|
| R3 |
2,722.25 |
2,696.50 |
2,639.50 |
|
| R2 |
2,679.50 |
2,679.50 |
2,635.50 |
|
| R1 |
2,653.75 |
2,653.75 |
2,631.75 |
2,645.25 |
| PP |
2,636.75 |
2,636.75 |
2,636.75 |
2,632.50 |
| S1 |
2,611.00 |
2,611.00 |
2,623.75 |
2,602.50 |
| S2 |
2,594.00 |
2,594.00 |
2,620.00 |
|
| S3 |
2,551.25 |
2,568.25 |
2,616.00 |
|
| S4 |
2,508.50 |
2,525.50 |
2,604.25 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.50 |
2,829.25 |
2,669.75 |
|
| R3 |
2,801.00 |
2,752.75 |
2,648.75 |
|
| R2 |
2,724.50 |
2,724.50 |
2,641.75 |
|
| R1 |
2,676.25 |
2,676.25 |
2,634.75 |
2,662.00 |
| PP |
2,648.00 |
2,648.00 |
2,648.00 |
2,641.00 |
| S1 |
2,599.75 |
2,599.75 |
2,620.75 |
2,585.50 |
| S2 |
2,571.50 |
2,571.50 |
2,613.75 |
|
| S3 |
2,495.00 |
2,523.25 |
2,606.75 |
|
| S4 |
2,418.50 |
2,446.75 |
2,585.75 |
|
|
| 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 |
2,620.00 |
76.50 |
2.9% |
41.00 |
1.6% |
10% |
False |
True |
236,318 |
| 10 |
2,698.50 |
2,620.00 |
78.50 |
3.0% |
40.25 |
1.5% |
10% |
False |
True |
259,636 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.9% |
38.00 |
1.4% |
66% |
False |
False |
250,131 |
| 40 |
2,737.50 |
2,492.00 |
245.50 |
9.3% |
42.00 |
1.6% |
55% |
False |
False |
266,748 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.5% |
40.00 |
1.5% |
36% |
False |
False |
255,700 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.5% |
37.25 |
1.4% |
36% |
False |
False |
209,556 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.5% |
34.50 |
1.3% |
36% |
False |
False |
167,654 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.5% |
33.75 |
1.3% |
36% |
False |
False |
139,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.50 |
|
2.618 |
2,774.75 |
|
1.618 |
2,732.00 |
|
1.000 |
2,705.50 |
|
0.618 |
2,689.25 |
|
HIGH |
2,662.75 |
|
0.618 |
2,646.50 |
|
0.500 |
2,641.50 |
|
0.382 |
2,636.25 |
|
LOW |
2,620.00 |
|
0.618 |
2,593.50 |
|
1.000 |
2,577.25 |
|
1.618 |
2,550.75 |
|
2.618 |
2,508.00 |
|
4.250 |
2,438.25 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.50 |
2,658.00 |
| PP |
2,636.75 |
2,648.00 |
| S1 |
2,632.25 |
2,637.75 |
|