| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,650.25 |
2,635.25 |
-15.00 |
-0.6% |
2,637.00 |
| High |
2,662.75 |
2,669.75 |
7.00 |
0.3% |
2,696.50 |
| Low |
2,620.00 |
2,614.00 |
-6.00 |
-0.2% |
2,620.00 |
| Close |
2,627.75 |
2,666.50 |
38.75 |
1.5% |
2,627.75 |
| Range |
42.75 |
55.75 |
13.00 |
30.4% |
76.50 |
| ATR |
39.70 |
40.85 |
1.15 |
2.9% |
0.00 |
| Volume |
132,184 |
113,569 |
-18,615 |
-14.1% |
1,181,594 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.25 |
2,797.75 |
2,697.25 |
|
| R3 |
2,761.50 |
2,742.00 |
2,681.75 |
|
| R2 |
2,705.75 |
2,705.75 |
2,676.75 |
|
| R1 |
2,686.25 |
2,686.25 |
2,671.50 |
2,696.00 |
| PP |
2,650.00 |
2,650.00 |
2,650.00 |
2,655.00 |
| S1 |
2,630.50 |
2,630.50 |
2,661.50 |
2,640.25 |
| S2 |
2,594.25 |
2,594.25 |
2,656.25 |
|
| S3 |
2,538.50 |
2,574.75 |
2,651.25 |
|
| S4 |
2,482.75 |
2,519.00 |
2,635.75 |
|
|
| 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 |
2,614.00 |
82.50 |
3.1% |
45.00 |
1.7% |
64% |
False |
True |
216,767 |
| 10 |
2,696.50 |
2,614.00 |
82.50 |
3.1% |
42.50 |
1.6% |
64% |
False |
True |
249,025 |
| 20 |
2,698.50 |
2,534.50 |
164.00 |
6.2% |
38.50 |
1.4% |
80% |
False |
False |
238,662 |
| 40 |
2,698.50 |
2,492.00 |
206.50 |
7.7% |
41.50 |
1.6% |
85% |
False |
False |
261,130 |
| 60 |
2,857.25 |
2,492.00 |
365.25 |
13.7% |
40.75 |
1.5% |
48% |
False |
False |
254,756 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
37.50 |
1.4% |
46% |
False |
False |
210,975 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
34.75 |
1.3% |
46% |
False |
False |
168,790 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
34.25 |
1.3% |
46% |
False |
False |
140,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,906.75 |
|
2.618 |
2,815.75 |
|
1.618 |
2,760.00 |
|
1.000 |
2,725.50 |
|
0.618 |
2,704.25 |
|
HIGH |
2,669.75 |
|
0.618 |
2,648.50 |
|
0.500 |
2,642.00 |
|
0.382 |
2,635.25 |
|
LOW |
2,614.00 |
|
0.618 |
2,579.50 |
|
1.000 |
2,558.25 |
|
1.618 |
2,523.75 |
|
2.618 |
2,468.00 |
|
4.250 |
2,377.00 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.25 |
2,661.50 |
| PP |
2,650.00 |
2,656.50 |
| S1 |
2,642.00 |
2,651.50 |
|