| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,635.25 |
2,666.50 |
31.25 |
1.2% |
2,637.00 |
| High |
2,669.75 |
2,709.25 |
39.50 |
1.5% |
2,696.50 |
| Low |
2,614.00 |
2,666.50 |
52.50 |
2.0% |
2,620.00 |
| Close |
2,666.50 |
2,704.00 |
37.50 |
1.4% |
2,627.75 |
| Range |
55.75 |
42.75 |
-13.00 |
-23.3% |
76.50 |
| ATR |
40.85 |
40.98 |
0.14 |
0.3% |
0.00 |
| Volume |
113,569 |
131,904 |
18,335 |
16.1% |
1,181,594 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.50 |
2,805.50 |
2,727.50 |
|
| R3 |
2,778.75 |
2,762.75 |
2,715.75 |
|
| R2 |
2,736.00 |
2,736.00 |
2,711.75 |
|
| R1 |
2,720.00 |
2,720.00 |
2,708.00 |
2,728.00 |
| PP |
2,693.25 |
2,693.25 |
2,693.25 |
2,697.25 |
| S1 |
2,677.25 |
2,677.25 |
2,700.00 |
2,685.25 |
| S2 |
2,650.50 |
2,650.50 |
2,696.25 |
|
| S3 |
2,607.75 |
2,634.50 |
2,692.25 |
|
| S4 |
2,565.00 |
2,591.75 |
2,680.50 |
|
|
| 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 |
2,709.25 |
2,614.00 |
95.25 |
3.5% |
43.25 |
1.6% |
94% |
True |
False |
189,904 |
| 10 |
2,709.25 |
2,614.00 |
95.25 |
3.5% |
44.25 |
1.6% |
94% |
True |
False |
236,312 |
| 20 |
2,709.25 |
2,568.00 |
141.25 |
5.2% |
37.50 |
1.4% |
96% |
True |
False |
231,658 |
| 40 |
2,709.25 |
2,492.00 |
217.25 |
8.0% |
41.75 |
1.5% |
98% |
True |
False |
257,469 |
| 60 |
2,853.00 |
2,492.00 |
361.00 |
13.4% |
40.75 |
1.5% |
59% |
False |
False |
253,543 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.0% |
37.50 |
1.4% |
56% |
False |
False |
212,622 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.0% |
34.50 |
1.3% |
56% |
False |
False |
170,108 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.0% |
34.25 |
1.3% |
56% |
False |
False |
141,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.00 |
|
2.618 |
2,821.25 |
|
1.618 |
2,778.50 |
|
1.000 |
2,752.00 |
|
0.618 |
2,735.75 |
|
HIGH |
2,709.25 |
|
0.618 |
2,693.00 |
|
0.500 |
2,688.00 |
|
0.382 |
2,682.75 |
|
LOW |
2,666.50 |
|
0.618 |
2,640.00 |
|
1.000 |
2,623.75 |
|
1.618 |
2,597.25 |
|
2.618 |
2,554.50 |
|
4.250 |
2,484.75 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.50 |
2,690.00 |
| PP |
2,693.25 |
2,675.75 |
| S1 |
2,688.00 |
2,661.50 |
|