| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,666.50 |
2,704.50 |
38.00 |
1.4% |
2,637.00 |
| High |
2,709.25 |
2,716.00 |
6.75 |
0.2% |
2,696.50 |
| Low |
2,666.50 |
2,688.50 |
22.00 |
0.8% |
2,620.00 |
| Close |
2,704.00 |
2,694.25 |
-9.75 |
-0.4% |
2,627.75 |
| Range |
42.75 |
27.50 |
-15.25 |
-35.7% |
76.50 |
| ATR |
40.98 |
40.02 |
-0.96 |
-2.4% |
0.00 |
| Volume |
131,904 |
70,030 |
-61,874 |
-46.9% |
1,181,594 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.00 |
2,765.75 |
2,709.50 |
|
| R3 |
2,754.50 |
2,738.25 |
2,701.75 |
|
| R2 |
2,727.00 |
2,727.00 |
2,699.25 |
|
| R1 |
2,710.75 |
2,710.75 |
2,696.75 |
2,705.00 |
| PP |
2,699.50 |
2,699.50 |
2,699.50 |
2,696.75 |
| S1 |
2,683.25 |
2,683.25 |
2,691.75 |
2,677.50 |
| S2 |
2,672.00 |
2,672.00 |
2,689.25 |
|
| S3 |
2,644.50 |
2,655.75 |
2,686.75 |
|
| S4 |
2,617.00 |
2,628.25 |
2,679.00 |
|
|
| 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 |
2,716.00 |
2,614.00 |
102.00 |
3.8% |
43.00 |
1.6% |
79% |
True |
False |
149,432 |
| 10 |
2,716.00 |
2,614.00 |
102.00 |
3.8% |
41.50 |
1.5% |
79% |
True |
False |
207,179 |
| 20 |
2,716.00 |
2,577.00 |
139.00 |
5.2% |
37.50 |
1.4% |
84% |
True |
False |
223,787 |
| 40 |
2,716.00 |
2,492.00 |
224.00 |
8.3% |
41.25 |
1.5% |
90% |
True |
False |
250,302 |
| 60 |
2,840.75 |
2,492.00 |
348.75 |
12.9% |
40.50 |
1.5% |
58% |
False |
False |
250,790 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
37.75 |
1.4% |
53% |
False |
False |
213,497 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
34.50 |
1.3% |
53% |
False |
False |
170,808 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
34.00 |
1.3% |
53% |
False |
False |
142,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.00 |
|
2.618 |
2,788.00 |
|
1.618 |
2,760.50 |
|
1.000 |
2,743.50 |
|
0.618 |
2,733.00 |
|
HIGH |
2,716.00 |
|
0.618 |
2,705.50 |
|
0.500 |
2,702.25 |
|
0.382 |
2,699.00 |
|
LOW |
2,688.50 |
|
0.618 |
2,671.50 |
|
1.000 |
2,661.00 |
|
1.618 |
2,644.00 |
|
2.618 |
2,616.50 |
|
4.250 |
2,571.50 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,702.25 |
2,684.50 |
| PP |
2,699.50 |
2,674.75 |
| S1 |
2,697.00 |
2,665.00 |
|