| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,704.50 |
2,689.00 |
-15.50 |
-0.6% |
2,637.00 |
| High |
2,716.00 |
2,704.00 |
-12.00 |
-0.4% |
2,696.50 |
| Low |
2,688.50 |
2,679.75 |
-8.75 |
-0.3% |
2,620.00 |
| Close |
2,694.25 |
2,693.00 |
-1.25 |
0.0% |
2,627.75 |
| Range |
27.50 |
24.25 |
-3.25 |
-11.8% |
76.50 |
| ATR |
40.02 |
38.90 |
-1.13 |
-2.8% |
0.00 |
| Volume |
70,030 |
35,080 |
-34,950 |
-49.9% |
1,181,594 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.00 |
2,753.25 |
2,706.25 |
|
| R3 |
2,740.75 |
2,729.00 |
2,699.75 |
|
| R2 |
2,716.50 |
2,716.50 |
2,697.50 |
|
| R1 |
2,704.75 |
2,704.75 |
2,695.25 |
2,710.50 |
| PP |
2,692.25 |
2,692.25 |
2,692.25 |
2,695.25 |
| S1 |
2,680.50 |
2,680.50 |
2,690.75 |
2,686.50 |
| S2 |
2,668.00 |
2,668.00 |
2,688.50 |
|
| S3 |
2,643.75 |
2,656.25 |
2,686.25 |
|
| S4 |
2,619.50 |
2,632.00 |
2,679.75 |
|
|
| 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 |
2,716.00 |
2,614.00 |
102.00 |
3.8% |
38.50 |
1.4% |
77% |
False |
False |
96,553 |
| 10 |
2,716.00 |
2,614.00 |
102.00 |
3.8% |
40.00 |
1.5% |
77% |
False |
False |
180,884 |
| 20 |
2,716.00 |
2,596.25 |
119.75 |
4.4% |
37.50 |
1.4% |
81% |
False |
False |
217,307 |
| 40 |
2,716.00 |
2,492.00 |
224.00 |
8.3% |
41.00 |
1.5% |
90% |
False |
False |
244,639 |
| 60 |
2,840.75 |
2,492.00 |
348.75 |
13.0% |
40.00 |
1.5% |
58% |
False |
False |
247,153 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
37.75 |
1.4% |
53% |
False |
False |
213,929 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
34.75 |
1.3% |
53% |
False |
False |
171,159 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.1% |
34.00 |
1.3% |
53% |
False |
False |
142,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.00 |
|
2.618 |
2,767.50 |
|
1.618 |
2,743.25 |
|
1.000 |
2,728.25 |
|
0.618 |
2,719.00 |
|
HIGH |
2,704.00 |
|
0.618 |
2,694.75 |
|
0.500 |
2,692.00 |
|
0.382 |
2,689.00 |
|
LOW |
2,679.75 |
|
0.618 |
2,664.75 |
|
1.000 |
2,655.50 |
|
1.618 |
2,640.50 |
|
2.618 |
2,616.25 |
|
4.250 |
2,576.75 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,692.50 |
2,692.50 |
| PP |
2,692.25 |
2,691.75 |
| S1 |
2,692.00 |
2,691.25 |
|