| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,689.00 |
2,693.50 |
4.50 |
0.2% |
2,635.25 |
| High |
2,704.00 |
2,694.25 |
-9.75 |
-0.4% |
2,716.00 |
| Low |
2,679.75 |
2,640.25 |
-39.50 |
-1.5% |
2,614.00 |
| Close |
2,693.00 |
2,650.50 |
-42.50 |
-1.6% |
2,650.50 |
| Range |
24.25 |
54.00 |
29.75 |
122.7% |
102.00 |
| ATR |
38.90 |
39.97 |
1.08 |
2.8% |
0.00 |
| Volume |
35,080 |
2,626 |
-32,454 |
-92.5% |
353,209 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.75 |
2,791.00 |
2,680.25 |
|
| R3 |
2,769.75 |
2,737.00 |
2,665.25 |
|
| R2 |
2,715.75 |
2,715.75 |
2,660.50 |
|
| R1 |
2,683.00 |
2,683.00 |
2,655.50 |
2,672.50 |
| PP |
2,661.75 |
2,661.75 |
2,661.75 |
2,656.25 |
| S1 |
2,629.00 |
2,629.00 |
2,645.50 |
2,618.50 |
| S2 |
2,607.75 |
2,607.75 |
2,640.50 |
|
| S3 |
2,553.75 |
2,575.00 |
2,635.75 |
|
| S4 |
2,499.75 |
2,521.00 |
2,620.75 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.25 |
2,910.25 |
2,706.50 |
|
| R3 |
2,864.25 |
2,808.25 |
2,678.50 |
|
| R2 |
2,762.25 |
2,762.25 |
2,669.25 |
|
| R1 |
2,706.25 |
2,706.25 |
2,659.75 |
2,734.25 |
| PP |
2,660.25 |
2,660.25 |
2,660.25 |
2,674.00 |
| S1 |
2,604.25 |
2,604.25 |
2,641.25 |
2,632.25 |
| S2 |
2,558.25 |
2,558.25 |
2,631.75 |
|
| S3 |
2,456.25 |
2,502.25 |
2,622.50 |
|
| S4 |
2,354.25 |
2,400.25 |
2,594.50 |
|
|
| 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% |
40.75 |
1.5% |
36% |
False |
False |
70,641 |
| 10 |
2,716.00 |
2,614.00 |
102.00 |
3.8% |
41.00 |
1.5% |
36% |
False |
False |
153,480 |
| 20 |
2,716.00 |
2,611.50 |
104.50 |
3.9% |
38.00 |
1.4% |
37% |
False |
False |
210,798 |
| 40 |
2,716.00 |
2,492.00 |
224.00 |
8.5% |
41.50 |
1.6% |
71% |
False |
False |
238,381 |
| 60 |
2,840.75 |
2,492.00 |
348.75 |
13.2% |
40.25 |
1.5% |
45% |
False |
False |
243,542 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
38.25 |
1.4% |
42% |
False |
False |
213,960 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
35.25 |
1.3% |
42% |
False |
False |
171,185 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
34.25 |
1.3% |
42% |
False |
False |
142,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,923.75 |
|
2.618 |
2,835.50 |
|
1.618 |
2,781.50 |
|
1.000 |
2,748.25 |
|
0.618 |
2,727.50 |
|
HIGH |
2,694.25 |
|
0.618 |
2,673.50 |
|
0.500 |
2,667.25 |
|
0.382 |
2,661.00 |
|
LOW |
2,640.25 |
|
0.618 |
2,607.00 |
|
1.000 |
2,586.25 |
|
1.618 |
2,553.00 |
|
2.618 |
2,499.00 |
|
4.250 |
2,410.75 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,667.25 |
2,678.00 |
| PP |
2,661.75 |
2,669.00 |
| S1 |
2,656.00 |
2,659.75 |
|