| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,701.3 |
1,705.4 |
4.1 |
0.2% |
1,715.5 |
| High |
1,706.9 |
1,718.8 |
11.9 |
0.7% |
1,724.9 |
| Low |
1,684.1 |
1,703.3 |
19.2 |
1.1% |
1,684.1 |
| Close |
1,705.5 |
1,714.4 |
8.9 |
0.5% |
1,705.5 |
| Range |
22.8 |
15.5 |
-7.3 |
-32.0% |
40.8 |
| ATR |
19.4 |
19.1 |
-0.3 |
-1.4% |
0.0 |
| Volume |
145,925 |
84,330 |
-61,595 |
-42.2% |
751,420 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,758.7 |
1,752.0 |
1,722.9 |
|
| R3 |
1,743.2 |
1,736.5 |
1,718.7 |
|
| R2 |
1,727.7 |
1,727.7 |
1,717.2 |
|
| R1 |
1,721.0 |
1,721.0 |
1,715.8 |
1,724.4 |
| PP |
1,712.2 |
1,712.2 |
1,712.2 |
1,713.8 |
| S1 |
1,705.5 |
1,705.5 |
1,713.0 |
1,708.9 |
| S2 |
1,696.7 |
1,696.7 |
1,711.6 |
|
| S3 |
1,681.2 |
1,690.0 |
1,710.1 |
|
| S4 |
1,665.7 |
1,674.5 |
1,705.9 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,827.2 |
1,807.2 |
1,727.9 |
|
| R3 |
1,786.4 |
1,766.4 |
1,716.7 |
|
| R2 |
1,745.6 |
1,745.6 |
1,713.0 |
|
| R1 |
1,725.6 |
1,725.6 |
1,709.2 |
1,715.2 |
| PP |
1,704.8 |
1,704.8 |
1,704.8 |
1,699.7 |
| S1 |
1,684.8 |
1,684.8 |
1,701.8 |
1,674.4 |
| S2 |
1,664.0 |
1,664.0 |
1,698.0 |
|
| S3 |
1,623.2 |
1,644.0 |
1,694.3 |
|
| S4 |
1,582.4 |
1,603.2 |
1,683.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,719.2 |
1,684.1 |
35.1 |
2.0% |
21.0 |
1.2% |
86% |
False |
False |
146,182 |
| 10 |
1,754.2 |
1,684.1 |
70.1 |
4.1% |
19.9 |
1.2% |
43% |
False |
False |
132,541 |
| 20 |
1,757.1 |
1,684.1 |
73.0 |
4.3% |
17.9 |
1.0% |
42% |
False |
False |
77,500 |
| 40 |
1,757.4 |
1,674.7 |
82.7 |
4.8% |
18.4 |
1.1% |
48% |
False |
False |
43,089 |
| 60 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.3 |
1.1% |
32% |
False |
False |
29,846 |
| 80 |
1,800.0 |
1,616.6 |
183.4 |
10.7% |
18.5 |
1.1% |
53% |
False |
False |
22,834 |
| 100 |
1,800.0 |
1,569.9 |
230.1 |
13.4% |
17.7 |
1.0% |
63% |
False |
False |
18,489 |
| 120 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
18.0 |
1.0% |
65% |
False |
False |
15,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,784.7 |
|
2.618 |
1,759.4 |
|
1.618 |
1,743.9 |
|
1.000 |
1,734.3 |
|
0.618 |
1,728.4 |
|
HIGH |
1,718.8 |
|
0.618 |
1,712.9 |
|
0.500 |
1,711.1 |
|
0.382 |
1,709.2 |
|
LOW |
1,703.3 |
|
0.618 |
1,693.7 |
|
1.000 |
1,687.8 |
|
1.618 |
1,678.2 |
|
2.618 |
1,662.7 |
|
4.250 |
1,637.4 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,713.3 |
1,710.1 |
| PP |
1,712.2 |
1,705.8 |
| S1 |
1,711.1 |
1,701.5 |
|