| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,713.9 |
1,712.0 |
-1.9 |
-0.1% |
1,715.5 |
| High |
1,715.8 |
1,725.0 |
9.2 |
0.5% |
1,724.9 |
| Low |
1,706.0 |
1,708.5 |
2.5 |
0.1% |
1,684.1 |
| Close |
1,709.6 |
1,717.9 |
8.3 |
0.5% |
1,705.5 |
| Range |
9.8 |
16.5 |
6.7 |
68.4% |
40.8 |
| ATR |
18.4 |
18.3 |
-0.1 |
-0.8% |
0.0 |
| Volume |
81,044 |
167,086 |
86,042 |
106.2% |
751,420 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.6 |
1,758.8 |
1,727.0 |
|
| R3 |
1,750.1 |
1,742.3 |
1,722.4 |
|
| R2 |
1,733.6 |
1,733.6 |
1,720.9 |
|
| R1 |
1,725.8 |
1,725.8 |
1,719.4 |
1,729.7 |
| PP |
1,717.1 |
1,717.1 |
1,717.1 |
1,719.1 |
| S1 |
1,709.3 |
1,709.3 |
1,716.4 |
1,713.2 |
| S2 |
1,700.6 |
1,700.6 |
1,714.9 |
|
| S3 |
1,684.1 |
1,692.8 |
1,713.4 |
|
| S4 |
1,667.6 |
1,676.3 |
1,708.8 |
|
|
| 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 |
1,725.0 |
1,684.1 |
40.9 |
2.4% |
16.5 |
1.0% |
83% |
True |
False |
124,846 |
| 10 |
1,733.7 |
1,684.1 |
49.6 |
2.9% |
17.7 |
1.0% |
68% |
False |
False |
140,422 |
| 20 |
1,757.1 |
1,684.1 |
73.0 |
4.2% |
17.8 |
1.0% |
46% |
False |
False |
87,733 |
| 40 |
1,757.1 |
1,674.7 |
82.4 |
4.8% |
18.1 |
1.1% |
52% |
False |
False |
49,020 |
| 60 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.0 |
1.0% |
34% |
False |
False |
33,906 |
| 80 |
1,800.0 |
1,623.4 |
176.6 |
10.3% |
18.6 |
1.1% |
54% |
False |
False |
25,911 |
| 100 |
1,800.0 |
1,581.3 |
218.7 |
12.7% |
17.7 |
1.0% |
62% |
False |
False |
20,951 |
| 120 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.8 |
1.0% |
66% |
False |
False |
17,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,795.1 |
|
2.618 |
1,768.2 |
|
1.618 |
1,751.7 |
|
1.000 |
1,741.5 |
|
0.618 |
1,735.2 |
|
HIGH |
1,725.0 |
|
0.618 |
1,718.7 |
|
0.500 |
1,716.8 |
|
0.382 |
1,714.8 |
|
LOW |
1,708.5 |
|
0.618 |
1,698.3 |
|
1.000 |
1,692.0 |
|
1.618 |
1,681.8 |
|
2.618 |
1,665.3 |
|
4.250 |
1,638.4 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,717.5 |
1,716.7 |
| PP |
1,717.1 |
1,715.4 |
| S1 |
1,716.8 |
1,714.2 |
|