| 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 |
1,699.1 |
1,671.7 |
-27.4 |
-1.6% |
1,705.4 |
| High |
1,704.4 |
1,677.8 |
-26.6 |
-1.6% |
1,725.0 |
| Low |
1,662.0 |
1,664.2 |
2.2 |
0.1% |
1,690.7 |
| Close |
1,670.7 |
1,667.7 |
-3.0 |
-0.2% |
1,697.0 |
| Range |
42.4 |
13.6 |
-28.8 |
-67.9% |
34.3 |
| ATR |
19.6 |
19.1 |
-0.4 |
-2.2% |
0.0 |
| Volume |
180,399 |
157,436 |
-22,963 |
-12.7% |
589,059 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.7 |
1,702.8 |
1,675.2 |
|
| R3 |
1,697.1 |
1,689.2 |
1,671.4 |
|
| R2 |
1,683.5 |
1,683.5 |
1,670.2 |
|
| R1 |
1,675.6 |
1,675.6 |
1,668.9 |
1,672.8 |
| PP |
1,669.9 |
1,669.9 |
1,669.9 |
1,668.5 |
| S1 |
1,662.0 |
1,662.0 |
1,666.5 |
1,659.2 |
| S2 |
1,656.3 |
1,656.3 |
1,665.2 |
|
| S3 |
1,642.7 |
1,648.4 |
1,664.0 |
|
| S4 |
1,629.1 |
1,634.8 |
1,660.2 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,807.1 |
1,786.4 |
1,715.9 |
|
| R3 |
1,772.8 |
1,752.1 |
1,706.4 |
|
| R2 |
1,738.5 |
1,738.5 |
1,703.3 |
|
| R1 |
1,717.8 |
1,717.8 |
1,700.1 |
1,711.0 |
| PP |
1,704.2 |
1,704.2 |
1,704.2 |
1,700.9 |
| S1 |
1,683.5 |
1,683.5 |
1,693.9 |
1,676.7 |
| S2 |
1,669.9 |
1,669.9 |
1,690.7 |
|
| S3 |
1,635.6 |
1,649.2 |
1,687.6 |
|
| S4 |
1,601.3 |
1,614.9 |
1,678.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,712.8 |
1,662.0 |
50.8 |
3.0% |
19.9 |
1.2% |
11% |
False |
False |
137,672 |
| 10 |
1,725.0 |
1,662.0 |
63.0 |
3.8% |
18.2 |
1.1% |
9% |
False |
False |
131,259 |
| 20 |
1,757.1 |
1,662.0 |
95.1 |
5.7% |
18.6 |
1.1% |
6% |
False |
False |
118,045 |
| 40 |
1,757.1 |
1,662.0 |
95.1 |
5.7% |
18.3 |
1.1% |
6% |
False |
False |
65,739 |
| 60 |
1,800.0 |
1,662.0 |
138.0 |
8.3% |
18.3 |
1.1% |
4% |
False |
False |
44,984 |
| 80 |
1,800.0 |
1,651.9 |
148.1 |
8.9% |
18.8 |
1.1% |
11% |
False |
False |
34,434 |
| 100 |
1,800.0 |
1,588.7 |
211.3 |
12.7% |
18.0 |
1.1% |
37% |
False |
False |
27,743 |
| 120 |
1,800.0 |
1,564.7 |
235.3 |
14.1% |
17.6 |
1.1% |
44% |
False |
False |
23,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,735.6 |
|
2.618 |
1,713.4 |
|
1.618 |
1,699.8 |
|
1.000 |
1,691.4 |
|
0.618 |
1,686.2 |
|
HIGH |
1,677.8 |
|
0.618 |
1,672.6 |
|
0.500 |
1,671.0 |
|
0.382 |
1,669.4 |
|
LOW |
1,664.2 |
|
0.618 |
1,655.8 |
|
1.000 |
1,650.6 |
|
1.618 |
1,642.2 |
|
2.618 |
1,628.6 |
|
4.250 |
1,606.4 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,671.0 |
1,683.2 |
| PP |
1,669.9 |
1,678.0 |
| S1 |
1,668.8 |
1,672.9 |
|