| 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 |
1,671.7 |
1,667.9 |
-3.8 |
-0.2% |
1,705.4 |
| High |
1,677.8 |
1,672.8 |
-5.0 |
-0.3% |
1,725.0 |
| Low |
1,664.2 |
1,636.0 |
-28.2 |
-1.7% |
1,690.7 |
| Close |
1,667.7 |
1,645.9 |
-21.8 |
-1.3% |
1,697.0 |
| Range |
13.6 |
36.8 |
23.2 |
170.6% |
34.3 |
| ATR |
19.1 |
20.4 |
1.3 |
6.6% |
0.0 |
| Volume |
157,436 |
189,984 |
32,548 |
20.7% |
589,059 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,762.0 |
1,740.7 |
1,666.1 |
|
| R3 |
1,725.2 |
1,703.9 |
1,656.0 |
|
| R2 |
1,688.4 |
1,688.4 |
1,652.6 |
|
| R1 |
1,667.1 |
1,667.1 |
1,649.3 |
1,659.4 |
| PP |
1,651.6 |
1,651.6 |
1,651.6 |
1,647.7 |
| S1 |
1,630.3 |
1,630.3 |
1,642.5 |
1,622.6 |
| S2 |
1,614.8 |
1,614.8 |
1,639.2 |
|
| S3 |
1,578.0 |
1,593.5 |
1,635.8 |
|
| S4 |
1,541.2 |
1,556.7 |
1,625.7 |
|
|
| 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 |
1,704.4 |
1,636.0 |
68.4 |
4.2% |
22.8 |
1.4% |
14% |
False |
True |
141,397 |
| 10 |
1,725.0 |
1,636.0 |
89.0 |
5.4% |
20.1 |
1.2% |
11% |
False |
True |
135,672 |
| 20 |
1,757.1 |
1,636.0 |
121.1 |
7.4% |
19.8 |
1.2% |
8% |
False |
True |
126,571 |
| 40 |
1,757.1 |
1,636.0 |
121.1 |
7.4% |
18.8 |
1.1% |
8% |
False |
True |
70,345 |
| 60 |
1,800.0 |
1,636.0 |
164.0 |
10.0% |
18.5 |
1.1% |
6% |
False |
True |
48,124 |
| 80 |
1,800.0 |
1,636.0 |
164.0 |
10.0% |
19.1 |
1.2% |
6% |
False |
True |
36,799 |
| 100 |
1,800.0 |
1,588.7 |
211.3 |
12.8% |
18.3 |
1.1% |
27% |
False |
False |
29,639 |
| 120 |
1,800.0 |
1,564.7 |
235.3 |
14.3% |
17.9 |
1.1% |
35% |
False |
False |
24,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,829.2 |
|
2.618 |
1,769.1 |
|
1.618 |
1,732.3 |
|
1.000 |
1,709.6 |
|
0.618 |
1,695.5 |
|
HIGH |
1,672.8 |
|
0.618 |
1,658.7 |
|
0.500 |
1,654.4 |
|
0.382 |
1,650.1 |
|
LOW |
1,636.0 |
|
0.618 |
1,613.3 |
|
1.000 |
1,599.2 |
|
1.618 |
1,576.5 |
|
2.618 |
1,539.7 |
|
4.250 |
1,479.6 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,654.4 |
1,670.2 |
| PP |
1,651.6 |
1,662.1 |
| S1 |
1,648.7 |
1,654.0 |
|