| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,648.5 |
1,658.0 |
9.5 |
0.6% |
1,698.4 |
| High |
1,660.5 |
1,666.5 |
6.0 |
0.4% |
1,704.4 |
| Low |
1,636.3 |
1,652.7 |
16.4 |
1.0% |
1,636.0 |
| Close |
1,660.1 |
1,659.5 |
-0.6 |
0.0% |
1,660.1 |
| Range |
24.2 |
13.8 |
-10.4 |
-43.0% |
68.4 |
| ATR |
20.7 |
20.2 |
-0.5 |
-2.4% |
0.0 |
| Volume |
136,092 |
44,006 |
-92,086 |
-67.7% |
757,837 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,701.0 |
1,694.0 |
1,667.1 |
|
| R3 |
1,687.2 |
1,680.2 |
1,663.3 |
|
| R2 |
1,673.4 |
1,673.4 |
1,662.0 |
|
| R1 |
1,666.4 |
1,666.4 |
1,660.8 |
1,669.9 |
| PP |
1,659.6 |
1,659.6 |
1,659.6 |
1,661.3 |
| S1 |
1,652.6 |
1,652.6 |
1,658.2 |
1,656.1 |
| S2 |
1,645.8 |
1,645.8 |
1,657.0 |
|
| S3 |
1,632.0 |
1,638.8 |
1,655.7 |
|
| S4 |
1,618.2 |
1,625.0 |
1,651.9 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,872.0 |
1,834.5 |
1,697.7 |
|
| R3 |
1,803.6 |
1,766.1 |
1,678.9 |
|
| R2 |
1,735.2 |
1,735.2 |
1,672.6 |
|
| R1 |
1,697.7 |
1,697.7 |
1,666.4 |
1,682.3 |
| PP |
1,666.8 |
1,666.8 |
1,666.8 |
1,659.1 |
| S1 |
1,629.3 |
1,629.3 |
1,653.8 |
1,613.9 |
| S2 |
1,598.4 |
1,598.4 |
1,647.6 |
|
| S3 |
1,530.0 |
1,560.9 |
1,641.3 |
|
| S4 |
1,461.6 |
1,492.5 |
1,622.5 |
|
|
| 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 |
4.1% |
26.2 |
1.6% |
34% |
False |
False |
141,583 |
| 10 |
1,725.0 |
1,636.0 |
89.0 |
5.4% |
20.1 |
1.2% |
26% |
False |
False |
130,657 |
| 20 |
1,754.2 |
1,636.0 |
118.2 |
7.1% |
20.0 |
1.2% |
20% |
False |
False |
131,599 |
| 40 |
1,757.1 |
1,636.0 |
121.1 |
7.3% |
19.0 |
1.1% |
19% |
False |
False |
74,131 |
| 60 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
18.4 |
1.1% |
14% |
False |
False |
51,001 |
| 80 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
19.3 |
1.2% |
14% |
False |
False |
39,023 |
| 100 |
1,800.0 |
1,593.6 |
206.4 |
12.4% |
18.1 |
1.1% |
32% |
False |
False |
31,429 |
| 120 |
1,800.0 |
1,564.7 |
235.3 |
14.2% |
17.8 |
1.1% |
40% |
False |
False |
26,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,725.2 |
|
2.618 |
1,702.6 |
|
1.618 |
1,688.8 |
|
1.000 |
1,680.3 |
|
0.618 |
1,675.0 |
|
HIGH |
1,666.5 |
|
0.618 |
1,661.2 |
|
0.500 |
1,659.6 |
|
0.382 |
1,658.0 |
|
LOW |
1,652.7 |
|
0.618 |
1,644.2 |
|
1.000 |
1,638.9 |
|
1.618 |
1,630.4 |
|
2.618 |
1,616.6 |
|
4.250 |
1,594.1 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,659.6 |
1,657.8 |
| PP |
1,659.6 |
1,656.1 |
| S1 |
1,659.5 |
1,654.4 |
|