| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,657.4 |
1,659.8 |
2.4 |
0.1% |
1,698.4 |
| High |
1,668.7 |
1,666.1 |
-2.6 |
-0.2% |
1,704.4 |
| Low |
1,650.6 |
1,653.1 |
2.5 |
0.2% |
1,636.0 |
| Close |
1,660.7 |
1,663.7 |
3.0 |
0.2% |
1,660.1 |
| Range |
18.1 |
13.0 |
-5.1 |
-28.2% |
68.4 |
| ATR |
20.0 |
19.5 |
-0.5 |
-2.5% |
0.0 |
| Volume |
52,722 |
95,883 |
43,161 |
81.9% |
757,837 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,700.0 |
1,694.8 |
1,670.9 |
|
| R3 |
1,687.0 |
1,681.8 |
1,667.3 |
|
| R2 |
1,674.0 |
1,674.0 |
1,666.1 |
|
| R1 |
1,668.8 |
1,668.8 |
1,664.9 |
1,671.4 |
| PP |
1,661.0 |
1,661.0 |
1,661.0 |
1,662.3 |
| S1 |
1,655.8 |
1,655.8 |
1,662.5 |
1,658.4 |
| S2 |
1,648.0 |
1,648.0 |
1,661.3 |
|
| S3 |
1,635.0 |
1,642.8 |
1,660.1 |
|
| S4 |
1,622.0 |
1,629.8 |
1,656.6 |
|
|
| 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 |
1,672.8 |
1,636.0 |
36.8 |
2.2% |
21.2 |
1.3% |
75% |
False |
False |
103,737 |
| 10 |
1,712.8 |
1,636.0 |
76.8 |
4.6% |
20.5 |
1.2% |
36% |
False |
False |
120,704 |
| 20 |
1,733.7 |
1,636.0 |
97.7 |
5.9% |
19.1 |
1.1% |
28% |
False |
False |
130,563 |
| 40 |
1,757.1 |
1,636.0 |
121.1 |
7.3% |
19.3 |
1.2% |
23% |
False |
False |
77,562 |
| 60 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
18.2 |
1.1% |
17% |
False |
False |
53,408 |
| 80 |
1,800.0 |
1,636.0 |
164.0 |
9.9% |
19.0 |
1.1% |
17% |
False |
False |
40,861 |
| 100 |
1,800.0 |
1,598.0 |
202.0 |
12.1% |
18.2 |
1.1% |
33% |
False |
False |
32,906 |
| 120 |
1,800.0 |
1,564.7 |
235.3 |
14.1% |
17.7 |
1.1% |
42% |
False |
False |
27,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,721.4 |
|
2.618 |
1,700.1 |
|
1.618 |
1,687.1 |
|
1.000 |
1,679.1 |
|
0.618 |
1,674.1 |
|
HIGH |
1,666.1 |
|
0.618 |
1,661.1 |
|
0.500 |
1,659.6 |
|
0.382 |
1,658.1 |
|
LOW |
1,653.1 |
|
0.618 |
1,645.1 |
|
1.000 |
1,640.1 |
|
1.618 |
1,632.1 |
|
2.618 |
1,619.1 |
|
4.250 |
1,597.9 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,662.3 |
1,662.4 |
| PP |
1,661.0 |
1,661.0 |
| S1 |
1,659.6 |
1,659.7 |
|