| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,664.0 |
1,655.9 |
-8.1 |
-0.5% |
1,658.0 |
| High |
1,667.0 |
1,681.0 |
14.0 |
0.8% |
1,668.7 |
| Low |
1,654.1 |
1,655.9 |
1.8 |
0.1% |
1,650.6 |
| Close |
1,655.9 |
1,675.8 |
19.9 |
1.2% |
1,655.9 |
| Range |
12.9 |
25.1 |
12.2 |
94.6% |
18.1 |
| ATR |
19.1 |
19.5 |
0.4 |
2.3% |
0.0 |
| Volume |
75,137 |
85,218 |
10,081 |
13.4% |
267,748 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.2 |
1,736.1 |
1,689.6 |
|
| R3 |
1,721.1 |
1,711.0 |
1,682.7 |
|
| R2 |
1,696.0 |
1,696.0 |
1,680.4 |
|
| R1 |
1,685.9 |
1,685.9 |
1,678.1 |
1,691.0 |
| PP |
1,670.9 |
1,670.9 |
1,670.9 |
1,673.4 |
| S1 |
1,660.8 |
1,660.8 |
1,673.5 |
1,665.9 |
| S2 |
1,645.8 |
1,645.8 |
1,671.2 |
|
| S3 |
1,620.7 |
1,635.7 |
1,668.9 |
|
| S4 |
1,595.6 |
1,610.6 |
1,662.0 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.7 |
1,702.4 |
1,665.9 |
|
| R3 |
1,694.6 |
1,684.3 |
1,660.9 |
|
| R2 |
1,676.5 |
1,676.5 |
1,659.2 |
|
| R1 |
1,666.2 |
1,666.2 |
1,657.6 |
1,662.3 |
| PP |
1,658.4 |
1,658.4 |
1,658.4 |
1,656.5 |
| S1 |
1,648.1 |
1,648.1 |
1,654.2 |
1,644.2 |
| S2 |
1,640.3 |
1,640.3 |
1,652.6 |
|
| S3 |
1,622.2 |
1,630.0 |
1,650.9 |
|
| S4 |
1,604.1 |
1,611.9 |
1,645.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,681.0 |
1,650.6 |
30.4 |
1.8% |
16.6 |
1.0% |
83% |
True |
False |
70,593 |
| 10 |
1,704.4 |
1,636.0 |
68.4 |
4.1% |
21.3 |
1.3% |
58% |
False |
False |
111,080 |
| 20 |
1,725.0 |
1,636.0 |
89.0 |
5.3% |
19.3 |
1.1% |
45% |
False |
False |
122,564 |
| 40 |
1,757.1 |
1,636.0 |
121.1 |
7.2% |
19.6 |
1.2% |
33% |
False |
False |
81,313 |
| 60 |
1,800.0 |
1,636.0 |
164.0 |
9.8% |
18.4 |
1.1% |
24% |
False |
False |
55,934 |
| 80 |
1,800.0 |
1,636.0 |
164.0 |
9.8% |
19.1 |
1.1% |
24% |
False |
False |
42,821 |
| 100 |
1,800.0 |
1,598.0 |
202.0 |
12.1% |
18.4 |
1.1% |
39% |
False |
False |
34,496 |
| 120 |
1,800.0 |
1,564.7 |
235.3 |
14.0% |
17.8 |
1.1% |
47% |
False |
False |
28,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,787.7 |
|
2.618 |
1,746.7 |
|
1.618 |
1,721.6 |
|
1.000 |
1,706.1 |
|
0.618 |
1,696.5 |
|
HIGH |
1,681.0 |
|
0.618 |
1,671.4 |
|
0.500 |
1,668.5 |
|
0.382 |
1,665.5 |
|
LOW |
1,655.9 |
|
0.618 |
1,640.4 |
|
1.000 |
1,630.8 |
|
1.618 |
1,615.3 |
|
2.618 |
1,590.2 |
|
4.250 |
1,549.2 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,673.4 |
1,672.9 |
| PP |
1,670.9 |
1,670.0 |
| S1 |
1,668.5 |
1,667.1 |
|