| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,605.0 |
2,595.0 |
-10.0 |
-0.4% |
2,577.0 |
| High |
2,608.0 |
2,596.0 |
-12.0 |
-0.5% |
2,611.0 |
| Low |
2,582.0 |
2,557.0 |
-25.0 |
-1.0% |
2,565.0 |
| Close |
2,590.0 |
2,586.0 |
-4.0 |
-0.2% |
2,590.0 |
| Range |
26.0 |
39.0 |
13.0 |
50.0% |
46.0 |
| ATR |
33.1 |
33.5 |
0.4 |
1.3% |
0.0 |
| Volume |
63,380 |
204,170 |
140,790 |
222.1% |
395,999 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.7 |
2,680.3 |
2,607.5 |
|
| R3 |
2,657.7 |
2,641.3 |
2,596.7 |
|
| R2 |
2,618.7 |
2,618.7 |
2,593.2 |
|
| R1 |
2,602.3 |
2,602.3 |
2,589.6 |
2,591.0 |
| PP |
2,579.7 |
2,579.7 |
2,579.7 |
2,574.0 |
| S1 |
2,563.3 |
2,563.3 |
2,582.4 |
2,552.0 |
| S2 |
2,540.7 |
2,540.7 |
2,578.9 |
|
| S3 |
2,501.7 |
2,524.3 |
2,575.3 |
|
| S4 |
2,462.7 |
2,485.3 |
2,564.6 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,726.7 |
2,704.3 |
2,615.3 |
|
| R3 |
2,680.7 |
2,658.3 |
2,602.7 |
|
| R2 |
2,634.7 |
2,634.7 |
2,598.4 |
|
| R1 |
2,612.3 |
2,612.3 |
2,594.2 |
2,623.5 |
| PP |
2,588.7 |
2,588.7 |
2,588.7 |
2,594.3 |
| S1 |
2,566.3 |
2,566.3 |
2,585.8 |
2,577.5 |
| S2 |
2,542.7 |
2,542.7 |
2,581.6 |
|
| S3 |
2,496.7 |
2,520.3 |
2,577.4 |
|
| S4 |
2,450.7 |
2,474.3 |
2,564.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,611.0 |
2,557.0 |
54.0 |
2.1% |
30.4 |
1.2% |
54% |
False |
True |
107,902 |
| 10 |
2,611.0 |
2,512.0 |
99.0 |
3.8% |
29.3 |
1.1% |
75% |
False |
False |
68,133 |
| 20 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
31.0 |
1.2% |
87% |
False |
False |
34,361 |
| 40 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
33.7 |
1.3% |
87% |
False |
False |
19,793 |
| 60 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
34.2 |
1.3% |
87% |
False |
False |
15,350 |
| 80 |
2,611.0 |
2,379.0 |
232.0 |
9.0% |
34.4 |
1.3% |
89% |
False |
False |
12,165 |
| 100 |
2,611.0 |
2,117.0 |
494.0 |
19.1% |
34.3 |
1.3% |
95% |
False |
False |
9,759 |
| 120 |
2,611.0 |
2,101.0 |
510.0 |
19.7% |
32.8 |
1.3% |
95% |
False |
False |
8,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,761.8 |
|
2.618 |
2,698.1 |
|
1.618 |
2,659.1 |
|
1.000 |
2,635.0 |
|
0.618 |
2,620.1 |
|
HIGH |
2,596.0 |
|
0.618 |
2,581.1 |
|
0.500 |
2,576.5 |
|
0.382 |
2,571.9 |
|
LOW |
2,557.0 |
|
0.618 |
2,532.9 |
|
1.000 |
2,518.0 |
|
1.618 |
2,493.9 |
|
2.618 |
2,454.9 |
|
4.250 |
2,391.3 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,582.8 |
2,585.3 |
| PP |
2,579.7 |
2,584.7 |
| S1 |
2,576.5 |
2,584.0 |
|