| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,595.0 |
2,591.0 |
-4.0 |
-0.2% |
2,577.0 |
| High |
2,596.0 |
2,620.0 |
24.0 |
0.9% |
2,611.0 |
| Low |
2,557.0 |
2,584.0 |
27.0 |
1.1% |
2,565.0 |
| Close |
2,586.0 |
2,615.0 |
29.0 |
1.1% |
2,590.0 |
| Range |
39.0 |
36.0 |
-3.0 |
-7.7% |
46.0 |
| ATR |
33.5 |
33.7 |
0.2 |
0.5% |
0.0 |
| Volume |
204,170 |
112,303 |
-91,867 |
-45.0% |
395,999 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.3 |
2,700.7 |
2,634.8 |
|
| R3 |
2,678.3 |
2,664.7 |
2,624.9 |
|
| R2 |
2,642.3 |
2,642.3 |
2,621.6 |
|
| R1 |
2,628.7 |
2,628.7 |
2,618.3 |
2,635.5 |
| PP |
2,606.3 |
2,606.3 |
2,606.3 |
2,609.8 |
| S1 |
2,592.7 |
2,592.7 |
2,611.7 |
2,599.5 |
| S2 |
2,570.3 |
2,570.3 |
2,608.4 |
|
| S3 |
2,534.3 |
2,556.7 |
2,605.1 |
|
| S4 |
2,498.3 |
2,520.7 |
2,595.2 |
|
|
| 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 |
2,620.0 |
2,557.0 |
63.0 |
2.4% |
32.4 |
1.2% |
92% |
True |
False |
107,110 |
| 10 |
2,620.0 |
2,512.0 |
108.0 |
4.1% |
30.0 |
1.1% |
95% |
True |
False |
78,921 |
| 20 |
2,620.0 |
2,417.0 |
203.0 |
7.8% |
30.5 |
1.2% |
98% |
True |
False |
39,951 |
| 40 |
2,620.0 |
2,417.0 |
203.0 |
7.8% |
33.3 |
1.3% |
98% |
True |
False |
22,599 |
| 60 |
2,620.0 |
2,417.0 |
203.0 |
7.8% |
34.2 |
1.3% |
98% |
True |
False |
16,658 |
| 80 |
2,620.0 |
2,379.0 |
241.0 |
9.2% |
34.5 |
1.3% |
98% |
True |
False |
13,568 |
| 100 |
2,620.0 |
2,125.0 |
495.0 |
18.9% |
34.5 |
1.3% |
99% |
True |
False |
10,882 |
| 120 |
2,620.0 |
2,113.0 |
507.0 |
19.4% |
33.0 |
1.3% |
99% |
True |
False |
9,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,773.0 |
|
2.618 |
2,714.2 |
|
1.618 |
2,678.2 |
|
1.000 |
2,656.0 |
|
0.618 |
2,642.2 |
|
HIGH |
2,620.0 |
|
0.618 |
2,606.2 |
|
0.500 |
2,602.0 |
|
0.382 |
2,597.8 |
|
LOW |
2,584.0 |
|
0.618 |
2,561.8 |
|
1.000 |
2,548.0 |
|
1.618 |
2,525.8 |
|
2.618 |
2,489.8 |
|
4.250 |
2,431.0 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,610.7 |
2,606.2 |
| PP |
2,606.3 |
2,597.3 |
| S1 |
2,602.0 |
2,588.5 |
|