| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,591.0 |
2,620.0 |
29.0 |
1.1% |
2,577.0 |
| High |
2,620.0 |
2,637.0 |
17.0 |
0.6% |
2,611.0 |
| Low |
2,584.0 |
2,612.0 |
28.0 |
1.1% |
2,565.0 |
| Close |
2,615.0 |
2,621.0 |
6.0 |
0.2% |
2,590.0 |
| Range |
36.0 |
25.0 |
-11.0 |
-30.6% |
46.0 |
| ATR |
33.7 |
33.0 |
-0.6 |
-1.8% |
0.0 |
| Volume |
112,303 |
258,968 |
146,665 |
130.6% |
395,999 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,698.3 |
2,684.7 |
2,634.8 |
|
| R3 |
2,673.3 |
2,659.7 |
2,627.9 |
|
| R2 |
2,648.3 |
2,648.3 |
2,625.6 |
|
| R1 |
2,634.7 |
2,634.7 |
2,623.3 |
2,641.5 |
| PP |
2,623.3 |
2,623.3 |
2,623.3 |
2,626.8 |
| S1 |
2,609.7 |
2,609.7 |
2,618.7 |
2,616.5 |
| S2 |
2,598.3 |
2,598.3 |
2,616.4 |
|
| S3 |
2,573.3 |
2,584.7 |
2,614.1 |
|
| S4 |
2,548.3 |
2,559.7 |
2,607.3 |
|
|
| 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 |
2,637.0 |
2,557.0 |
80.0 |
3.1% |
30.8 |
1.2% |
80% |
True |
False |
146,234 |
| 10 |
2,637.0 |
2,552.0 |
85.0 |
3.2% |
28.2 |
1.1% |
81% |
True |
False |
100,452 |
| 20 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
29.3 |
1.1% |
93% |
True |
False |
52,893 |
| 40 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
33.3 |
1.3% |
93% |
True |
False |
29,068 |
| 60 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
34.1 |
1.3% |
93% |
True |
False |
20,546 |
| 80 |
2,637.0 |
2,379.0 |
258.0 |
9.8% |
34.5 |
1.3% |
94% |
True |
False |
16,804 |
| 100 |
2,637.0 |
2,128.0 |
509.0 |
19.4% |
34.5 |
1.3% |
97% |
True |
False |
13,465 |
| 120 |
2,637.0 |
2,117.0 |
520.0 |
19.8% |
33.0 |
1.3% |
97% |
True |
False |
11,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,743.3 |
|
2.618 |
2,702.5 |
|
1.618 |
2,677.5 |
|
1.000 |
2,662.0 |
|
0.618 |
2,652.5 |
|
HIGH |
2,637.0 |
|
0.618 |
2,627.5 |
|
0.500 |
2,624.5 |
|
0.382 |
2,621.6 |
|
LOW |
2,612.0 |
|
0.618 |
2,596.6 |
|
1.000 |
2,587.0 |
|
1.618 |
2,571.6 |
|
2.618 |
2,546.6 |
|
4.250 |
2,505.8 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.5 |
2,613.0 |
| PP |
2,623.3 |
2,605.0 |
| S1 |
2,622.2 |
2,597.0 |
|