| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,620.0 |
2,621.0 |
1.0 |
0.0% |
2,577.0 |
| High |
2,637.0 |
2,630.0 |
-7.0 |
-0.3% |
2,611.0 |
| Low |
2,612.0 |
2,607.0 |
-5.0 |
-0.2% |
2,565.0 |
| Close |
2,621.0 |
2,613.0 |
-8.0 |
-0.3% |
2,590.0 |
| Range |
25.0 |
23.0 |
-2.0 |
-8.0% |
46.0 |
| ATR |
33.0 |
32.3 |
-0.7 |
-2.2% |
0.0 |
| Volume |
258,968 |
254,477 |
-4,491 |
-1.7% |
395,999 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.7 |
2,672.3 |
2,625.7 |
|
| R3 |
2,662.7 |
2,649.3 |
2,619.3 |
|
| R2 |
2,639.7 |
2,639.7 |
2,617.2 |
|
| R1 |
2,626.3 |
2,626.3 |
2,615.1 |
2,621.5 |
| PP |
2,616.7 |
2,616.7 |
2,616.7 |
2,614.3 |
| S1 |
2,603.3 |
2,603.3 |
2,610.9 |
2,598.5 |
| S2 |
2,593.7 |
2,593.7 |
2,608.8 |
|
| S3 |
2,570.7 |
2,580.3 |
2,606.7 |
|
| S4 |
2,547.7 |
2,557.3 |
2,600.4 |
|
|
| 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% |
29.8 |
1.1% |
70% |
False |
False |
178,659 |
| 10 |
2,637.0 |
2,557.0 |
80.0 |
3.1% |
28.5 |
1.1% |
70% |
False |
False |
123,038 |
| 20 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
29.3 |
1.1% |
89% |
False |
False |
65,600 |
| 40 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
33.3 |
1.3% |
89% |
False |
False |
35,347 |
| 60 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
34.2 |
1.3% |
89% |
False |
False |
24,630 |
| 80 |
2,637.0 |
2,379.0 |
258.0 |
9.9% |
34.1 |
1.3% |
91% |
False |
False |
19,982 |
| 100 |
2,637.0 |
2,214.0 |
423.0 |
16.2% |
33.7 |
1.3% |
94% |
False |
False |
15,994 |
| 120 |
2,637.0 |
2,117.0 |
520.0 |
19.9% |
33.0 |
1.3% |
95% |
False |
False |
13,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,727.8 |
|
2.618 |
2,690.2 |
|
1.618 |
2,667.2 |
|
1.000 |
2,653.0 |
|
0.618 |
2,644.2 |
|
HIGH |
2,630.0 |
|
0.618 |
2,621.2 |
|
0.500 |
2,618.5 |
|
0.382 |
2,615.8 |
|
LOW |
2,607.0 |
|
0.618 |
2,592.8 |
|
1.000 |
2,584.0 |
|
1.618 |
2,569.8 |
|
2.618 |
2,546.8 |
|
4.250 |
2,509.3 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.5 |
2,612.2 |
| PP |
2,616.7 |
2,611.3 |
| S1 |
2,614.8 |
2,610.5 |
|