| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,624.0 |
2,636.0 |
12.0 |
0.5% |
2,595.0 |
| High |
2,630.0 |
2,648.0 |
18.0 |
0.7% |
2,637.0 |
| Low |
2,605.0 |
2,625.0 |
20.0 |
0.8% |
2,557.0 |
| Close |
2,618.0 |
2,640.0 |
22.0 |
0.8% |
2,620.0 |
| Range |
25.0 |
23.0 |
-2.0 |
-8.0% |
80.0 |
| ATR |
30.6 |
30.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,016,981 |
1,092,113 |
75,132 |
7.4% |
1,774,447 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.7 |
2,696.3 |
2,652.7 |
|
| R3 |
2,683.7 |
2,673.3 |
2,646.3 |
|
| R2 |
2,660.7 |
2,660.7 |
2,644.2 |
|
| R1 |
2,650.3 |
2,650.3 |
2,642.1 |
2,655.5 |
| PP |
2,637.7 |
2,637.7 |
2,637.7 |
2,640.3 |
| S1 |
2,627.3 |
2,627.3 |
2,637.9 |
2,632.5 |
| S2 |
2,614.7 |
2,614.7 |
2,635.8 |
|
| S3 |
2,591.7 |
2,604.3 |
2,633.7 |
|
| S4 |
2,568.7 |
2,581.3 |
2,627.4 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.7 |
2,812.3 |
2,664.0 |
|
| R3 |
2,764.7 |
2,732.3 |
2,642.0 |
|
| R2 |
2,684.7 |
2,684.7 |
2,634.7 |
|
| R1 |
2,652.3 |
2,652.3 |
2,627.3 |
2,668.5 |
| PP |
2,604.7 |
2,604.7 |
2,604.7 |
2,612.8 |
| S1 |
2,572.3 |
2,572.3 |
2,612.7 |
2,588.5 |
| S2 |
2,524.7 |
2,524.7 |
2,605.3 |
|
| S3 |
2,444.7 |
2,492.3 |
2,598.0 |
|
| S4 |
2,364.7 |
2,412.3 |
2,576.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,648.0 |
2,605.0 |
43.0 |
1.6% |
22.0 |
0.8% |
81% |
True |
False |
713,413 |
| 10 |
2,648.0 |
2,557.0 |
91.0 |
3.4% |
27.2 |
1.0% |
91% |
True |
False |
410,261 |
| 20 |
2,648.0 |
2,481.0 |
167.0 |
6.3% |
26.6 |
1.0% |
95% |
True |
False |
218,229 |
| 40 |
2,648.0 |
2,417.0 |
231.0 |
8.8% |
31.5 |
1.2% |
97% |
True |
False |
111,683 |
| 60 |
2,648.0 |
2,417.0 |
231.0 |
8.8% |
34.0 |
1.3% |
97% |
True |
False |
74,549 |
| 80 |
2,648.0 |
2,379.0 |
269.0 |
10.2% |
33.9 |
1.3% |
97% |
True |
False |
58,145 |
| 100 |
2,648.0 |
2,233.0 |
415.0 |
15.7% |
33.0 |
1.2% |
98% |
True |
False |
46,530 |
| 120 |
2,648.0 |
2,117.0 |
531.0 |
20.1% |
32.8 |
1.2% |
98% |
True |
False |
38,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.8 |
|
2.618 |
2,708.2 |
|
1.618 |
2,685.2 |
|
1.000 |
2,671.0 |
|
0.618 |
2,662.2 |
|
HIGH |
2,648.0 |
|
0.618 |
2,639.2 |
|
0.500 |
2,636.5 |
|
0.382 |
2,633.8 |
|
LOW |
2,625.0 |
|
0.618 |
2,610.8 |
|
1.000 |
2,602.0 |
|
1.618 |
2,587.8 |
|
2.618 |
2,564.8 |
|
4.250 |
2,527.3 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,638.8 |
2,635.5 |
| PP |
2,637.7 |
2,631.0 |
| S1 |
2,636.5 |
2,626.5 |
|