| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,636.0 |
2,649.0 |
13.0 |
0.5% |
2,595.0 |
| High |
2,648.0 |
2,657.0 |
9.0 |
0.3% |
2,637.0 |
| Low |
2,625.0 |
2,639.0 |
14.0 |
0.5% |
2,557.0 |
| Close |
2,640.0 |
2,650.0 |
10.0 |
0.4% |
2,620.0 |
| Range |
23.0 |
18.0 |
-5.0 |
-21.7% |
80.0 |
| ATR |
30.5 |
29.6 |
-0.9 |
-2.9% |
0.0 |
| Volume |
1,092,113 |
767,893 |
-324,220 |
-29.7% |
1,774,447 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.7 |
2,694.3 |
2,659.9 |
|
| R3 |
2,684.7 |
2,676.3 |
2,655.0 |
|
| R2 |
2,666.7 |
2,666.7 |
2,653.3 |
|
| R1 |
2,658.3 |
2,658.3 |
2,651.7 |
2,662.5 |
| PP |
2,648.7 |
2,648.7 |
2,648.7 |
2,650.8 |
| S1 |
2,640.3 |
2,640.3 |
2,648.4 |
2,644.5 |
| S2 |
2,630.7 |
2,630.7 |
2,646.7 |
|
| S3 |
2,612.7 |
2,622.3 |
2,645.1 |
|
| S4 |
2,594.7 |
2,604.3 |
2,640.1 |
|
|
| 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 |
2,657.0 |
2,605.0 |
52.0 |
2.0% |
20.6 |
0.8% |
87% |
True |
False |
815,198 |
| 10 |
2,657.0 |
2,557.0 |
100.0 |
3.8% |
25.7 |
1.0% |
93% |
True |
False |
480,716 |
| 20 |
2,657.0 |
2,512.0 |
145.0 |
5.5% |
26.1 |
1.0% |
95% |
True |
False |
256,616 |
| 40 |
2,657.0 |
2,417.0 |
240.0 |
9.1% |
31.1 |
1.2% |
97% |
True |
False |
130,754 |
| 60 |
2,657.0 |
2,417.0 |
240.0 |
9.1% |
33.5 |
1.3% |
97% |
True |
False |
87,346 |
| 80 |
2,657.0 |
2,379.0 |
278.0 |
10.5% |
34.0 |
1.3% |
97% |
True |
False |
67,743 |
| 100 |
2,657.0 |
2,233.0 |
424.0 |
16.0% |
33.1 |
1.3% |
98% |
True |
False |
54,209 |
| 120 |
2,657.0 |
2,117.0 |
540.0 |
20.4% |
32.8 |
1.2% |
99% |
True |
False |
45,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,733.5 |
|
2.618 |
2,704.1 |
|
1.618 |
2,686.1 |
|
1.000 |
2,675.0 |
|
0.618 |
2,668.1 |
|
HIGH |
2,657.0 |
|
0.618 |
2,650.1 |
|
0.500 |
2,648.0 |
|
0.382 |
2,645.9 |
|
LOW |
2,639.0 |
|
0.618 |
2,627.9 |
|
1.000 |
2,621.0 |
|
1.618 |
2,609.9 |
|
2.618 |
2,591.9 |
|
4.250 |
2,562.5 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.3 |
2,643.7 |
| PP |
2,648.7 |
2,637.3 |
| S1 |
2,648.0 |
2,631.0 |
|