| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,627.0 |
2,643.0 |
16.0 |
0.6% |
2,624.0 |
| High |
2,660.0 |
2,665.0 |
5.0 |
0.2% |
2,668.0 |
| Low |
2,625.0 |
2,640.0 |
15.0 |
0.6% |
2,605.0 |
| Close |
2,645.0 |
2,654.0 |
9.0 |
0.3% |
2,645.0 |
| Range |
35.0 |
25.0 |
-10.0 |
-28.6% |
63.0 |
| ATR |
30.1 |
29.7 |
-0.4 |
-1.2% |
0.0 |
| Volume |
396,718 |
496,453 |
99,735 |
25.1% |
4,151,065 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.0 |
2,716.0 |
2,667.8 |
|
| R3 |
2,703.0 |
2,691.0 |
2,660.9 |
|
| R2 |
2,678.0 |
2,678.0 |
2,658.6 |
|
| R1 |
2,666.0 |
2,666.0 |
2,656.3 |
2,672.0 |
| PP |
2,653.0 |
2,653.0 |
2,653.0 |
2,656.0 |
| S1 |
2,641.0 |
2,641.0 |
2,651.7 |
2,647.0 |
| S2 |
2,628.0 |
2,628.0 |
2,649.4 |
|
| S3 |
2,603.0 |
2,616.0 |
2,647.1 |
|
| S4 |
2,578.0 |
2,591.0 |
2,640.3 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.3 |
2,799.7 |
2,679.7 |
|
| R3 |
2,765.3 |
2,736.7 |
2,662.3 |
|
| R2 |
2,702.3 |
2,702.3 |
2,656.6 |
|
| R1 |
2,673.7 |
2,673.7 |
2,650.8 |
2,688.0 |
| PP |
2,639.3 |
2,639.3 |
2,639.3 |
2,646.5 |
| S1 |
2,610.7 |
2,610.7 |
2,639.2 |
2,625.0 |
| S2 |
2,576.3 |
2,576.3 |
2,633.5 |
|
| S3 |
2,513.3 |
2,547.7 |
2,627.7 |
|
| S4 |
2,450.3 |
2,484.7 |
2,610.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,668.0 |
2,625.0 |
43.0 |
1.6% |
26.2 |
1.0% |
67% |
False |
False |
726,107 |
| 10 |
2,668.0 |
2,584.0 |
84.0 |
3.2% |
25.4 |
1.0% |
83% |
False |
False |
621,779 |
| 20 |
2,668.0 |
2,512.0 |
156.0 |
5.9% |
27.4 |
1.0% |
91% |
False |
False |
344,956 |
| 40 |
2,668.0 |
2,417.0 |
251.0 |
9.5% |
30.9 |
1.2% |
94% |
False |
False |
174,344 |
| 60 |
2,668.0 |
2,417.0 |
251.0 |
9.5% |
32.3 |
1.2% |
94% |
False |
False |
116,847 |
| 80 |
2,668.0 |
2,399.0 |
269.0 |
10.1% |
33.7 |
1.3% |
95% |
False |
False |
89,863 |
| 100 |
2,668.0 |
2,379.0 |
289.0 |
10.9% |
31.9 |
1.2% |
95% |
False |
False |
71,914 |
| 120 |
2,668.0 |
2,117.0 |
551.0 |
20.8% |
32.7 |
1.2% |
97% |
False |
False |
59,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,771.3 |
|
2.618 |
2,730.5 |
|
1.618 |
2,705.5 |
|
1.000 |
2,690.0 |
|
0.618 |
2,680.5 |
|
HIGH |
2,665.0 |
|
0.618 |
2,655.5 |
|
0.500 |
2,652.5 |
|
0.382 |
2,649.6 |
|
LOW |
2,640.0 |
|
0.618 |
2,624.6 |
|
1.000 |
2,615.0 |
|
1.618 |
2,599.6 |
|
2.618 |
2,574.6 |
|
4.250 |
2,533.8 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.5 |
2,651.5 |
| PP |
2,653.0 |
2,649.0 |
| S1 |
2,652.5 |
2,646.5 |
|