| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,643.0 |
2,659.0 |
16.0 |
0.6% |
2,643.0 |
| High |
2,665.0 |
2,666.0 |
1.0 |
0.0% |
2,666.0 |
| Low |
2,640.0 |
2,604.0 |
-36.0 |
-1.4% |
2,604.0 |
| Close |
2,654.0 |
2,615.0 |
-39.0 |
-1.5% |
2,615.0 |
| Range |
25.0 |
62.0 |
37.0 |
148.0% |
62.0 |
| ATR |
29.7 |
32.0 |
2.3 |
7.8% |
0.0 |
| Volume |
496,453 |
940,750 |
444,297 |
89.5% |
1,437,203 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.3 |
2,776.7 |
2,649.1 |
|
| R3 |
2,752.3 |
2,714.7 |
2,632.1 |
|
| R2 |
2,690.3 |
2,690.3 |
2,626.4 |
|
| R1 |
2,652.7 |
2,652.7 |
2,620.7 |
2,640.5 |
| PP |
2,628.3 |
2,628.3 |
2,628.3 |
2,622.3 |
| S1 |
2,590.7 |
2,590.7 |
2,609.3 |
2,578.5 |
| S2 |
2,566.3 |
2,566.3 |
2,603.6 |
|
| S3 |
2,504.3 |
2,528.7 |
2,598.0 |
|
| S4 |
2,442.3 |
2,466.7 |
2,580.9 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.3 |
2,776.7 |
2,649.1 |
|
| R3 |
2,752.3 |
2,714.7 |
2,632.1 |
|
| R2 |
2,690.3 |
2,690.3 |
2,626.4 |
|
| R1 |
2,652.7 |
2,652.7 |
2,620.7 |
2,640.5 |
| PP |
2,628.3 |
2,628.3 |
2,628.3 |
2,622.3 |
| S1 |
2,590.7 |
2,590.7 |
2,609.3 |
2,578.5 |
| S2 |
2,566.3 |
2,566.3 |
2,603.6 |
|
| S3 |
2,504.3 |
2,528.7 |
2,598.0 |
|
| S4 |
2,442.3 |
2,466.7 |
2,580.9 |
|
|
| 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 |
2,604.0 |
64.0 |
2.4% |
34.0 |
1.3% |
17% |
False |
True |
695,834 |
| 10 |
2,668.0 |
2,604.0 |
64.0 |
2.4% |
28.0 |
1.1% |
17% |
False |
True |
704,624 |
| 20 |
2,668.0 |
2,512.0 |
156.0 |
6.0% |
29.0 |
1.1% |
66% |
False |
False |
391,772 |
| 40 |
2,668.0 |
2,417.0 |
251.0 |
9.6% |
31.5 |
1.2% |
79% |
False |
False |
197,860 |
| 60 |
2,668.0 |
2,417.0 |
251.0 |
9.6% |
32.6 |
1.2% |
79% |
False |
False |
132,524 |
| 80 |
2,668.0 |
2,399.0 |
269.0 |
10.3% |
34.1 |
1.3% |
80% |
False |
False |
101,616 |
| 100 |
2,668.0 |
2,379.0 |
289.0 |
11.1% |
32.0 |
1.2% |
82% |
False |
False |
81,321 |
| 120 |
2,668.0 |
2,117.0 |
551.0 |
21.1% |
32.9 |
1.3% |
90% |
False |
False |
67,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,929.5 |
|
2.618 |
2,828.3 |
|
1.618 |
2,766.3 |
|
1.000 |
2,728.0 |
|
0.618 |
2,704.3 |
|
HIGH |
2,666.0 |
|
0.618 |
2,642.3 |
|
0.500 |
2,635.0 |
|
0.382 |
2,627.7 |
|
LOW |
2,604.0 |
|
0.618 |
2,565.7 |
|
1.000 |
2,542.0 |
|
1.618 |
2,503.7 |
|
2.618 |
2,441.7 |
|
4.250 |
2,340.5 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,635.0 |
2,635.0 |
| PP |
2,628.3 |
2,628.3 |
| S1 |
2,621.7 |
2,621.7 |
|