| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,406.00 |
1,410.00 |
4.00 |
0.3% |
1,406.75 |
| High |
1,415.75 |
1,414.75 |
-1.00 |
-0.1% |
1,417.00 |
| Low |
1,402.25 |
1,404.50 |
2.25 |
0.2% |
1,390.50 |
| Close |
1,409.75 |
1,414.00 |
4.25 |
0.3% |
1,409.75 |
| Range |
13.50 |
10.25 |
-3.25 |
-24.1% |
26.50 |
| ATR |
16.22 |
15.79 |
-0.43 |
-2.6% |
0.00 |
| Volume |
67,734 |
66,193 |
-1,541 |
-2.3% |
163,249 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,441.75 |
1,438.25 |
1,419.75 |
|
| R3 |
1,431.50 |
1,428.00 |
1,416.75 |
|
| R2 |
1,421.25 |
1,421.25 |
1,416.00 |
|
| R1 |
1,417.75 |
1,417.75 |
1,415.00 |
1,419.50 |
| PP |
1,411.00 |
1,411.00 |
1,411.00 |
1,412.00 |
| S1 |
1,407.50 |
1,407.50 |
1,413.00 |
1,409.25 |
| S2 |
1,400.75 |
1,400.75 |
1,412.00 |
|
| S3 |
1,390.50 |
1,397.25 |
1,411.25 |
|
| S4 |
1,380.25 |
1,387.00 |
1,408.25 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,485.25 |
1,474.00 |
1,424.25 |
|
| R3 |
1,458.75 |
1,447.50 |
1,417.00 |
|
| R2 |
1,432.25 |
1,432.25 |
1,414.50 |
|
| R1 |
1,421.00 |
1,421.00 |
1,412.25 |
1,426.50 |
| PP |
1,405.75 |
1,405.75 |
1,405.75 |
1,408.50 |
| S1 |
1,394.50 |
1,394.50 |
1,407.25 |
1,400.00 |
| S2 |
1,379.25 |
1,379.25 |
1,405.00 |
|
| S3 |
1,352.75 |
1,368.00 |
1,402.50 |
|
| S4 |
1,326.25 |
1,341.50 |
1,395.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,415.75 |
1,390.50 |
25.25 |
1.8% |
12.00 |
0.9% |
93% |
False |
False |
44,597 |
| 10 |
1,417.00 |
1,376.50 |
40.50 |
2.9% |
14.00 |
1.0% |
93% |
False |
False |
26,712 |
| 20 |
1,417.00 |
1,333.75 |
83.25 |
5.9% |
15.50 |
1.1% |
96% |
False |
False |
15,847 |
| 40 |
1,452.50 |
1,333.75 |
118.75 |
8.4% |
17.75 |
1.3% |
68% |
False |
False |
8,772 |
| 60 |
1,459.00 |
1,333.75 |
125.25 |
8.9% |
16.25 |
1.1% |
64% |
False |
False |
6,402 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
14.75 |
1.1% |
63% |
False |
False |
4,880 |
| 100 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
14.00 |
1.0% |
68% |
False |
False |
3,935 |
| 120 |
1,461.00 |
1,293.00 |
168.00 |
11.9% |
13.25 |
0.9% |
72% |
False |
False |
3,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,458.25 |
|
2.618 |
1,441.50 |
|
1.618 |
1,431.25 |
|
1.000 |
1,425.00 |
|
0.618 |
1,421.00 |
|
HIGH |
1,414.75 |
|
0.618 |
1,410.75 |
|
0.500 |
1,409.50 |
|
0.382 |
1,408.50 |
|
LOW |
1,404.50 |
|
0.618 |
1,398.25 |
|
1.000 |
1,394.25 |
|
1.618 |
1,388.00 |
|
2.618 |
1,377.75 |
|
4.250 |
1,361.00 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,412.50 |
1,411.50 |
| PP |
1,411.00 |
1,409.25 |
| S1 |
1,409.50 |
1,407.00 |
|