| 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 |
2,648.75 |
2,633.25 |
-15.50 |
-0.6% |
2,678.75 |
| High |
2,666.25 |
2,654.25 |
-12.00 |
-0.5% |
2,688.00 |
| Low |
2,624.75 |
2,620.00 |
-4.75 |
-0.2% |
2,616.50 |
| Close |
2,630.00 |
2,645.00 |
15.00 |
0.6% |
2,630.00 |
| Range |
41.50 |
34.25 |
-7.25 |
-17.5% |
71.50 |
| ATR |
34.78 |
34.74 |
-0.04 |
-0.1% |
0.00 |
| Volume |
3,337 |
1,052 |
-2,285 |
-68.5% |
7,104 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,742.50 |
2,728.00 |
2,663.75 |
|
| R3 |
2,708.25 |
2,693.75 |
2,654.50 |
|
| R2 |
2,674.00 |
2,674.00 |
2,651.25 |
|
| R1 |
2,659.50 |
2,659.50 |
2,648.25 |
2,666.75 |
| PP |
2,639.75 |
2,639.75 |
2,639.75 |
2,643.50 |
| S1 |
2,625.25 |
2,625.25 |
2,641.75 |
2,632.50 |
| S2 |
2,605.50 |
2,605.50 |
2,638.75 |
|
| S3 |
2,571.25 |
2,591.00 |
2,635.50 |
|
| S4 |
2,537.00 |
2,556.75 |
2,626.25 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.25 |
2,816.25 |
2,669.25 |
|
| R3 |
2,787.75 |
2,744.75 |
2,649.75 |
|
| R2 |
2,716.25 |
2,716.25 |
2,643.00 |
|
| R1 |
2,673.25 |
2,673.25 |
2,636.50 |
2,659.00 |
| PP |
2,644.75 |
2,644.75 |
2,644.75 |
2,637.75 |
| S1 |
2,601.75 |
2,601.75 |
2,623.50 |
2,587.50 |
| S2 |
2,573.25 |
2,573.25 |
2,617.00 |
|
| S3 |
2,501.75 |
2,530.25 |
2,610.25 |
|
| S4 |
2,430.25 |
2,458.75 |
2,590.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,673.50 |
2,616.50 |
57.00 |
2.2% |
39.00 |
1.5% |
50% |
False |
False |
1,594 |
| 10 |
2,688.00 |
2,606.00 |
82.00 |
3.1% |
33.75 |
1.3% |
48% |
False |
False |
920 |
| 20 |
2,688.00 |
2,502.00 |
186.00 |
7.0% |
33.25 |
1.3% |
77% |
False |
False |
513 |
| 40 |
2,773.25 |
2,502.00 |
271.25 |
10.3% |
35.00 |
1.3% |
53% |
False |
False |
286 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
28.75 |
1.1% |
41% |
False |
False |
194 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
22.00 |
0.8% |
41% |
False |
False |
146 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
17.75 |
0.7% |
41% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.75 |
|
2.618 |
2,744.00 |
|
1.618 |
2,709.75 |
|
1.000 |
2,688.50 |
|
0.618 |
2,675.50 |
|
HIGH |
2,654.25 |
|
0.618 |
2,641.25 |
|
0.500 |
2,637.00 |
|
0.382 |
2,633.00 |
|
LOW |
2,620.00 |
|
0.618 |
2,598.75 |
|
1.000 |
2,585.75 |
|
1.618 |
2,564.50 |
|
2.618 |
2,530.25 |
|
4.250 |
2,474.50 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.50 |
2,643.75 |
| PP |
2,639.75 |
2,642.50 |
| S1 |
2,637.00 |
2,641.50 |
|