| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,633.25 |
2,642.00 |
8.75 |
0.3% |
2,678.75 |
| High |
2,654.25 |
2,691.00 |
36.75 |
1.4% |
2,688.00 |
| Low |
2,620.00 |
2,639.00 |
19.00 |
0.7% |
2,616.50 |
| Close |
2,645.00 |
2,680.50 |
35.50 |
1.3% |
2,630.00 |
| Range |
34.25 |
52.00 |
17.75 |
51.8% |
71.50 |
| ATR |
34.74 |
35.98 |
1.23 |
3.5% |
0.00 |
| Volume |
1,052 |
7,531 |
6,479 |
615.9% |
7,104 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.25 |
2,805.25 |
2,709.00 |
|
| R3 |
2,774.25 |
2,753.25 |
2,694.75 |
|
| R2 |
2,722.25 |
2,722.25 |
2,690.00 |
|
| R1 |
2,701.25 |
2,701.25 |
2,685.25 |
2,711.75 |
| PP |
2,670.25 |
2,670.25 |
2,670.25 |
2,675.50 |
| S1 |
2,649.25 |
2,649.25 |
2,675.75 |
2,659.75 |
| S2 |
2,618.25 |
2,618.25 |
2,671.00 |
|
| S3 |
2,566.25 |
2,597.25 |
2,666.25 |
|
| S4 |
2,514.25 |
2,545.25 |
2,652.00 |
|
|
| 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 |
2,691.00 |
2,616.50 |
74.50 |
2.8% |
44.75 |
1.7% |
86% |
True |
False |
2,916 |
| 10 |
2,691.00 |
2,606.00 |
85.00 |
3.2% |
37.00 |
1.4% |
88% |
True |
False |
1,665 |
| 20 |
2,691.00 |
2,502.00 |
189.00 |
7.1% |
34.50 |
1.3% |
94% |
True |
False |
885 |
| 40 |
2,773.25 |
2,502.00 |
271.25 |
10.1% |
35.75 |
1.3% |
66% |
False |
False |
474 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
12.9% |
29.75 |
1.1% |
52% |
False |
False |
320 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.9% |
22.75 |
0.8% |
52% |
False |
False |
240 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.9% |
18.50 |
0.7% |
52% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.00 |
|
2.618 |
2,827.25 |
|
1.618 |
2,775.25 |
|
1.000 |
2,743.00 |
|
0.618 |
2,723.25 |
|
HIGH |
2,691.00 |
|
0.618 |
2,671.25 |
|
0.500 |
2,665.00 |
|
0.382 |
2,658.75 |
|
LOW |
2,639.00 |
|
0.618 |
2,606.75 |
|
1.000 |
2,587.00 |
|
1.618 |
2,554.75 |
|
2.618 |
2,502.75 |
|
4.250 |
2,418.00 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,675.25 |
2,672.25 |
| PP |
2,670.25 |
2,663.75 |
| S1 |
2,665.00 |
2,655.50 |
|