| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,642.00 |
2,679.75 |
37.75 |
1.4% |
2,678.75 |
| High |
2,691.00 |
2,690.75 |
-0.25 |
0.0% |
2,688.00 |
| Low |
2,639.00 |
2,663.00 |
24.00 |
0.9% |
2,616.50 |
| Close |
2,680.50 |
2,665.00 |
-15.50 |
-0.6% |
2,630.00 |
| Range |
52.00 |
27.75 |
-24.25 |
-46.6% |
71.50 |
| ATR |
35.98 |
35.39 |
-0.59 |
-1.6% |
0.00 |
| Volume |
7,531 |
16,161 |
8,630 |
114.6% |
7,104 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.25 |
2,738.25 |
2,680.25 |
|
| R3 |
2,728.50 |
2,710.50 |
2,672.75 |
|
| R2 |
2,700.75 |
2,700.75 |
2,670.00 |
|
| R1 |
2,682.75 |
2,682.75 |
2,667.50 |
2,678.00 |
| PP |
2,673.00 |
2,673.00 |
2,673.00 |
2,670.50 |
| S1 |
2,655.00 |
2,655.00 |
2,662.50 |
2,650.00 |
| S2 |
2,645.25 |
2,645.25 |
2,660.00 |
|
| S3 |
2,617.50 |
2,627.25 |
2,657.25 |
|
| S4 |
2,589.75 |
2,599.50 |
2,649.75 |
|
|
| 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% |
39.00 |
1.5% |
65% |
False |
False |
5,864 |
| 10 |
2,691.00 |
2,616.50 |
74.50 |
2.8% |
34.50 |
1.3% |
65% |
False |
False |
3,271 |
| 20 |
2,691.00 |
2,502.00 |
189.00 |
7.1% |
34.50 |
1.3% |
86% |
False |
False |
1,693 |
| 40 |
2,773.25 |
2,502.00 |
271.25 |
10.2% |
35.50 |
1.3% |
60% |
False |
False |
878 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
30.00 |
1.1% |
47% |
False |
False |
589 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
23.00 |
0.9% |
47% |
False |
False |
442 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
18.50 |
0.7% |
47% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.75 |
|
2.618 |
2,763.50 |
|
1.618 |
2,735.75 |
|
1.000 |
2,718.50 |
|
0.618 |
2,708.00 |
|
HIGH |
2,690.75 |
|
0.618 |
2,680.25 |
|
0.500 |
2,677.00 |
|
0.382 |
2,673.50 |
|
LOW |
2,663.00 |
|
0.618 |
2,645.75 |
|
1.000 |
2,635.25 |
|
1.618 |
2,618.00 |
|
2.618 |
2,590.25 |
|
4.250 |
2,545.00 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.00 |
2,661.75 |
| PP |
2,673.00 |
2,658.75 |
| S1 |
2,669.00 |
2,655.50 |
|