| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,679.75 |
2,665.00 |
-14.75 |
-0.6% |
2,678.75 |
| High |
2,690.75 |
2,684.00 |
-6.75 |
-0.3% |
2,688.00 |
| Low |
2,663.00 |
2,637.75 |
-25.25 |
-0.9% |
2,616.50 |
| Close |
2,665.00 |
2,647.00 |
-18.00 |
-0.7% |
2,630.00 |
| Range |
27.75 |
46.25 |
18.50 |
66.7% |
71.50 |
| ATR |
35.39 |
36.17 |
0.78 |
2.2% |
0.00 |
| Volume |
16,161 |
97,996 |
81,835 |
506.4% |
7,104 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.00 |
2,767.25 |
2,672.50 |
|
| R3 |
2,748.75 |
2,721.00 |
2,659.75 |
|
| R2 |
2,702.50 |
2,702.50 |
2,655.50 |
|
| R1 |
2,674.75 |
2,674.75 |
2,651.25 |
2,665.50 |
| PP |
2,656.25 |
2,656.25 |
2,656.25 |
2,651.50 |
| S1 |
2,628.50 |
2,628.50 |
2,642.75 |
2,619.25 |
| S2 |
2,610.00 |
2,610.00 |
2,638.50 |
|
| S3 |
2,563.75 |
2,582.25 |
2,634.25 |
|
| S4 |
2,517.50 |
2,536.00 |
2,621.50 |
|
|
| 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 |
2,620.00 |
71.00 |
2.7% |
40.25 |
1.5% |
38% |
False |
False |
25,215 |
| 10 |
2,691.00 |
2,616.50 |
74.50 |
2.8% |
36.50 |
1.4% |
41% |
False |
False |
13,026 |
| 20 |
2,691.00 |
2,502.00 |
189.00 |
7.1% |
34.00 |
1.3% |
77% |
False |
False |
6,591 |
| 40 |
2,765.00 |
2,502.00 |
263.00 |
9.9% |
36.25 |
1.4% |
55% |
False |
False |
3,317 |
| 60 |
2,847.75 |
2,502.00 |
345.75 |
13.1% |
30.75 |
1.2% |
42% |
False |
False |
2,222 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
23.50 |
0.9% |
42% |
False |
False |
1,667 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
19.00 |
0.7% |
42% |
False |
False |
1,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,880.50 |
|
2.618 |
2,805.00 |
|
1.618 |
2,758.75 |
|
1.000 |
2,730.25 |
|
0.618 |
2,712.50 |
|
HIGH |
2,684.00 |
|
0.618 |
2,666.25 |
|
0.500 |
2,661.00 |
|
0.382 |
2,655.50 |
|
LOW |
2,637.75 |
|
0.618 |
2,609.25 |
|
1.000 |
2,591.50 |
|
1.618 |
2,563.00 |
|
2.618 |
2,516.75 |
|
4.250 |
2,441.25 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.00 |
2,664.50 |
| PP |
2,656.25 |
2,658.50 |
| S1 |
2,651.50 |
2,652.75 |
|