| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,665.00 |
2,645.25 |
-19.75 |
-0.7% |
2,633.25 |
| High |
2,684.00 |
2,658.25 |
-25.75 |
-1.0% |
2,691.00 |
| Low |
2,637.75 |
2,615.50 |
-22.25 |
-0.8% |
2,615.50 |
| Close |
2,647.00 |
2,623.25 |
-23.75 |
-0.9% |
2,623.25 |
| Range |
46.25 |
42.75 |
-3.50 |
-7.6% |
75.50 |
| ATR |
36.17 |
36.64 |
0.47 |
1.3% |
0.00 |
| Volume |
97,996 |
252,883 |
154,887 |
158.1% |
375,623 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,760.50 |
2,734.75 |
2,646.75 |
|
| R3 |
2,717.75 |
2,692.00 |
2,635.00 |
|
| R2 |
2,675.00 |
2,675.00 |
2,631.00 |
|
| R1 |
2,649.25 |
2,649.25 |
2,627.25 |
2,640.75 |
| PP |
2,632.25 |
2,632.25 |
2,632.25 |
2,628.00 |
| S1 |
2,606.50 |
2,606.50 |
2,619.25 |
2,598.00 |
| S2 |
2,589.50 |
2,589.50 |
2,615.50 |
|
| S3 |
2,546.75 |
2,563.75 |
2,611.50 |
|
| S4 |
2,504.00 |
2,521.00 |
2,599.75 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,869.75 |
2,822.00 |
2,664.75 |
|
| R3 |
2,794.25 |
2,746.50 |
2,644.00 |
|
| R2 |
2,718.75 |
2,718.75 |
2,637.00 |
|
| R1 |
2,671.00 |
2,671.00 |
2,630.25 |
2,657.00 |
| PP |
2,643.25 |
2,643.25 |
2,643.25 |
2,636.25 |
| S1 |
2,595.50 |
2,595.50 |
2,616.25 |
2,581.50 |
| S2 |
2,567.75 |
2,567.75 |
2,609.50 |
|
| S3 |
2,492.25 |
2,520.00 |
2,602.50 |
|
| S4 |
2,416.75 |
2,444.50 |
2,581.75 |
|
|
| 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 |
2,615.50 |
75.50 |
2.9% |
40.50 |
1.5% |
10% |
False |
True |
75,124 |
| 10 |
2,691.00 |
2,615.50 |
75.50 |
2.9% |
39.00 |
1.5% |
10% |
False |
True |
38,272 |
| 20 |
2,691.00 |
2,502.00 |
189.00 |
7.2% |
34.75 |
1.3% |
64% |
False |
False |
19,222 |
| 40 |
2,725.50 |
2,502.00 |
223.50 |
8.5% |
36.25 |
1.4% |
54% |
False |
False |
9,639 |
| 60 |
2,847.00 |
2,502.00 |
345.00 |
13.2% |
31.50 |
1.2% |
35% |
False |
False |
6,437 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
24.00 |
0.9% |
35% |
False |
False |
4,828 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
19.50 |
0.7% |
35% |
False |
False |
3,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.00 |
|
2.618 |
2,770.25 |
|
1.618 |
2,727.50 |
|
1.000 |
2,701.00 |
|
0.618 |
2,684.75 |
|
HIGH |
2,658.25 |
|
0.618 |
2,642.00 |
|
0.500 |
2,637.00 |
|
0.382 |
2,631.75 |
|
LOW |
2,615.50 |
|
0.618 |
2,589.00 |
|
1.000 |
2,572.75 |
|
1.618 |
2,546.25 |
|
2.618 |
2,503.50 |
|
4.250 |
2,433.75 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,637.00 |
2,653.00 |
| PP |
2,632.25 |
2,643.25 |
| S1 |
2,627.75 |
2,633.25 |
|