| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,645.25 |
2,632.00 |
-13.25 |
-0.5% |
2,633.25 |
| High |
2,658.25 |
2,665.25 |
7.00 |
0.3% |
2,691.00 |
| Low |
2,615.50 |
2,609.25 |
-6.25 |
-0.2% |
2,615.50 |
| Close |
2,623.25 |
2,662.00 |
38.75 |
1.5% |
2,623.25 |
| Range |
42.75 |
56.00 |
13.25 |
31.0% |
75.50 |
| ATR |
36.64 |
38.02 |
1.38 |
3.8% |
0.00 |
| Volume |
252,883 |
328,783 |
75,900 |
30.0% |
375,623 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.50 |
2,793.75 |
2,692.75 |
|
| R3 |
2,757.50 |
2,737.75 |
2,677.50 |
|
| R2 |
2,701.50 |
2,701.50 |
2,672.25 |
|
| R1 |
2,681.75 |
2,681.75 |
2,667.25 |
2,691.50 |
| PP |
2,645.50 |
2,645.50 |
2,645.50 |
2,650.50 |
| S1 |
2,625.75 |
2,625.75 |
2,656.75 |
2,635.50 |
| S2 |
2,589.50 |
2,589.50 |
2,651.75 |
|
| S3 |
2,533.50 |
2,569.75 |
2,646.50 |
|
| S4 |
2,477.50 |
2,513.75 |
2,631.25 |
|
|
| 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 |
2,609.25 |
81.75 |
3.1% |
45.00 |
1.7% |
65% |
False |
True |
140,670 |
| 10 |
2,691.00 |
2,609.25 |
81.75 |
3.1% |
42.00 |
1.6% |
65% |
False |
True |
71,132 |
| 20 |
2,691.00 |
2,536.00 |
155.00 |
5.8% |
36.00 |
1.4% |
81% |
False |
False |
35,653 |
| 40 |
2,694.25 |
2,502.00 |
192.25 |
7.2% |
35.75 |
1.3% |
83% |
False |
False |
17,858 |
| 60 |
2,833.25 |
2,502.00 |
331.25 |
12.4% |
32.50 |
1.2% |
48% |
False |
False |
11,916 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
24.75 |
0.9% |
46% |
False |
False |
8,938 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
20.00 |
0.8% |
46% |
False |
False |
7,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.25 |
|
2.618 |
2,811.75 |
|
1.618 |
2,755.75 |
|
1.000 |
2,721.25 |
|
0.618 |
2,699.75 |
|
HIGH |
2,665.25 |
|
0.618 |
2,643.75 |
|
0.500 |
2,637.25 |
|
0.382 |
2,630.75 |
|
LOW |
2,609.25 |
|
0.618 |
2,574.75 |
|
1.000 |
2,553.25 |
|
1.618 |
2,518.75 |
|
2.618 |
2,462.75 |
|
4.250 |
2,371.25 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.75 |
2,657.00 |
| PP |
2,645.50 |
2,651.75 |
| S1 |
2,637.25 |
2,646.50 |
|