| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,632.00 |
2,664.50 |
32.50 |
1.2% |
2,633.25 |
| High |
2,665.25 |
2,707.00 |
41.75 |
1.6% |
2,691.00 |
| Low |
2,609.25 |
2,662.25 |
53.00 |
2.0% |
2,615.50 |
| Close |
2,662.00 |
2,701.50 |
39.50 |
1.5% |
2,623.25 |
| Range |
56.00 |
44.75 |
-11.25 |
-20.1% |
75.50 |
| ATR |
38.02 |
38.52 |
0.50 |
1.3% |
0.00 |
| Volume |
328,783 |
397,730 |
68,947 |
21.0% |
375,623 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.50 |
2,807.75 |
2,726.00 |
|
| R3 |
2,779.75 |
2,763.00 |
2,713.75 |
|
| R2 |
2,735.00 |
2,735.00 |
2,709.75 |
|
| R1 |
2,718.25 |
2,718.25 |
2,705.50 |
2,726.50 |
| PP |
2,690.25 |
2,690.25 |
2,690.25 |
2,694.50 |
| S1 |
2,673.50 |
2,673.50 |
2,697.50 |
2,682.00 |
| S2 |
2,645.50 |
2,645.50 |
2,693.25 |
|
| S3 |
2,600.75 |
2,628.75 |
2,689.25 |
|
| S4 |
2,556.00 |
2,584.00 |
2,677.00 |
|
|
| 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 |
2,707.00 |
2,609.25 |
97.75 |
3.6% |
43.50 |
1.6% |
94% |
True |
False |
218,710 |
| 10 |
2,707.00 |
2,609.25 |
97.75 |
3.6% |
44.00 |
1.6% |
94% |
True |
False |
110,813 |
| 20 |
2,707.00 |
2,565.75 |
141.25 |
5.2% |
36.00 |
1.3% |
96% |
True |
False |
55,535 |
| 40 |
2,707.00 |
2,502.00 |
205.00 |
7.6% |
36.25 |
1.3% |
97% |
True |
False |
27,800 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.1% |
33.25 |
1.2% |
61% |
False |
False |
18,545 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
25.25 |
0.9% |
58% |
False |
False |
13,909 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
20.50 |
0.8% |
58% |
False |
False |
11,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.25 |
|
2.618 |
2,824.25 |
|
1.618 |
2,779.50 |
|
1.000 |
2,751.75 |
|
0.618 |
2,734.75 |
|
HIGH |
2,707.00 |
|
0.618 |
2,690.00 |
|
0.500 |
2,684.50 |
|
0.382 |
2,679.25 |
|
LOW |
2,662.25 |
|
0.618 |
2,634.50 |
|
1.000 |
2,617.50 |
|
1.618 |
2,589.75 |
|
2.618 |
2,545.00 |
|
4.250 |
2,472.00 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,696.00 |
2,687.00 |
| PP |
2,690.25 |
2,672.50 |
| S1 |
2,684.50 |
2,658.00 |
|