| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,664.50 |
2,702.00 |
37.50 |
1.4% |
2,633.25 |
| High |
2,707.00 |
2,713.75 |
6.75 |
0.2% |
2,691.00 |
| Low |
2,662.25 |
2,687.50 |
25.25 |
0.9% |
2,615.50 |
| Close |
2,701.50 |
2,693.00 |
-8.50 |
-0.3% |
2,623.25 |
| Range |
44.75 |
26.25 |
-18.50 |
-41.3% |
75.50 |
| ATR |
38.52 |
37.64 |
-0.88 |
-2.3% |
0.00 |
| Volume |
397,730 |
278,685 |
-119,045 |
-29.9% |
375,623 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.75 |
2,761.25 |
2,707.50 |
|
| R3 |
2,750.50 |
2,735.00 |
2,700.25 |
|
| R2 |
2,724.25 |
2,724.25 |
2,697.75 |
|
| R1 |
2,708.75 |
2,708.75 |
2,695.50 |
2,703.50 |
| PP |
2,698.00 |
2,698.00 |
2,698.00 |
2,695.50 |
| S1 |
2,682.50 |
2,682.50 |
2,690.50 |
2,677.00 |
| S2 |
2,671.75 |
2,671.75 |
2,688.25 |
|
| S3 |
2,645.50 |
2,656.25 |
2,685.75 |
|
| S4 |
2,619.25 |
2,630.00 |
2,678.50 |
|
|
| 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 |
2,713.75 |
2,609.25 |
104.50 |
3.9% |
43.25 |
1.6% |
80% |
True |
False |
271,215 |
| 10 |
2,713.75 |
2,609.25 |
104.50 |
3.9% |
41.00 |
1.5% |
80% |
True |
False |
138,539 |
| 20 |
2,713.75 |
2,574.00 |
139.75 |
5.2% |
36.00 |
1.3% |
85% |
True |
False |
69,461 |
| 40 |
2,713.75 |
2,502.00 |
211.75 |
7.9% |
36.25 |
1.3% |
90% |
True |
False |
34,767 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.2% |
33.25 |
1.2% |
58% |
False |
False |
23,190 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
25.50 |
0.9% |
55% |
False |
False |
17,393 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
20.75 |
0.8% |
55% |
False |
False |
13,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,825.25 |
|
2.618 |
2,782.50 |
|
1.618 |
2,756.25 |
|
1.000 |
2,740.00 |
|
0.618 |
2,730.00 |
|
HIGH |
2,713.75 |
|
0.618 |
2,703.75 |
|
0.500 |
2,700.50 |
|
0.382 |
2,697.50 |
|
LOW |
2,687.50 |
|
0.618 |
2,671.25 |
|
1.000 |
2,661.25 |
|
1.618 |
2,645.00 |
|
2.618 |
2,618.75 |
|
4.250 |
2,576.00 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,700.50 |
2,682.50 |
| PP |
2,698.00 |
2,672.00 |
| S1 |
2,695.50 |
2,661.50 |
|