| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,688.00 |
2,692.50 |
4.50 |
0.2% |
2,632.00 |
| High |
2,702.25 |
2,695.25 |
-7.00 |
-0.3% |
2,713.75 |
| Low |
2,678.25 |
2,636.25 |
-42.00 |
-1.6% |
2,609.25 |
| Close |
2,690.00 |
2,660.50 |
-29.50 |
-1.1% |
2,660.50 |
| Range |
24.00 |
59.00 |
35.00 |
145.8% |
104.50 |
| ATR |
36.67 |
38.26 |
1.60 |
4.4% |
0.00 |
| Volume |
243,345 |
241,714 |
-1,631 |
-0.7% |
1,490,257 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.00 |
2,809.75 |
2,693.00 |
|
| R3 |
2,782.00 |
2,750.75 |
2,676.75 |
|
| R2 |
2,723.00 |
2,723.00 |
2,671.25 |
|
| R1 |
2,691.75 |
2,691.75 |
2,666.00 |
2,678.00 |
| PP |
2,664.00 |
2,664.00 |
2,664.00 |
2,657.00 |
| S1 |
2,632.75 |
2,632.75 |
2,655.00 |
2,619.00 |
| S2 |
2,605.00 |
2,605.00 |
2,649.75 |
|
| S3 |
2,546.00 |
2,573.75 |
2,644.25 |
|
| S4 |
2,487.00 |
2,514.75 |
2,628.00 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.75 |
2,922.00 |
2,718.00 |
|
| R3 |
2,870.25 |
2,817.50 |
2,689.25 |
|
| R2 |
2,765.75 |
2,765.75 |
2,679.75 |
|
| R1 |
2,713.00 |
2,713.00 |
2,670.00 |
2,739.50 |
| PP |
2,661.25 |
2,661.25 |
2,661.25 |
2,674.25 |
| S1 |
2,608.50 |
2,608.50 |
2,651.00 |
2,635.00 |
| S2 |
2,556.75 |
2,556.75 |
2,641.25 |
|
| S3 |
2,452.25 |
2,504.00 |
2,631.75 |
|
| S4 |
2,347.75 |
2,399.50 |
2,603.00 |
|
|
| 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% |
42.00 |
1.6% |
49% |
False |
False |
298,051 |
| 10 |
2,713.75 |
2,609.25 |
104.50 |
3.9% |
41.25 |
1.6% |
49% |
False |
False |
186,588 |
| 20 |
2,713.75 |
2,606.00 |
107.75 |
4.0% |
37.25 |
1.4% |
51% |
False |
False |
93,709 |
| 40 |
2,713.75 |
2,502.00 |
211.75 |
8.0% |
37.25 |
1.4% |
75% |
False |
False |
46,888 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.3% |
33.75 |
1.3% |
48% |
False |
False |
31,274 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
26.50 |
1.0% |
46% |
False |
False |
23,456 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
21.50 |
0.8% |
46% |
False |
False |
18,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.00 |
|
2.618 |
2,849.75 |
|
1.618 |
2,790.75 |
|
1.000 |
2,754.25 |
|
0.618 |
2,731.75 |
|
HIGH |
2,695.25 |
|
0.618 |
2,672.75 |
|
0.500 |
2,665.75 |
|
0.382 |
2,658.75 |
|
LOW |
2,636.25 |
|
0.618 |
2,599.75 |
|
1.000 |
2,577.25 |
|
1.618 |
2,540.75 |
|
2.618 |
2,481.75 |
|
4.250 |
2,385.50 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,665.75 |
2,675.00 |
| PP |
2,664.00 |
2,670.25 |
| S1 |
2,662.25 |
2,665.25 |
|