| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,692.50 |
2,660.00 |
-32.50 |
-1.2% |
2,632.00 |
| High |
2,695.25 |
2,662.75 |
-32.50 |
-1.2% |
2,713.75 |
| Low |
2,636.25 |
2,646.50 |
10.25 |
0.4% |
2,609.25 |
| Close |
2,660.50 |
2,648.75 |
-11.75 |
-0.4% |
2,660.50 |
| Range |
59.00 |
16.25 |
-42.75 |
-72.5% |
104.50 |
| ATR |
38.26 |
36.69 |
-1.57 |
-4.1% |
0.00 |
| Volume |
241,714 |
40,306 |
-201,408 |
-83.3% |
1,490,257 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.50 |
2,691.25 |
2,657.75 |
|
| R3 |
2,685.25 |
2,675.00 |
2,653.25 |
|
| R2 |
2,669.00 |
2,669.00 |
2,651.75 |
|
| R1 |
2,658.75 |
2,658.75 |
2,650.25 |
2,655.75 |
| PP |
2,652.75 |
2,652.75 |
2,652.75 |
2,651.00 |
| S1 |
2,642.50 |
2,642.50 |
2,647.25 |
2,639.50 |
| S2 |
2,636.50 |
2,636.50 |
2,645.75 |
|
| S3 |
2,620.25 |
2,626.25 |
2,644.25 |
|
| S4 |
2,604.00 |
2,610.00 |
2,639.75 |
|
|
| 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 |
2,636.25 |
77.50 |
2.9% |
34.00 |
1.3% |
16% |
False |
False |
240,356 |
| 10 |
2,713.75 |
2,609.25 |
104.50 |
3.9% |
39.50 |
1.5% |
38% |
False |
False |
190,513 |
| 20 |
2,713.75 |
2,606.00 |
107.75 |
4.1% |
36.50 |
1.4% |
40% |
False |
False |
95,716 |
| 40 |
2,713.75 |
2,502.00 |
211.75 |
8.0% |
36.25 |
1.4% |
69% |
False |
False |
47,895 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.4% |
33.75 |
1.3% |
45% |
False |
False |
31,945 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
26.75 |
1.0% |
42% |
False |
False |
23,960 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.1% |
21.75 |
0.8% |
42% |
False |
False |
19,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.75 |
|
2.618 |
2,705.25 |
|
1.618 |
2,689.00 |
|
1.000 |
2,679.00 |
|
0.618 |
2,672.75 |
|
HIGH |
2,662.75 |
|
0.618 |
2,656.50 |
|
0.500 |
2,654.50 |
|
0.382 |
2,652.75 |
|
LOW |
2,646.50 |
|
0.618 |
2,636.50 |
|
1.000 |
2,630.25 |
|
1.618 |
2,620.25 |
|
2.618 |
2,604.00 |
|
4.250 |
2,577.50 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,654.50 |
2,669.25 |
| PP |
2,652.75 |
2,662.50 |
| S1 |
2,650.75 |
2,655.50 |
|