| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,660.00 |
2,653.50 |
-6.50 |
-0.2% |
2,632.00 |
| High |
2,662.75 |
2,658.75 |
-4.00 |
-0.2% |
2,713.75 |
| Low |
2,646.50 |
2,622.00 |
-24.50 |
-0.9% |
2,609.25 |
| Close |
2,648.75 |
2,628.50 |
-20.25 |
-0.8% |
2,660.50 |
| Range |
16.25 |
36.75 |
20.50 |
126.2% |
104.50 |
| ATR |
36.69 |
36.69 |
0.00 |
0.0% |
0.00 |
| Volume |
40,306 |
82,841 |
42,535 |
105.5% |
1,490,257 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.75 |
2,724.25 |
2,648.75 |
|
| R3 |
2,710.00 |
2,687.50 |
2,638.50 |
|
| R2 |
2,673.25 |
2,673.25 |
2,635.25 |
|
| R1 |
2,650.75 |
2,650.75 |
2,631.75 |
2,643.50 |
| PP |
2,636.50 |
2,636.50 |
2,636.50 |
2,632.75 |
| S1 |
2,614.00 |
2,614.00 |
2,625.25 |
2,607.00 |
| S2 |
2,599.75 |
2,599.75 |
2,621.75 |
|
| S3 |
2,563.00 |
2,577.25 |
2,618.50 |
|
| S4 |
2,526.25 |
2,540.50 |
2,608.25 |
|
|
| 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 |
2,622.00 |
91.75 |
3.5% |
32.50 |
1.2% |
7% |
False |
True |
177,378 |
| 10 |
2,713.75 |
2,609.25 |
104.50 |
4.0% |
38.00 |
1.4% |
18% |
False |
False |
198,044 |
| 20 |
2,713.75 |
2,606.00 |
107.75 |
4.1% |
37.50 |
1.4% |
21% |
False |
False |
99,855 |
| 40 |
2,713.75 |
2,502.00 |
211.75 |
8.1% |
36.75 |
1.4% |
60% |
False |
False |
49,966 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.5% |
33.50 |
1.3% |
39% |
False |
False |
33,326 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
27.25 |
1.0% |
37% |
False |
False |
24,995 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
22.00 |
0.8% |
37% |
False |
False |
19,996 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
18.50 |
0.7% |
37% |
False |
False |
16,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,815.00 |
|
2.618 |
2,755.00 |
|
1.618 |
2,718.25 |
|
1.000 |
2,695.50 |
|
0.618 |
2,681.50 |
|
HIGH |
2,658.75 |
|
0.618 |
2,644.75 |
|
0.500 |
2,640.50 |
|
0.382 |
2,636.00 |
|
LOW |
2,622.00 |
|
0.618 |
2,599.25 |
|
1.000 |
2,585.25 |
|
1.618 |
2,562.50 |
|
2.618 |
2,525.75 |
|
4.250 |
2,465.75 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,640.50 |
2,658.50 |
| PP |
2,636.50 |
2,648.50 |
| S1 |
2,632.50 |
2,638.50 |
|