| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,653.50 |
2,631.75 |
-21.75 |
-0.8% |
2,632.00 |
| High |
2,658.75 |
2,637.75 |
-21.00 |
-0.8% |
2,713.75 |
| Low |
2,622.00 |
2,593.50 |
-28.50 |
-1.1% |
2,609.25 |
| Close |
2,628.50 |
2,622.50 |
-6.00 |
-0.2% |
2,660.50 |
| Range |
36.75 |
44.25 |
7.50 |
20.4% |
104.50 |
| ATR |
36.69 |
37.23 |
0.54 |
1.5% |
0.00 |
| Volume |
82,841 |
211,526 |
128,685 |
155.3% |
1,490,257 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.75 |
2,730.75 |
2,646.75 |
|
| R3 |
2,706.50 |
2,686.50 |
2,634.75 |
|
| R2 |
2,662.25 |
2,662.25 |
2,630.50 |
|
| R1 |
2,642.25 |
2,642.25 |
2,626.50 |
2,630.00 |
| PP |
2,618.00 |
2,618.00 |
2,618.00 |
2,611.75 |
| S1 |
2,598.00 |
2,598.00 |
2,618.50 |
2,586.00 |
| S2 |
2,573.75 |
2,573.75 |
2,614.50 |
|
| S3 |
2,529.50 |
2,553.75 |
2,610.25 |
|
| S4 |
2,485.25 |
2,509.50 |
2,598.25 |
|
|
| 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 |
2,702.25 |
2,593.50 |
108.75 |
4.1% |
36.00 |
1.4% |
27% |
False |
True |
163,946 |
| 10 |
2,713.75 |
2,593.50 |
120.25 |
4.6% |
39.50 |
1.5% |
24% |
False |
True |
217,580 |
| 20 |
2,713.75 |
2,593.50 |
120.25 |
4.6% |
37.00 |
1.4% |
24% |
False |
True |
110,426 |
| 40 |
2,713.75 |
2,502.00 |
211.75 |
8.1% |
38.00 |
1.4% |
57% |
False |
False |
55,254 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.5% |
34.25 |
1.3% |
37% |
False |
False |
36,851 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
27.75 |
1.1% |
35% |
False |
False |
27,639 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
22.25 |
0.9% |
35% |
False |
False |
22,112 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
18.75 |
0.7% |
35% |
False |
False |
18,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,825.75 |
|
2.618 |
2,753.50 |
|
1.618 |
2,709.25 |
|
1.000 |
2,682.00 |
|
0.618 |
2,665.00 |
|
HIGH |
2,637.75 |
|
0.618 |
2,620.75 |
|
0.500 |
2,615.50 |
|
0.382 |
2,610.50 |
|
LOW |
2,593.50 |
|
0.618 |
2,566.25 |
|
1.000 |
2,549.25 |
|
1.618 |
2,522.00 |
|
2.618 |
2,477.75 |
|
4.250 |
2,405.50 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,620.25 |
2,628.00 |
| PP |
2,618.00 |
2,626.25 |
| S1 |
2,615.50 |
2,624.50 |
|