| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,631.75 |
2,625.00 |
-6.75 |
-0.3% |
2,660.00 |
| High |
2,637.75 |
2,630.50 |
-7.25 |
-0.3% |
2,662.75 |
| Low |
2,593.50 |
2,582.50 |
-11.00 |
-0.4% |
2,582.50 |
| Close |
2,622.50 |
2,586.00 |
-36.50 |
-1.4% |
2,586.00 |
| Range |
44.25 |
48.00 |
3.75 |
8.5% |
80.25 |
| ATR |
37.23 |
38.00 |
0.77 |
2.1% |
0.00 |
| Volume |
211,526 |
149,073 |
-62,453 |
-29.5% |
483,746 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,743.75 |
2,712.75 |
2,612.50 |
|
| R3 |
2,695.75 |
2,664.75 |
2,599.25 |
|
| R2 |
2,647.75 |
2,647.75 |
2,594.75 |
|
| R1 |
2,616.75 |
2,616.75 |
2,590.50 |
2,608.25 |
| PP |
2,599.75 |
2,599.75 |
2,599.75 |
2,595.50 |
| S1 |
2,568.75 |
2,568.75 |
2,581.50 |
2,560.25 |
| S2 |
2,551.75 |
2,551.75 |
2,577.25 |
|
| S3 |
2,503.75 |
2,520.75 |
2,572.75 |
|
| S4 |
2,455.75 |
2,472.75 |
2,559.50 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.25 |
2,798.75 |
2,630.25 |
|
| R3 |
2,771.00 |
2,718.50 |
2,608.00 |
|
| R2 |
2,690.75 |
2,690.75 |
2,600.75 |
|
| R1 |
2,638.25 |
2,638.25 |
2,593.25 |
2,624.50 |
| PP |
2,610.50 |
2,610.50 |
2,610.50 |
2,603.50 |
| S1 |
2,558.00 |
2,558.00 |
2,578.75 |
2,544.00 |
| S2 |
2,530.25 |
2,530.25 |
2,571.25 |
|
| S3 |
2,450.00 |
2,477.75 |
2,564.00 |
|
| S4 |
2,369.75 |
2,397.50 |
2,541.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,695.25 |
2,582.50 |
112.75 |
4.4% |
40.75 |
1.6% |
3% |
False |
True |
145,092 |
| 10 |
2,713.75 |
2,582.50 |
131.25 |
5.1% |
39.75 |
1.5% |
3% |
False |
True |
222,688 |
| 20 |
2,713.75 |
2,582.50 |
131.25 |
5.1% |
38.25 |
1.5% |
3% |
False |
True |
117,857 |
| 40 |
2,713.75 |
2,502.00 |
211.75 |
8.2% |
38.25 |
1.5% |
40% |
False |
False |
58,981 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.7% |
34.75 |
1.3% |
26% |
False |
False |
39,335 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
28.50 |
1.1% |
24% |
False |
False |
29,503 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
22.75 |
0.9% |
24% |
False |
False |
23,602 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
13.4% |
19.25 |
0.7% |
24% |
False |
False |
19,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.50 |
|
2.618 |
2,756.25 |
|
1.618 |
2,708.25 |
|
1.000 |
2,678.50 |
|
0.618 |
2,660.25 |
|
HIGH |
2,630.50 |
|
0.618 |
2,612.25 |
|
0.500 |
2,606.50 |
|
0.382 |
2,600.75 |
|
LOW |
2,582.50 |
|
0.618 |
2,552.75 |
|
1.000 |
2,534.50 |
|
1.618 |
2,504.75 |
|
2.618 |
2,456.75 |
|
4.250 |
2,378.50 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,606.50 |
2,620.50 |
| PP |
2,599.75 |
2,609.00 |
| S1 |
2,592.75 |
2,597.50 |
|