| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,625.00 |
2,590.25 |
-34.75 |
-1.3% |
2,660.00 |
| High |
2,630.50 |
2,665.00 |
34.50 |
1.3% |
2,662.75 |
| Low |
2,582.50 |
2,580.00 |
-2.50 |
-0.1% |
2,582.50 |
| Close |
2,586.00 |
2,655.25 |
69.25 |
2.7% |
2,586.00 |
| Range |
48.00 |
85.00 |
37.00 |
77.1% |
80.25 |
| ATR |
38.00 |
41.36 |
3.36 |
8.8% |
0.00 |
| Volume |
149,073 |
198,763 |
49,690 |
33.3% |
483,746 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.50 |
2,856.75 |
2,702.00 |
|
| R3 |
2,803.50 |
2,771.75 |
2,678.50 |
|
| R2 |
2,718.50 |
2,718.50 |
2,670.75 |
|
| R1 |
2,686.75 |
2,686.75 |
2,663.00 |
2,702.50 |
| PP |
2,633.50 |
2,633.50 |
2,633.50 |
2,641.25 |
| S1 |
2,601.75 |
2,601.75 |
2,647.50 |
2,617.50 |
| S2 |
2,548.50 |
2,548.50 |
2,639.75 |
|
| S3 |
2,463.50 |
2,516.75 |
2,632.00 |
|
| S4 |
2,378.50 |
2,431.75 |
2,608.50 |
|
|
| 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 |
2,665.00 |
2,580.00 |
85.00 |
3.2% |
46.00 |
1.7% |
89% |
True |
True |
136,501 |
| 10 |
2,713.75 |
2,580.00 |
133.75 |
5.0% |
44.00 |
1.7% |
56% |
False |
True |
217,276 |
| 20 |
2,713.75 |
2,580.00 |
133.75 |
5.0% |
41.50 |
1.6% |
56% |
False |
True |
127,774 |
| 40 |
2,713.75 |
2,502.00 |
211.75 |
8.0% |
39.00 |
1.5% |
72% |
False |
False |
63,949 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.4% |
36.00 |
1.4% |
47% |
False |
False |
42,648 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
29.50 |
1.1% |
44% |
False |
False |
31,987 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
23.75 |
0.9% |
44% |
False |
False |
25,590 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
13.0% |
20.00 |
0.8% |
44% |
False |
False |
21,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,026.25 |
|
2.618 |
2,887.50 |
|
1.618 |
2,802.50 |
|
1.000 |
2,750.00 |
|
0.618 |
2,717.50 |
|
HIGH |
2,665.00 |
|
0.618 |
2,632.50 |
|
0.500 |
2,622.50 |
|
0.382 |
2,612.50 |
|
LOW |
2,580.00 |
|
0.618 |
2,527.50 |
|
1.000 |
2,495.00 |
|
1.618 |
2,442.50 |
|
2.618 |
2,357.50 |
|
4.250 |
2,218.75 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,644.25 |
2,644.25 |
| PP |
2,633.50 |
2,633.50 |
| S1 |
2,622.50 |
2,622.50 |
|