| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,703.0 |
1,707.2 |
4.2 |
0.2% |
1,718.5 |
| High |
1,708.4 |
1,720.8 |
12.4 |
0.7% |
1,726.2 |
| Low |
1,686.4 |
1,706.9 |
20.5 |
1.2% |
1,686.4 |
| Close |
1,707.6 |
1,716.5 |
8.9 |
0.5% |
1,707.6 |
| Range |
22.0 |
13.9 |
-8.1 |
-36.8% |
39.8 |
| ATR |
18.1 |
17.8 |
-0.3 |
-1.7% |
0.0 |
| Volume |
1,856 |
1,499 |
-357 |
-19.2% |
14,786 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,756.4 |
1,750.4 |
1,724.1 |
|
| R3 |
1,742.5 |
1,736.5 |
1,720.3 |
|
| R2 |
1,728.6 |
1,728.6 |
1,719.0 |
|
| R1 |
1,722.6 |
1,722.6 |
1,717.8 |
1,725.6 |
| PP |
1,714.7 |
1,714.7 |
1,714.7 |
1,716.3 |
| S1 |
1,708.7 |
1,708.7 |
1,715.2 |
1,711.7 |
| S2 |
1,700.8 |
1,700.8 |
1,714.0 |
|
| S3 |
1,686.9 |
1,694.8 |
1,712.7 |
|
| S4 |
1,673.0 |
1,680.9 |
1,708.9 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,826.1 |
1,806.7 |
1,729.5 |
|
| R3 |
1,786.3 |
1,766.9 |
1,718.5 |
|
| R2 |
1,746.5 |
1,746.5 |
1,714.9 |
|
| R1 |
1,727.1 |
1,727.1 |
1,711.2 |
1,716.9 |
| PP |
1,706.7 |
1,706.7 |
1,706.7 |
1,701.7 |
| S1 |
1,687.3 |
1,687.3 |
1,704.0 |
1,677.1 |
| S2 |
1,666.9 |
1,666.9 |
1,700.3 |
|
| S3 |
1,627.1 |
1,647.5 |
1,696.7 |
|
| S4 |
1,587.3 |
1,607.7 |
1,685.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,721.2 |
1,686.4 |
34.8 |
2.0% |
20.0 |
1.2% |
86% |
False |
False |
3,028 |
| 10 |
1,755.9 |
1,686.4 |
69.5 |
4.0% |
18.8 |
1.1% |
43% |
False |
False |
3,352 |
| 20 |
1,757.9 |
1,686.4 |
71.5 |
4.2% |
16.1 |
0.9% |
42% |
False |
False |
2,807 |
| 40 |
1,758.5 |
1,678.0 |
80.5 |
4.7% |
16.3 |
0.9% |
48% |
False |
False |
2,040 |
| 60 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
16.1 |
0.9% |
31% |
False |
False |
1,715 |
| 80 |
1,801.8 |
1,618.3 |
183.5 |
10.7% |
16.1 |
0.9% |
54% |
False |
False |
1,434 |
| 100 |
1,801.8 |
1,584.7 |
217.1 |
12.6% |
14.7 |
0.9% |
61% |
False |
False |
1,256 |
| 120 |
1,801.8 |
1,558.6 |
243.2 |
14.2% |
13.9 |
0.8% |
65% |
False |
False |
1,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,779.9 |
|
2.618 |
1,757.2 |
|
1.618 |
1,743.3 |
|
1.000 |
1,734.7 |
|
0.618 |
1,729.4 |
|
HIGH |
1,720.8 |
|
0.618 |
1,715.5 |
|
0.500 |
1,713.9 |
|
0.382 |
1,712.2 |
|
LOW |
1,706.9 |
|
0.618 |
1,698.3 |
|
1.000 |
1,693.0 |
|
1.618 |
1,684.4 |
|
2.618 |
1,670.5 |
|
4.250 |
1,647.8 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,715.6 |
1,712.2 |
| PP |
1,714.7 |
1,707.9 |
| S1 |
1,713.9 |
1,703.6 |
|