| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,714.5 |
1,712.9 |
-1.6 |
-0.1% |
1,718.5 |
| High |
1,717.7 |
1,726.7 |
9.0 |
0.5% |
1,726.2 |
| Low |
1,708.6 |
1,711.4 |
2.8 |
0.2% |
1,686.4 |
| Close |
1,711.7 |
1,720.0 |
8.3 |
0.5% |
1,707.6 |
| Range |
9.1 |
15.3 |
6.2 |
68.1% |
39.8 |
| ATR |
17.2 |
17.1 |
-0.1 |
-0.8% |
0.0 |
| Volume |
1,256 |
1,528 |
272 |
21.7% |
14,786 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.3 |
1,757.9 |
1,728.4 |
|
| R3 |
1,750.0 |
1,742.6 |
1,724.2 |
|
| R2 |
1,734.7 |
1,734.7 |
1,722.8 |
|
| R1 |
1,727.3 |
1,727.3 |
1,721.4 |
1,731.0 |
| PP |
1,719.4 |
1,719.4 |
1,719.4 |
1,721.2 |
| S1 |
1,712.0 |
1,712.0 |
1,718.6 |
1,715.7 |
| S2 |
1,704.1 |
1,704.1 |
1,717.2 |
|
| S3 |
1,688.8 |
1,696.7 |
1,715.8 |
|
| S4 |
1,673.5 |
1,681.4 |
1,711.6 |
|
|
| 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 |
1,726.7 |
1,686.4 |
40.3 |
2.3% |
15.3 |
0.9% |
83% |
True |
False |
2,262 |
| 10 |
1,735.6 |
1,686.4 |
49.2 |
2.9% |
16.5 |
1.0% |
68% |
False |
False |
2,711 |
| 20 |
1,757.9 |
1,686.4 |
71.5 |
4.2% |
16.1 |
0.9% |
47% |
False |
False |
2,715 |
| 40 |
1,758.5 |
1,678.0 |
80.5 |
4.7% |
16.1 |
0.9% |
52% |
False |
False |
2,063 |
| 60 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
15.9 |
0.9% |
34% |
False |
False |
1,713 |
| 80 |
1,801.8 |
1,631.8 |
170.0 |
9.9% |
16.2 |
0.9% |
52% |
False |
False |
1,463 |
| 100 |
1,801.8 |
1,584.7 |
217.1 |
12.6% |
15.0 |
0.9% |
62% |
False |
False |
1,277 |
| 120 |
1,801.8 |
1,558.6 |
243.2 |
14.1% |
13.9 |
0.8% |
66% |
False |
False |
1,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,791.7 |
|
2.618 |
1,766.8 |
|
1.618 |
1,751.5 |
|
1.000 |
1,742.0 |
|
0.618 |
1,736.2 |
|
HIGH |
1,726.7 |
|
0.618 |
1,720.9 |
|
0.500 |
1,719.1 |
|
0.382 |
1,717.2 |
|
LOW |
1,711.4 |
|
0.618 |
1,701.9 |
|
1.000 |
1,696.1 |
|
1.618 |
1,686.6 |
|
2.618 |
1,671.3 |
|
4.250 |
1,646.4 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,719.7 |
1,718.9 |
| PP |
1,719.4 |
1,717.9 |
| S1 |
1,719.1 |
1,716.8 |
|