| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,699.8 |
1,700.9 |
1.1 |
0.1% |
1,707.2 |
| High |
1,703.2 |
1,702.8 |
-0.4 |
0.0% |
1,726.7 |
| Low |
1,696.7 |
1,690.0 |
-6.7 |
-0.4% |
1,693.2 |
| Close |
1,699.1 |
1,700.3 |
1.2 |
0.1% |
1,699.1 |
| Range |
6.5 |
12.8 |
6.3 |
96.9% |
33.5 |
| ATR |
16.9 |
16.6 |
-0.3 |
-1.7% |
0.0 |
| Volume |
3,681 |
4,647 |
966 |
26.2% |
9,443 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,736.1 |
1,731.0 |
1,707.3 |
|
| R3 |
1,723.3 |
1,718.2 |
1,703.8 |
|
| R2 |
1,710.5 |
1,710.5 |
1,702.6 |
|
| R1 |
1,705.4 |
1,705.4 |
1,701.5 |
1,701.6 |
| PP |
1,697.7 |
1,697.7 |
1,697.7 |
1,695.8 |
| S1 |
1,692.6 |
1,692.6 |
1,699.1 |
1,688.8 |
| S2 |
1,684.9 |
1,684.9 |
1,698.0 |
|
| S3 |
1,672.1 |
1,679.8 |
1,696.8 |
|
| S4 |
1,659.3 |
1,667.0 |
1,693.3 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,806.8 |
1,786.5 |
1,717.5 |
|
| R3 |
1,773.3 |
1,753.0 |
1,708.3 |
|
| R2 |
1,739.8 |
1,739.8 |
1,705.2 |
|
| R1 |
1,719.5 |
1,719.5 |
1,702.2 |
1,712.9 |
| PP |
1,706.3 |
1,706.3 |
1,706.3 |
1,703.1 |
| S1 |
1,686.0 |
1,686.0 |
1,696.0 |
1,679.4 |
| S2 |
1,672.8 |
1,672.8 |
1,693.0 |
|
| S3 |
1,639.3 |
1,652.5 |
1,689.9 |
|
| S4 |
1,605.8 |
1,619.0 |
1,680.7 |
|
|
| 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 |
1,690.0 |
36.7 |
2.2% |
12.8 |
0.8% |
28% |
False |
True |
2,518 |
| 10 |
1,726.7 |
1,686.4 |
40.3 |
2.4% |
16.4 |
1.0% |
34% |
False |
False |
2,773 |
| 20 |
1,757.9 |
1,686.4 |
71.5 |
4.2% |
15.9 |
0.9% |
19% |
False |
False |
2,715 |
| 40 |
1,757.9 |
1,678.0 |
79.9 |
4.7% |
16.0 |
0.9% |
28% |
False |
False |
2,273 |
| 60 |
1,801.8 |
1,678.0 |
123.8 |
7.3% |
15.9 |
0.9% |
18% |
False |
False |
1,839 |
| 80 |
1,801.8 |
1,655.0 |
146.8 |
8.6% |
16.0 |
0.9% |
31% |
False |
False |
1,572 |
| 100 |
1,801.8 |
1,594.7 |
207.1 |
12.2% |
15.1 |
0.9% |
51% |
False |
False |
1,366 |
| 120 |
1,801.8 |
1,558.6 |
243.2 |
14.3% |
14.1 |
0.8% |
58% |
False |
False |
1,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,757.2 |
|
2.618 |
1,736.3 |
|
1.618 |
1,723.5 |
|
1.000 |
1,715.6 |
|
0.618 |
1,710.7 |
|
HIGH |
1,702.8 |
|
0.618 |
1,697.9 |
|
0.500 |
1,696.4 |
|
0.382 |
1,694.9 |
|
LOW |
1,690.0 |
|
0.618 |
1,682.1 |
|
1.000 |
1,677.2 |
|
1.618 |
1,669.3 |
|
2.618 |
1,656.5 |
|
4.250 |
1,635.6 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,699.0 |
1,701.7 |
| PP |
1,697.7 |
1,701.2 |
| S1 |
1,696.4 |
1,700.8 |
|