| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,674.9 |
1,669.0 |
-5.9 |
-0.4% |
1,707.2 |
| High |
1,679.4 |
1,673.9 |
-5.5 |
-0.3% |
1,726.7 |
| Low |
1,666.9 |
1,638.0 |
-28.9 |
-1.7% |
1,693.2 |
| Close |
1,669.8 |
1,648.0 |
-21.8 |
-1.3% |
1,699.1 |
| Range |
12.5 |
35.9 |
23.4 |
187.2% |
33.5 |
| ATR |
18.0 |
19.3 |
1.3 |
7.1% |
0.0 |
| Volume |
7,021 |
11,876 |
4,855 |
69.1% |
9,443 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.0 |
1,740.4 |
1,667.7 |
|
| R3 |
1,725.1 |
1,704.5 |
1,657.9 |
|
| R2 |
1,689.2 |
1,689.2 |
1,654.6 |
|
| R1 |
1,668.6 |
1,668.6 |
1,651.3 |
1,661.0 |
| PP |
1,653.3 |
1,653.3 |
1,653.3 |
1,649.5 |
| S1 |
1,632.7 |
1,632.7 |
1,644.7 |
1,625.1 |
| S2 |
1,617.4 |
1,617.4 |
1,641.4 |
|
| S3 |
1,581.5 |
1,596.8 |
1,638.1 |
|
| S4 |
1,545.6 |
1,560.9 |
1,628.3 |
|
|
| 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 |
1,706.1 |
1,638.0 |
68.1 |
4.1% |
21.9 |
1.3% |
15% |
False |
True |
6,144 |
| 10 |
1,726.7 |
1,638.0 |
88.7 |
5.4% |
19.0 |
1.2% |
11% |
False |
True |
3,833 |
| 20 |
1,757.9 |
1,638.0 |
119.9 |
7.3% |
18.6 |
1.1% |
8% |
False |
True |
3,625 |
| 40 |
1,757.9 |
1,638.0 |
119.9 |
7.3% |
17.0 |
1.0% |
8% |
False |
True |
2,741 |
| 60 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
16.5 |
1.0% |
6% |
False |
True |
2,138 |
| 80 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
16.9 |
1.0% |
6% |
False |
True |
1,843 |
| 100 |
1,801.8 |
1,594.7 |
207.1 |
12.6% |
15.9 |
1.0% |
26% |
False |
False |
1,577 |
| 120 |
1,801.8 |
1,567.0 |
234.8 |
14.2% |
14.4 |
0.9% |
34% |
False |
False |
1,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,826.5 |
|
2.618 |
1,767.9 |
|
1.618 |
1,732.0 |
|
1.000 |
1,709.8 |
|
0.618 |
1,696.1 |
|
HIGH |
1,673.9 |
|
0.618 |
1,660.2 |
|
0.500 |
1,656.0 |
|
0.382 |
1,651.7 |
|
LOW |
1,638.0 |
|
0.618 |
1,615.8 |
|
1.000 |
1,602.1 |
|
1.618 |
1,579.9 |
|
2.618 |
1,544.0 |
|
4.250 |
1,485.4 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,656.0 |
1,672.1 |
| PP |
1,653.3 |
1,664.0 |
| S1 |
1,650.7 |
1,656.0 |
|