| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,669.0 |
1,651.0 |
-18.0 |
-1.1% |
1,700.9 |
| High |
1,673.9 |
1,662.5 |
-11.4 |
-0.7% |
1,706.1 |
| Low |
1,638.0 |
1,638.7 |
0.7 |
0.0% |
1,638.0 |
| Close |
1,648.0 |
1,662.2 |
14.2 |
0.9% |
1,662.2 |
| Range |
35.9 |
23.8 |
-12.1 |
-33.7% |
68.1 |
| ATR |
19.3 |
19.6 |
0.3 |
1.7% |
0.0 |
| Volume |
11,876 |
2,883 |
-8,993 |
-75.7% |
29,922 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,725.9 |
1,717.8 |
1,675.3 |
|
| R3 |
1,702.1 |
1,694.0 |
1,668.7 |
|
| R2 |
1,678.3 |
1,678.3 |
1,666.6 |
|
| R1 |
1,670.2 |
1,670.2 |
1,664.4 |
1,674.3 |
| PP |
1,654.5 |
1,654.5 |
1,654.5 |
1,656.5 |
| S1 |
1,646.4 |
1,646.4 |
1,660.0 |
1,650.5 |
| S2 |
1,630.7 |
1,630.7 |
1,657.8 |
|
| S3 |
1,606.9 |
1,622.6 |
1,655.7 |
|
| S4 |
1,583.1 |
1,598.8 |
1,649.1 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.1 |
1,835.7 |
1,699.7 |
|
| R3 |
1,805.0 |
1,767.6 |
1,680.9 |
|
| R2 |
1,736.9 |
1,736.9 |
1,674.7 |
|
| R1 |
1,699.5 |
1,699.5 |
1,668.4 |
1,684.2 |
| PP |
1,668.8 |
1,668.8 |
1,668.8 |
1,661.1 |
| S1 |
1,631.4 |
1,631.4 |
1,656.0 |
1,616.1 |
| S2 |
1,600.7 |
1,600.7 |
1,649.7 |
|
| S3 |
1,532.6 |
1,563.3 |
1,643.5 |
|
| S4 |
1,464.5 |
1,495.2 |
1,624.7 |
|
|
| 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% |
25.4 |
1.5% |
36% |
False |
False |
5,984 |
| 10 |
1,726.7 |
1,638.0 |
88.7 |
5.3% |
19.2 |
1.2% |
27% |
False |
False |
3,936 |
| 20 |
1,756.2 |
1,638.0 |
118.2 |
7.1% |
18.6 |
1.1% |
20% |
False |
False |
3,606 |
| 40 |
1,757.9 |
1,638.0 |
119.9 |
7.2% |
17.3 |
1.0% |
20% |
False |
False |
2,784 |
| 60 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
16.4 |
1.0% |
15% |
False |
False |
2,159 |
| 80 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
17.0 |
1.0% |
15% |
False |
False |
1,877 |
| 100 |
1,801.8 |
1,594.7 |
207.1 |
12.5% |
15.9 |
1.0% |
33% |
False |
False |
1,605 |
| 120 |
1,801.8 |
1,567.0 |
234.8 |
14.1% |
14.6 |
0.9% |
41% |
False |
False |
1,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,763.7 |
|
2.618 |
1,724.8 |
|
1.618 |
1,701.0 |
|
1.000 |
1,686.3 |
|
0.618 |
1,677.2 |
|
HIGH |
1,662.5 |
|
0.618 |
1,653.4 |
|
0.500 |
1,650.6 |
|
0.382 |
1,647.8 |
|
LOW |
1,638.7 |
|
0.618 |
1,624.0 |
|
1.000 |
1,614.9 |
|
1.618 |
1,600.2 |
|
2.618 |
1,576.4 |
|
4.250 |
1,537.6 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,658.3 |
1,661.0 |
| PP |
1,654.5 |
1,659.9 |
| S1 |
1,650.6 |
1,658.7 |
|