| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,651.0 |
1,659.4 |
8.4 |
0.5% |
1,700.9 |
| High |
1,662.5 |
1,668.3 |
5.8 |
0.3% |
1,706.1 |
| Low |
1,638.7 |
1,656.5 |
17.8 |
1.1% |
1,638.0 |
| Close |
1,662.2 |
1,661.7 |
-0.5 |
0.0% |
1,662.2 |
| Range |
23.8 |
11.8 |
-12.0 |
-50.4% |
68.1 |
| ATR |
19.6 |
19.1 |
-0.6 |
-2.8% |
0.0 |
| Volume |
2,883 |
2,865 |
-18 |
-0.6% |
29,922 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,697.6 |
1,691.4 |
1,668.2 |
|
| R3 |
1,685.8 |
1,679.6 |
1,664.9 |
|
| R2 |
1,674.0 |
1,674.0 |
1,663.9 |
|
| R1 |
1,667.8 |
1,667.8 |
1,662.8 |
1,670.9 |
| PP |
1,662.2 |
1,662.2 |
1,662.2 |
1,663.7 |
| S1 |
1,656.0 |
1,656.0 |
1,660.6 |
1,659.1 |
| S2 |
1,650.4 |
1,650.4 |
1,659.5 |
|
| S3 |
1,638.6 |
1,644.2 |
1,658.5 |
|
| S4 |
1,626.8 |
1,632.4 |
1,655.2 |
|
|
| 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% |
25.2 |
1.5% |
35% |
False |
False |
5,628 |
| 10 |
1,726.7 |
1,638.0 |
88.7 |
5.3% |
19.0 |
1.1% |
27% |
False |
False |
4,073 |
| 20 |
1,755.9 |
1,638.0 |
117.9 |
7.1% |
18.9 |
1.1% |
20% |
False |
False |
3,712 |
| 40 |
1,757.9 |
1,638.0 |
119.9 |
7.2% |
17.2 |
1.0% |
20% |
False |
False |
2,819 |
| 60 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
16.4 |
1.0% |
14% |
False |
False |
2,189 |
| 80 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
17.0 |
1.0% |
14% |
False |
False |
1,906 |
| 100 |
1,801.8 |
1,598.8 |
203.0 |
12.2% |
15.9 |
1.0% |
31% |
False |
False |
1,601 |
| 120 |
1,801.8 |
1,567.0 |
234.8 |
14.1% |
14.6 |
0.9% |
40% |
False |
False |
1,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,718.5 |
|
2.618 |
1,699.2 |
|
1.618 |
1,687.4 |
|
1.000 |
1,680.1 |
|
0.618 |
1,675.6 |
|
HIGH |
1,668.3 |
|
0.618 |
1,663.8 |
|
0.500 |
1,662.4 |
|
0.382 |
1,661.0 |
|
LOW |
1,656.5 |
|
0.618 |
1,649.2 |
|
1.000 |
1,644.7 |
|
1.618 |
1,637.4 |
|
2.618 |
1,625.6 |
|
4.250 |
1,606.4 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,662.4 |
1,659.8 |
| PP |
1,662.2 |
1,657.9 |
| S1 |
1,661.9 |
1,656.0 |
|