| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,660.7 |
1,660.3 |
-0.4 |
0.0% |
1,700.9 |
| High |
1,670.7 |
1,668.3 |
-2.4 |
-0.1% |
1,706.1 |
| Low |
1,653.5 |
1,655.5 |
2.0 |
0.1% |
1,638.0 |
| Close |
1,662.9 |
1,665.9 |
3.0 |
0.2% |
1,662.2 |
| Range |
17.2 |
12.8 |
-4.4 |
-25.6% |
68.1 |
| ATR |
18.9 |
18.5 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,421 |
1,670 |
249 |
17.5% |
29,922 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,701.6 |
1,696.6 |
1,672.9 |
|
| R3 |
1,688.8 |
1,683.8 |
1,669.4 |
|
| R2 |
1,676.0 |
1,676.0 |
1,668.2 |
|
| R1 |
1,671.0 |
1,671.0 |
1,667.1 |
1,673.5 |
| PP |
1,663.2 |
1,663.2 |
1,663.2 |
1,664.5 |
| S1 |
1,658.2 |
1,658.2 |
1,664.7 |
1,660.7 |
| S2 |
1,650.4 |
1,650.4 |
1,663.6 |
|
| S3 |
1,637.6 |
1,645.4 |
1,662.4 |
|
| S4 |
1,624.8 |
1,632.6 |
1,658.9 |
|
|
| 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 |
1,673.9 |
1,638.0 |
35.9 |
2.2% |
20.3 |
1.2% |
78% |
False |
False |
4,143 |
| 10 |
1,713.3 |
1,638.0 |
75.3 |
4.5% |
19.5 |
1.2% |
37% |
False |
False |
4,103 |
| 20 |
1,735.6 |
1,638.0 |
97.6 |
5.9% |
18.0 |
1.1% |
29% |
False |
False |
3,407 |
| 40 |
1,757.9 |
1,638.0 |
119.9 |
7.2% |
17.6 |
1.1% |
23% |
False |
False |
2,871 |
| 60 |
1,801.8 |
1,638.0 |
163.8 |
9.8% |
16.3 |
1.0% |
17% |
False |
False |
2,206 |
| 80 |
1,801.8 |
1,638.0 |
163.8 |
9.8% |
16.8 |
1.0% |
17% |
False |
False |
1,935 |
| 100 |
1,801.8 |
1,598.8 |
203.0 |
12.2% |
16.1 |
1.0% |
33% |
False |
False |
1,625 |
| 120 |
1,801.8 |
1,567.0 |
234.8 |
14.1% |
14.7 |
0.9% |
42% |
False |
False |
1,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,722.7 |
|
2.618 |
1,701.8 |
|
1.618 |
1,689.0 |
|
1.000 |
1,681.1 |
|
0.618 |
1,676.2 |
|
HIGH |
1,668.3 |
|
0.618 |
1,663.4 |
|
0.500 |
1,661.9 |
|
0.382 |
1,660.4 |
|
LOW |
1,655.5 |
|
0.618 |
1,647.6 |
|
1.000 |
1,642.7 |
|
1.618 |
1,634.8 |
|
2.618 |
1,622.0 |
|
4.250 |
1,601.1 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,664.6 |
1,664.6 |
| PP |
1,663.2 |
1,663.4 |
| S1 |
1,661.9 |
1,662.1 |
|