| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,667.2 |
1,658.6 |
-8.6 |
-0.5% |
1,659.4 |
| High |
1,667.8 |
1,682.6 |
14.8 |
0.9% |
1,670.7 |
| Low |
1,656.5 |
1,658.6 |
2.1 |
0.1% |
1,653.5 |
| Close |
1,658.1 |
1,678.0 |
19.9 |
1.2% |
1,658.1 |
| Range |
11.3 |
24.0 |
12.7 |
112.4% |
17.2 |
| ATR |
18.0 |
18.4 |
0.5 |
2.6% |
0.0 |
| Volume |
7,580 |
3,381 |
-4,199 |
-55.4% |
13,536 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,745.1 |
1,735.5 |
1,691.2 |
|
| R3 |
1,721.1 |
1,711.5 |
1,684.6 |
|
| R2 |
1,697.1 |
1,697.1 |
1,682.4 |
|
| R1 |
1,687.5 |
1,687.5 |
1,680.2 |
1,692.3 |
| PP |
1,673.1 |
1,673.1 |
1,673.1 |
1,675.5 |
| S1 |
1,663.5 |
1,663.5 |
1,675.8 |
1,668.3 |
| S2 |
1,649.1 |
1,649.1 |
1,673.6 |
|
| S3 |
1,625.1 |
1,639.5 |
1,671.4 |
|
| S4 |
1,601.1 |
1,615.5 |
1,664.8 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.4 |
1,702.4 |
1,667.6 |
|
| R3 |
1,695.2 |
1,685.2 |
1,662.8 |
|
| R2 |
1,678.0 |
1,678.0 |
1,661.3 |
|
| R1 |
1,668.0 |
1,668.0 |
1,659.7 |
1,664.4 |
| PP |
1,660.8 |
1,660.8 |
1,660.8 |
1,659.0 |
| S1 |
1,650.8 |
1,650.8 |
1,656.5 |
1,647.2 |
| S2 |
1,643.6 |
1,643.6 |
1,654.9 |
|
| S3 |
1,626.4 |
1,633.6 |
1,653.4 |
|
| S4 |
1,609.2 |
1,616.4 |
1,648.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,682.6 |
1,653.5 |
29.1 |
1.7% |
15.4 |
0.9% |
84% |
True |
False |
3,383 |
| 10 |
1,706.1 |
1,638.0 |
68.1 |
4.1% |
20.4 |
1.2% |
59% |
False |
False |
4,683 |
| 20 |
1,726.7 |
1,638.0 |
88.7 |
5.3% |
18.2 |
1.1% |
45% |
False |
False |
3,553 |
| 40 |
1,757.9 |
1,638.0 |
119.9 |
7.1% |
18.0 |
1.1% |
33% |
False |
False |
3,115 |
| 60 |
1,801.8 |
1,638.0 |
163.8 |
9.8% |
16.5 |
1.0% |
24% |
False |
False |
2,337 |
| 80 |
1,801.8 |
1,638.0 |
163.8 |
9.8% |
16.9 |
1.0% |
24% |
False |
False |
2,041 |
| 100 |
1,801.8 |
1,598.8 |
203.0 |
12.1% |
16.3 |
1.0% |
39% |
False |
False |
1,729 |
| 120 |
1,801.8 |
1,567.0 |
234.8 |
14.0% |
14.8 |
0.9% |
47% |
False |
False |
1,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,784.6 |
|
2.618 |
1,745.4 |
|
1.618 |
1,721.4 |
|
1.000 |
1,706.6 |
|
0.618 |
1,697.4 |
|
HIGH |
1,682.6 |
|
0.618 |
1,673.4 |
|
0.500 |
1,670.6 |
|
0.382 |
1,667.8 |
|
LOW |
1,658.6 |
|
0.618 |
1,643.8 |
|
1.000 |
1,634.6 |
|
1.618 |
1,619.8 |
|
2.618 |
1,595.8 |
|
4.250 |
1,556.6 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,675.5 |
1,675.0 |
| PP |
1,673.1 |
1,672.0 |
| S1 |
1,670.6 |
1,669.1 |
|