| 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 |
1,435.25 |
1,421.25 |
-14.00 |
-1.0% |
1,405.00 |
| High |
1,439.00 |
1,434.25 |
-4.75 |
-0.3% |
1,425.25 |
| Low |
1,422.50 |
1,420.50 |
-2.00 |
-0.1% |
1,398.00 |
| Close |
1,426.50 |
1,434.00 |
7.50 |
0.5% |
1,402.50 |
| Range |
16.50 |
13.75 |
-2.75 |
-16.7% |
27.25 |
| ATR |
13.64 |
13.65 |
0.01 |
0.1% |
0.00 |
| Volume |
5,022 |
515 |
-4,507 |
-89.7% |
2,060 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.75 |
1,466.25 |
1,441.50 |
|
| R3 |
1,457.00 |
1,452.50 |
1,437.75 |
|
| R2 |
1,443.25 |
1,443.25 |
1,436.50 |
|
| R1 |
1,438.75 |
1,438.75 |
1,435.25 |
1,441.00 |
| PP |
1,429.50 |
1,429.50 |
1,429.50 |
1,430.75 |
| S1 |
1,425.00 |
1,425.00 |
1,432.75 |
1,427.25 |
| S2 |
1,415.75 |
1,415.75 |
1,431.50 |
|
| S3 |
1,402.00 |
1,411.25 |
1,430.25 |
|
| S4 |
1,388.25 |
1,397.50 |
1,426.50 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.25 |
1,473.75 |
1,417.50 |
|
| R3 |
1,463.00 |
1,446.50 |
1,410.00 |
|
| R2 |
1,435.75 |
1,435.75 |
1,407.50 |
|
| R1 |
1,419.25 |
1,419.25 |
1,405.00 |
1,414.00 |
| PP |
1,408.50 |
1,408.50 |
1,408.50 |
1,406.00 |
| S1 |
1,392.00 |
1,392.00 |
1,400.00 |
1,386.50 |
| S2 |
1,381.25 |
1,381.25 |
1,397.50 |
|
| S3 |
1,354.00 |
1,364.75 |
1,395.00 |
|
| S4 |
1,326.75 |
1,337.50 |
1,387.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,439.00 |
1,400.00 |
39.00 |
2.7% |
15.25 |
1.1% |
87% |
False |
False |
1,236 |
| 10 |
1,439.00 |
1,396.00 |
43.00 |
3.0% |
13.25 |
0.9% |
88% |
False |
False |
804 |
| 20 |
1,439.00 |
1,370.75 |
68.25 |
4.8% |
12.50 |
0.9% |
93% |
False |
False |
576 |
| 40 |
1,439.00 |
1,331.25 |
107.75 |
7.5% |
13.25 |
0.9% |
95% |
False |
False |
356 |
| 60 |
1,451.00 |
1,331.25 |
119.75 |
8.4% |
12.25 |
0.9% |
86% |
False |
False |
258 |
| 80 |
1,451.00 |
1,331.25 |
119.75 |
8.4% |
10.00 |
0.7% |
86% |
False |
False |
210 |
| 100 |
1,451.00 |
1,331.25 |
119.75 |
8.4% |
8.00 |
0.6% |
86% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,492.75 |
|
2.618 |
1,470.25 |
|
1.618 |
1,456.50 |
|
1.000 |
1,448.00 |
|
0.618 |
1,442.75 |
|
HIGH |
1,434.25 |
|
0.618 |
1,429.00 |
|
0.500 |
1,427.50 |
|
0.382 |
1,425.75 |
|
LOW |
1,420.50 |
|
0.618 |
1,412.00 |
|
1.000 |
1,406.75 |
|
1.618 |
1,398.25 |
|
2.618 |
1,384.50 |
|
4.250 |
1,362.00 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,431.75 |
1,432.50 |
| PP |
1,429.50 |
1,431.00 |
| S1 |
1,427.50 |
1,429.50 |
|