| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,706.6 |
1,709.1 |
2.5 |
0.1% |
1,721.7 |
| High |
1,709.8 |
1,721.8 |
12.0 |
0.7% |
1,726.6 |
| Low |
1,691.1 |
1,708.2 |
17.1 |
1.0% |
1,690.0 |
| Close |
1,709.6 |
1,718.5 |
8.9 |
0.5% |
1,709.6 |
| Range |
18.7 |
13.6 |
-5.1 |
-27.3% |
36.6 |
| ATR |
18.0 |
17.7 |
-0.3 |
-1.7% |
0.0 |
| Volume |
1,186 |
2,269 |
1,083 |
91.3% |
9,565 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,757.0 |
1,751.3 |
1,726.0 |
|
| R3 |
1,743.4 |
1,737.7 |
1,722.2 |
|
| R2 |
1,729.8 |
1,729.8 |
1,721.0 |
|
| R1 |
1,724.1 |
1,724.1 |
1,719.7 |
1,727.0 |
| PP |
1,716.2 |
1,716.2 |
1,716.2 |
1,717.6 |
| S1 |
1,710.5 |
1,710.5 |
1,717.3 |
1,713.4 |
| S2 |
1,702.6 |
1,702.6 |
1,716.0 |
|
| S3 |
1,689.0 |
1,696.9 |
1,714.8 |
|
| S4 |
1,675.4 |
1,683.3 |
1,711.0 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.5 |
1,800.7 |
1,729.7 |
|
| R3 |
1,781.9 |
1,764.1 |
1,719.7 |
|
| R2 |
1,745.3 |
1,745.3 |
1,716.3 |
|
| R1 |
1,727.5 |
1,727.5 |
1,713.0 |
1,718.1 |
| PP |
1,708.7 |
1,708.7 |
1,708.7 |
1,704.1 |
| S1 |
1,690.9 |
1,690.9 |
1,706.2 |
1,681.5 |
| S2 |
1,672.1 |
1,672.1 |
1,702.9 |
|
| S3 |
1,635.5 |
1,654.3 |
1,699.5 |
|
| S4 |
1,598.9 |
1,617.7 |
1,689.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,721.8 |
1,690.0 |
31.8 |
1.9% |
19.9 |
1.2% |
90% |
True |
False |
2,190 |
| 10 |
1,758.4 |
1,690.0 |
68.4 |
4.0% |
18.5 |
1.1% |
42% |
False |
False |
2,333 |
| 20 |
1,759.5 |
1,690.0 |
69.5 |
4.0% |
16.1 |
0.9% |
41% |
False |
False |
1,964 |
| 40 |
1,760.5 |
1,679.1 |
81.4 |
4.7% |
16.0 |
0.9% |
48% |
False |
False |
1,799 |
| 60 |
1,803.0 |
1,679.1 |
123.9 |
7.2% |
16.0 |
0.9% |
32% |
False |
False |
1,466 |
| 80 |
1,803.0 |
1,620.7 |
182.3 |
10.6% |
16.0 |
0.9% |
54% |
False |
False |
1,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,779.6 |
|
2.618 |
1,757.4 |
|
1.618 |
1,743.8 |
|
1.000 |
1,735.4 |
|
0.618 |
1,730.2 |
|
HIGH |
1,721.8 |
|
0.618 |
1,716.6 |
|
0.500 |
1,715.0 |
|
0.382 |
1,713.4 |
|
LOW |
1,708.2 |
|
0.618 |
1,699.8 |
|
1.000 |
1,694.6 |
|
1.618 |
1,686.2 |
|
2.618 |
1,672.6 |
|
4.250 |
1,650.4 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,717.3 |
1,714.5 |
| PP |
1,716.2 |
1,710.5 |
| S1 |
1,715.0 |
1,706.5 |
|