| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,709.1 |
1,715.7 |
6.6 |
0.4% |
1,721.7 |
| High |
1,721.8 |
1,719.2 |
-2.6 |
-0.2% |
1,726.6 |
| Low |
1,708.2 |
1,710.6 |
2.4 |
0.1% |
1,690.0 |
| Close |
1,718.5 |
1,713.7 |
-4.8 |
-0.3% |
1,709.6 |
| Range |
13.6 |
8.6 |
-5.0 |
-36.8% |
36.6 |
| ATR |
17.7 |
17.0 |
-0.6 |
-3.7% |
0.0 |
| Volume |
2,269 |
791 |
-1,478 |
-65.1% |
9,565 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,740.3 |
1,735.6 |
1,718.4 |
|
| R3 |
1,731.7 |
1,727.0 |
1,716.1 |
|
| R2 |
1,723.1 |
1,723.1 |
1,715.3 |
|
| R1 |
1,718.4 |
1,718.4 |
1,714.5 |
1,716.5 |
| PP |
1,714.5 |
1,714.5 |
1,714.5 |
1,713.5 |
| S1 |
1,709.8 |
1,709.8 |
1,712.9 |
1,707.9 |
| S2 |
1,705.9 |
1,705.9 |
1,712.1 |
|
| S3 |
1,697.3 |
1,701.2 |
1,711.3 |
|
| S4 |
1,688.7 |
1,692.6 |
1,709.0 |
|
|
| 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 |
1,690.3 |
31.5 |
1.8% |
15.7 |
0.9% |
74% |
False |
False |
2,189 |
| 10 |
1,747.9 |
1,690.0 |
57.9 |
3.4% |
18.3 |
1.1% |
41% |
False |
False |
2,007 |
| 20 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
15.9 |
0.9% |
34% |
False |
False |
1,912 |
| 40 |
1,760.5 |
1,679.1 |
81.4 |
4.7% |
15.8 |
0.9% |
43% |
False |
False |
1,798 |
| 60 |
1,803.0 |
1,679.1 |
123.9 |
7.2% |
15.8 |
0.9% |
28% |
False |
False |
1,476 |
| 80 |
1,803.0 |
1,622.2 |
180.8 |
10.6% |
16.1 |
0.9% |
51% |
False |
False |
1,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,755.8 |
|
2.618 |
1,741.7 |
|
1.618 |
1,733.1 |
|
1.000 |
1,727.8 |
|
0.618 |
1,724.5 |
|
HIGH |
1,719.2 |
|
0.618 |
1,715.9 |
|
0.500 |
1,714.9 |
|
0.382 |
1,713.9 |
|
LOW |
1,710.6 |
|
0.618 |
1,705.3 |
|
1.000 |
1,702.0 |
|
1.618 |
1,696.7 |
|
2.618 |
1,688.1 |
|
4.250 |
1,674.1 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,714.9 |
1,711.3 |
| PP |
1,714.5 |
1,708.9 |
| S1 |
1,714.1 |
1,706.5 |
|