| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,715.7 |
1,715.2 |
-0.5 |
0.0% |
1,721.7 |
| High |
1,719.2 |
1,728.8 |
9.6 |
0.6% |
1,726.6 |
| Low |
1,710.6 |
1,714.7 |
4.1 |
0.2% |
1,690.0 |
| Close |
1,713.7 |
1,722.0 |
8.3 |
0.5% |
1,709.6 |
| Range |
8.6 |
14.1 |
5.5 |
64.0% |
36.6 |
| ATR |
17.0 |
16.9 |
-0.1 |
-0.8% |
0.0 |
| Volume |
791 |
2,062 |
1,271 |
160.7% |
9,565 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,764.1 |
1,757.2 |
1,729.8 |
|
| R3 |
1,750.0 |
1,743.1 |
1,725.9 |
|
| R2 |
1,735.9 |
1,735.9 |
1,724.6 |
|
| R1 |
1,729.0 |
1,729.0 |
1,723.3 |
1,732.5 |
| PP |
1,721.8 |
1,721.8 |
1,721.8 |
1,723.6 |
| S1 |
1,714.9 |
1,714.9 |
1,720.7 |
1,718.4 |
| S2 |
1,707.7 |
1,707.7 |
1,719.4 |
|
| S3 |
1,693.6 |
1,700.8 |
1,718.1 |
|
| S4 |
1,679.5 |
1,686.7 |
1,714.2 |
|
|
| 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 |
1,728.8 |
1,691.1 |
37.7 |
2.2% |
14.2 |
0.8% |
82% |
True |
False |
1,663 |
| 10 |
1,737.3 |
1,690.0 |
47.3 |
2.7% |
16.2 |
0.9% |
68% |
False |
False |
1,931 |
| 20 |
1,759.5 |
1,690.0 |
69.5 |
4.0% |
15.9 |
0.9% |
46% |
False |
False |
1,948 |
| 40 |
1,760.5 |
1,679.1 |
81.4 |
4.7% |
15.9 |
0.9% |
53% |
False |
False |
1,726 |
| 60 |
1,803.0 |
1,679.1 |
123.9 |
7.2% |
15.7 |
0.9% |
35% |
False |
False |
1,503 |
| 80 |
1,803.0 |
1,634.6 |
168.4 |
9.8% |
16.2 |
0.9% |
52% |
False |
False |
1,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,788.7 |
|
2.618 |
1,765.7 |
|
1.618 |
1,751.6 |
|
1.000 |
1,742.9 |
|
0.618 |
1,737.5 |
|
HIGH |
1,728.8 |
|
0.618 |
1,723.4 |
|
0.500 |
1,721.8 |
|
0.382 |
1,720.1 |
|
LOW |
1,714.7 |
|
0.618 |
1,706.0 |
|
1.000 |
1,700.6 |
|
1.618 |
1,691.9 |
|
2.618 |
1,677.8 |
|
4.250 |
1,654.8 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,721.9 |
1,720.8 |
| PP |
1,721.8 |
1,719.7 |
| S1 |
1,721.8 |
1,718.5 |
|