| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,715.2 |
1,715.6 |
0.4 |
0.0% |
1,721.7 |
| High |
1,728.8 |
1,715.6 |
-13.2 |
-0.8% |
1,726.6 |
| Low |
1,714.7 |
1,695.0 |
-19.7 |
-1.1% |
1,690.0 |
| Close |
1,722.0 |
1,700.9 |
-21.1 |
-1.2% |
1,709.6 |
| Range |
14.1 |
20.6 |
6.5 |
46.1% |
36.6 |
| ATR |
16.9 |
17.6 |
0.7 |
4.3% |
0.0 |
| Volume |
2,062 |
730 |
-1,332 |
-64.6% |
9,565 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.6 |
1,753.9 |
1,712.2 |
|
| R3 |
1,745.0 |
1,733.3 |
1,706.6 |
|
| R2 |
1,724.4 |
1,724.4 |
1,704.7 |
|
| R1 |
1,712.7 |
1,712.7 |
1,702.8 |
1,708.3 |
| PP |
1,703.8 |
1,703.8 |
1,703.8 |
1,701.6 |
| S1 |
1,692.1 |
1,692.1 |
1,699.0 |
1,687.7 |
| S2 |
1,683.2 |
1,683.2 |
1,697.1 |
|
| S3 |
1,662.6 |
1,671.5 |
1,695.2 |
|
| S4 |
1,642.0 |
1,650.9 |
1,689.6 |
|
|
| 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% |
15.1 |
0.9% |
26% |
False |
False |
1,407 |
| 10 |
1,737.3 |
1,690.0 |
47.3 |
2.8% |
17.4 |
1.0% |
23% |
False |
False |
1,758 |
| 20 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
16.4 |
1.0% |
16% |
False |
False |
1,885 |
| 40 |
1,759.5 |
1,679.1 |
80.4 |
4.7% |
16.1 |
0.9% |
27% |
False |
False |
1,714 |
| 60 |
1,803.0 |
1,679.1 |
123.9 |
7.3% |
15.8 |
0.9% |
18% |
False |
False |
1,512 |
| 80 |
1,803.0 |
1,645.9 |
157.1 |
9.2% |
16.2 |
1.0% |
35% |
False |
False |
1,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,803.2 |
|
2.618 |
1,769.5 |
|
1.618 |
1,748.9 |
|
1.000 |
1,736.2 |
|
0.618 |
1,728.3 |
|
HIGH |
1,715.6 |
|
0.618 |
1,707.7 |
|
0.500 |
1,705.3 |
|
0.382 |
1,702.9 |
|
LOW |
1,695.0 |
|
0.618 |
1,682.3 |
|
1.000 |
1,674.4 |
|
1.618 |
1,661.7 |
|
2.618 |
1,641.1 |
|
4.250 |
1,607.5 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,705.3 |
1,711.9 |
| PP |
1,703.8 |
1,708.2 |
| S1 |
1,702.4 |
1,704.6 |
|