| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,701.1 |
1,705.0 |
3.9 |
0.2% |
1,709.1 |
| High |
1,705.5 |
1,705.0 |
-0.5 |
0.0% |
1,728.8 |
| Low |
1,698.9 |
1,694.6 |
-4.3 |
-0.3% |
1,695.0 |
| Close |
1,701.1 |
1,702.3 |
1.2 |
0.1% |
1,701.1 |
| Range |
6.6 |
10.4 |
3.8 |
57.6% |
33.8 |
| ATR |
16.8 |
16.4 |
-0.5 |
-2.7% |
0.0 |
| Volume |
3,751 |
4,579 |
828 |
22.1% |
9,603 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,731.8 |
1,727.5 |
1,708.0 |
|
| R3 |
1,721.4 |
1,717.1 |
1,705.2 |
|
| R2 |
1,711.0 |
1,711.0 |
1,704.2 |
|
| R1 |
1,706.7 |
1,706.7 |
1,703.3 |
1,703.7 |
| PP |
1,700.6 |
1,700.6 |
1,700.6 |
1,699.1 |
| S1 |
1,696.3 |
1,696.3 |
1,701.3 |
1,693.3 |
| S2 |
1,690.2 |
1,690.2 |
1,700.4 |
|
| S3 |
1,679.8 |
1,685.9 |
1,699.4 |
|
| S4 |
1,669.4 |
1,675.5 |
1,696.6 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,809.7 |
1,789.2 |
1,719.7 |
|
| R3 |
1,775.9 |
1,755.4 |
1,710.4 |
|
| R2 |
1,742.1 |
1,742.1 |
1,707.3 |
|
| R1 |
1,721.6 |
1,721.6 |
1,704.2 |
1,715.0 |
| PP |
1,708.3 |
1,708.3 |
1,708.3 |
1,705.0 |
| S1 |
1,687.8 |
1,687.8 |
1,698.0 |
1,681.2 |
| S2 |
1,674.5 |
1,674.5 |
1,694.9 |
|
| S3 |
1,640.7 |
1,654.0 |
1,691.8 |
|
| S4 |
1,606.9 |
1,620.2 |
1,682.5 |
|
|
| 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 |
1,694.6 |
34.2 |
2.0% |
12.1 |
0.7% |
23% |
False |
True |
2,382 |
| 10 |
1,728.8 |
1,690.0 |
38.8 |
2.3% |
16.0 |
0.9% |
32% |
False |
False |
2,286 |
| 20 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
15.7 |
0.9% |
18% |
False |
False |
2,065 |
| 40 |
1,759.5 |
1,679.1 |
80.4 |
4.7% |
15.8 |
0.9% |
29% |
False |
False |
1,824 |
| 60 |
1,803.0 |
1,679.1 |
123.9 |
7.3% |
15.6 |
0.9% |
19% |
False |
False |
1,617 |
| 80 |
1,803.0 |
1,655.3 |
147.7 |
8.7% |
16.0 |
0.9% |
32% |
False |
False |
1,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,749.2 |
|
2.618 |
1,732.2 |
|
1.618 |
1,721.8 |
|
1.000 |
1,715.4 |
|
0.618 |
1,711.4 |
|
HIGH |
1,705.0 |
|
0.618 |
1,701.0 |
|
0.500 |
1,699.8 |
|
0.382 |
1,698.6 |
|
LOW |
1,694.6 |
|
0.618 |
1,688.2 |
|
1.000 |
1,684.2 |
|
1.618 |
1,677.8 |
|
2.618 |
1,667.4 |
|
4.250 |
1,650.4 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,701.5 |
1,705.1 |
| PP |
1,700.6 |
1,704.2 |
| S1 |
1,699.8 |
1,703.2 |
|