| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,703.7 |
1,681.1 |
-22.6 |
-1.3% |
1,709.1 |
| High |
1,708.2 |
1,681.3 |
-26.9 |
-1.6% |
1,728.8 |
| Low |
1,666.4 |
1,668.4 |
2.0 |
0.1% |
1,695.0 |
| Close |
1,674.8 |
1,671.8 |
-3.0 |
-0.2% |
1,701.1 |
| Range |
41.8 |
12.9 |
-28.9 |
-69.1% |
33.8 |
| ATR |
18.2 |
17.8 |
-0.4 |
-2.1% |
0.0 |
| Volume |
1,000 |
2,183 |
1,183 |
118.3% |
9,603 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.5 |
1,705.1 |
1,678.9 |
|
| R3 |
1,699.6 |
1,692.2 |
1,675.3 |
|
| R2 |
1,686.7 |
1,686.7 |
1,674.2 |
|
| R1 |
1,679.3 |
1,679.3 |
1,673.0 |
1,676.6 |
| PP |
1,673.8 |
1,673.8 |
1,673.8 |
1,672.5 |
| S1 |
1,666.4 |
1,666.4 |
1,670.6 |
1,663.7 |
| S2 |
1,660.9 |
1,660.9 |
1,669.4 |
|
| S3 |
1,648.0 |
1,653.5 |
1,668.3 |
|
| S4 |
1,635.1 |
1,640.6 |
1,664.7 |
|
|
| 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 |
1,715.6 |
1,666.4 |
49.2 |
2.9% |
18.5 |
1.1% |
11% |
False |
False |
2,448 |
| 10 |
1,728.8 |
1,666.4 |
62.4 |
3.7% |
16.3 |
1.0% |
9% |
False |
False |
2,056 |
| 20 |
1,759.5 |
1,666.4 |
93.1 |
5.6% |
17.0 |
1.0% |
6% |
False |
False |
2,093 |
| 40 |
1,759.5 |
1,666.4 |
93.1 |
5.6% |
16.3 |
1.0% |
6% |
False |
False |
1,786 |
| 60 |
1,803.0 |
1,666.4 |
136.6 |
8.2% |
16.2 |
1.0% |
4% |
False |
False |
1,626 |
| 80 |
1,803.0 |
1,655.3 |
147.7 |
8.8% |
16.5 |
1.0% |
11% |
False |
False |
1,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,736.1 |
|
2.618 |
1,715.1 |
|
1.618 |
1,702.2 |
|
1.000 |
1,694.2 |
|
0.618 |
1,689.3 |
|
HIGH |
1,681.3 |
|
0.618 |
1,676.4 |
|
0.500 |
1,674.9 |
|
0.382 |
1,673.3 |
|
LOW |
1,668.4 |
|
0.618 |
1,660.4 |
|
1.000 |
1,655.5 |
|
1.618 |
1,647.5 |
|
2.618 |
1,634.6 |
|
4.250 |
1,613.6 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,674.9 |
1,687.3 |
| PP |
1,673.8 |
1,682.1 |
| S1 |
1,672.8 |
1,677.0 |
|