| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,681.1 |
1,671.0 |
-10.1 |
-0.6% |
1,709.1 |
| High |
1,681.3 |
1,676.3 |
-5.0 |
-0.3% |
1,728.8 |
| Low |
1,668.4 |
1,640.8 |
-27.6 |
-1.7% |
1,695.0 |
| Close |
1,671.8 |
1,649.9 |
-21.9 |
-1.3% |
1,701.1 |
| Range |
12.9 |
35.5 |
22.6 |
175.2% |
33.8 |
| ATR |
17.8 |
19.1 |
1.3 |
7.1% |
0.0 |
| Volume |
2,183 |
2,765 |
582 |
26.7% |
9,603 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,762.2 |
1,741.5 |
1,669.4 |
|
| R3 |
1,726.7 |
1,706.0 |
1,659.7 |
|
| R2 |
1,691.2 |
1,691.2 |
1,656.4 |
|
| R1 |
1,670.5 |
1,670.5 |
1,653.2 |
1,663.1 |
| PP |
1,655.7 |
1,655.7 |
1,655.7 |
1,652.0 |
| S1 |
1,635.0 |
1,635.0 |
1,646.6 |
1,627.6 |
| S2 |
1,620.2 |
1,620.2 |
1,643.4 |
|
| S3 |
1,584.7 |
1,599.5 |
1,640.1 |
|
| S4 |
1,549.2 |
1,564.0 |
1,630.4 |
|
|
| 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 |
1,708.2 |
1,640.8 |
67.4 |
4.1% |
21.4 |
1.3% |
14% |
False |
True |
2,855 |
| 10 |
1,728.8 |
1,640.8 |
88.0 |
5.3% |
18.3 |
1.1% |
10% |
False |
True |
2,131 |
| 20 |
1,759.5 |
1,640.8 |
118.7 |
7.2% |
18.2 |
1.1% |
8% |
False |
True |
2,168 |
| 40 |
1,759.5 |
1,640.8 |
118.7 |
7.2% |
16.8 |
1.0% |
8% |
False |
True |
1,816 |
| 60 |
1,803.0 |
1,640.8 |
162.2 |
9.8% |
16.3 |
1.0% |
6% |
False |
True |
1,658 |
| 80 |
1,803.0 |
1,640.8 |
162.2 |
9.8% |
16.7 |
1.0% |
6% |
False |
True |
1,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,827.2 |
|
2.618 |
1,769.2 |
|
1.618 |
1,733.7 |
|
1.000 |
1,711.8 |
|
0.618 |
1,698.2 |
|
HIGH |
1,676.3 |
|
0.618 |
1,662.7 |
|
0.500 |
1,658.6 |
|
0.382 |
1,654.4 |
|
LOW |
1,640.8 |
|
0.618 |
1,618.9 |
|
1.000 |
1,605.3 |
|
1.618 |
1,583.4 |
|
2.618 |
1,547.9 |
|
4.250 |
1,489.9 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,658.6 |
1,674.5 |
| PP |
1,655.7 |
1,666.3 |
| S1 |
1,652.8 |
1,658.1 |
|