| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,653.0 |
1,660.8 |
7.8 |
0.5% |
1,705.0 |
| High |
1,664.1 |
1,669.3 |
5.2 |
0.3% |
1,708.2 |
| Low |
1,641.0 |
1,657.1 |
16.1 |
1.0% |
1,640.8 |
| Close |
1,664.1 |
1,663.6 |
-0.5 |
0.0% |
1,664.1 |
| Range |
23.1 |
12.2 |
-10.9 |
-47.2% |
67.4 |
| ATR |
19.4 |
18.9 |
-0.5 |
-2.6% |
0.0 |
| Volume |
2,157 |
2,484 |
327 |
15.2% |
12,684 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,699.9 |
1,694.0 |
1,670.3 |
|
| R3 |
1,687.7 |
1,681.8 |
1,667.0 |
|
| R2 |
1,675.5 |
1,675.5 |
1,665.8 |
|
| R1 |
1,669.6 |
1,669.6 |
1,664.7 |
1,672.6 |
| PP |
1,663.3 |
1,663.3 |
1,663.3 |
1,664.8 |
| S1 |
1,657.4 |
1,657.4 |
1,662.5 |
1,660.4 |
| S2 |
1,651.1 |
1,651.1 |
1,661.4 |
|
| S3 |
1,638.9 |
1,645.2 |
1,660.2 |
|
| S4 |
1,626.7 |
1,633.0 |
1,656.9 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.2 |
1,836.1 |
1,701.2 |
|
| R3 |
1,805.8 |
1,768.7 |
1,682.6 |
|
| R2 |
1,738.4 |
1,738.4 |
1,676.5 |
|
| R1 |
1,701.3 |
1,701.3 |
1,670.3 |
1,686.2 |
| PP |
1,671.0 |
1,671.0 |
1,671.0 |
1,663.5 |
| S1 |
1,633.9 |
1,633.9 |
1,657.9 |
1,618.8 |
| S2 |
1,603.6 |
1,603.6 |
1,651.7 |
|
| S3 |
1,536.2 |
1,566.5 |
1,645.6 |
|
| S4 |
1,468.8 |
1,499.1 |
1,627.0 |
|
|
| 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% |
25.1 |
1.5% |
34% |
False |
False |
2,117 |
| 10 |
1,728.8 |
1,640.8 |
88.0 |
5.3% |
18.6 |
1.1% |
26% |
False |
False |
2,250 |
| 20 |
1,758.4 |
1,640.8 |
117.6 |
7.1% |
18.6 |
1.1% |
19% |
False |
False |
2,291 |
| 40 |
1,759.5 |
1,640.8 |
118.7 |
7.1% |
17.0 |
1.0% |
19% |
False |
False |
1,855 |
| 60 |
1,803.0 |
1,640.8 |
162.2 |
9.7% |
16.3 |
1.0% |
14% |
False |
False |
1,722 |
| 80 |
1,803.0 |
1,640.8 |
162.2 |
9.7% |
16.9 |
1.0% |
14% |
False |
False |
1,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,721.2 |
|
2.618 |
1,701.2 |
|
1.618 |
1,689.0 |
|
1.000 |
1,681.5 |
|
0.618 |
1,676.8 |
|
HIGH |
1,669.3 |
|
0.618 |
1,664.6 |
|
0.500 |
1,663.2 |
|
0.382 |
1,661.8 |
|
LOW |
1,657.1 |
|
0.618 |
1,649.6 |
|
1.000 |
1,644.9 |
|
1.618 |
1,637.4 |
|
2.618 |
1,625.2 |
|
4.250 |
1,605.3 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,663.5 |
1,661.9 |
| PP |
1,663.3 |
1,660.2 |
| S1 |
1,663.2 |
1,658.6 |
|