| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,660.1 |
1,662.0 |
1.9 |
0.1% |
1,705.0 |
| High |
1,672.6 |
1,669.6 |
-3.0 |
-0.2% |
1,708.2 |
| Low |
1,657.1 |
1,658.0 |
0.9 |
0.1% |
1,640.8 |
| Close |
1,664.8 |
1,667.9 |
3.1 |
0.2% |
1,664.1 |
| Range |
15.5 |
11.6 |
-3.9 |
-25.2% |
67.4 |
| ATR |
18.6 |
18.1 |
-0.5 |
-2.7% |
0.0 |
| Volume |
1,141 |
546 |
-595 |
-52.1% |
12,684 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,700.0 |
1,695.5 |
1,674.3 |
|
| R3 |
1,688.4 |
1,683.9 |
1,671.1 |
|
| R2 |
1,676.8 |
1,676.8 |
1,670.0 |
|
| R1 |
1,672.3 |
1,672.3 |
1,669.0 |
1,674.6 |
| PP |
1,665.2 |
1,665.2 |
1,665.2 |
1,666.3 |
| S1 |
1,660.7 |
1,660.7 |
1,666.8 |
1,663.0 |
| S2 |
1,653.6 |
1,653.6 |
1,665.8 |
|
| S3 |
1,642.0 |
1,649.1 |
1,664.7 |
|
| S4 |
1,630.4 |
1,637.5 |
1,661.5 |
|
|
| 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 |
1,676.3 |
1,640.8 |
35.5 |
2.1% |
19.6 |
1.2% |
76% |
False |
False |
1,818 |
| 10 |
1,715.6 |
1,640.8 |
74.8 |
4.5% |
19.0 |
1.1% |
36% |
False |
False |
2,133 |
| 20 |
1,737.3 |
1,640.8 |
96.5 |
5.8% |
17.6 |
1.1% |
28% |
False |
False |
2,032 |
| 40 |
1,759.5 |
1,640.8 |
118.7 |
7.1% |
17.4 |
1.0% |
23% |
False |
False |
1,869 |
| 60 |
1,803.0 |
1,640.8 |
162.2 |
9.7% |
16.1 |
1.0% |
17% |
False |
False |
1,727 |
| 80 |
1,803.0 |
1,640.8 |
162.2 |
9.7% |
16.6 |
1.0% |
17% |
False |
False |
1,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,718.9 |
|
2.618 |
1,700.0 |
|
1.618 |
1,688.4 |
|
1.000 |
1,681.2 |
|
0.618 |
1,676.8 |
|
HIGH |
1,669.6 |
|
0.618 |
1,665.2 |
|
0.500 |
1,663.8 |
|
0.382 |
1,662.4 |
|
LOW |
1,658.0 |
|
0.618 |
1,650.8 |
|
1.000 |
1,646.4 |
|
1.618 |
1,639.2 |
|
2.618 |
1,627.6 |
|
4.250 |
1,608.7 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,666.5 |
1,666.9 |
| PP |
1,665.2 |
1,665.9 |
| S1 |
1,663.8 |
1,664.9 |
|