| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,667.6 |
1,662.0 |
-5.6 |
-0.3% |
1,660.8 |
| High |
1,669.7 |
1,684.7 |
15.0 |
0.9% |
1,672.6 |
| Low |
1,658.5 |
1,661.0 |
2.5 |
0.2% |
1,657.1 |
| Close |
1,660.1 |
1,680.0 |
19.9 |
1.2% |
1,660.1 |
| Range |
11.2 |
23.7 |
12.5 |
111.6% |
15.5 |
| ATR |
17.6 |
18.1 |
0.5 |
2.8% |
0.0 |
| Volume |
3,668 |
2,298 |
-1,370 |
-37.4% |
7,839 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.3 |
1,736.9 |
1,693.0 |
|
| R3 |
1,722.6 |
1,713.2 |
1,686.5 |
|
| R2 |
1,698.9 |
1,698.9 |
1,684.3 |
|
| R1 |
1,689.5 |
1,689.5 |
1,682.2 |
1,694.2 |
| PP |
1,675.2 |
1,675.2 |
1,675.2 |
1,677.6 |
| S1 |
1,665.8 |
1,665.8 |
1,677.8 |
1,670.5 |
| S2 |
1,651.5 |
1,651.5 |
1,675.7 |
|
| S3 |
1,627.8 |
1,642.1 |
1,673.5 |
|
| S4 |
1,604.1 |
1,618.4 |
1,667.0 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,709.8 |
1,700.4 |
1,668.6 |
|
| R3 |
1,694.3 |
1,684.9 |
1,664.4 |
|
| R2 |
1,678.8 |
1,678.8 |
1,662.9 |
|
| R1 |
1,669.4 |
1,669.4 |
1,661.5 |
1,666.4 |
| PP |
1,663.3 |
1,663.3 |
1,663.3 |
1,661.7 |
| S1 |
1,653.9 |
1,653.9 |
1,658.7 |
1,650.9 |
| S2 |
1,647.8 |
1,647.8 |
1,657.3 |
|
| S3 |
1,632.3 |
1,638.4 |
1,655.8 |
|
| S4 |
1,616.8 |
1,622.9 |
1,651.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,684.7 |
1,657.1 |
27.6 |
1.6% |
14.8 |
0.9% |
83% |
True |
False |
2,027 |
| 10 |
1,708.2 |
1,640.8 |
67.4 |
4.0% |
19.8 |
1.2% |
58% |
False |
False |
2,282 |
| 20 |
1,728.8 |
1,640.8 |
88.0 |
5.2% |
17.8 |
1.1% |
45% |
False |
False |
2,099 |
| 40 |
1,759.5 |
1,640.8 |
118.7 |
7.1% |
17.8 |
1.1% |
33% |
False |
False |
1,998 |
| 60 |
1,803.0 |
1,640.8 |
162.2 |
9.7% |
16.3 |
1.0% |
24% |
False |
False |
1,790 |
| 80 |
1,803.0 |
1,640.8 |
162.2 |
9.7% |
16.7 |
1.0% |
24% |
False |
False |
1,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,785.4 |
|
2.618 |
1,746.7 |
|
1.618 |
1,723.0 |
|
1.000 |
1,708.4 |
|
0.618 |
1,699.3 |
|
HIGH |
1,684.7 |
|
0.618 |
1,675.6 |
|
0.500 |
1,672.9 |
|
0.382 |
1,670.1 |
|
LOW |
1,661.0 |
|
0.618 |
1,646.4 |
|
1.000 |
1,637.3 |
|
1.618 |
1,622.7 |
|
2.618 |
1,599.0 |
|
4.250 |
1,560.3 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,677.6 |
1,677.1 |
| PP |
1,675.2 |
1,674.2 |
| S1 |
1,672.9 |
1,671.4 |
|