| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,600.0 |
2,628.0 |
28.0 |
1.1% |
2,583.0 |
| High |
2,628.0 |
2,644.0 |
16.0 |
0.6% |
2,619.0 |
| Low |
2,592.0 |
2,618.0 |
26.0 |
1.0% |
2,573.0 |
| Close |
2,623.0 |
2,629.0 |
6.0 |
0.2% |
2,598.0 |
| Range |
36.0 |
26.0 |
-10.0 |
-27.8% |
46.0 |
| ATR |
36.8 |
36.1 |
-0.8 |
-2.1% |
0.0 |
| Volume |
735,947 |
1,024,437 |
288,490 |
39.2% |
4,456,713 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.3 |
2,694.7 |
2,643.3 |
|
| R3 |
2,682.3 |
2,668.7 |
2,636.2 |
|
| R2 |
2,656.3 |
2,656.3 |
2,633.8 |
|
| R1 |
2,642.7 |
2,642.7 |
2,631.4 |
2,649.5 |
| PP |
2,630.3 |
2,630.3 |
2,630.3 |
2,633.8 |
| S1 |
2,616.7 |
2,616.7 |
2,626.6 |
2,623.5 |
| S2 |
2,604.3 |
2,604.3 |
2,624.2 |
|
| S3 |
2,578.3 |
2,590.7 |
2,621.9 |
|
| S4 |
2,552.3 |
2,564.7 |
2,614.7 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.7 |
2,712.3 |
2,623.3 |
|
| R3 |
2,688.7 |
2,666.3 |
2,610.7 |
|
| R2 |
2,642.7 |
2,642.7 |
2,606.4 |
|
| R1 |
2,620.3 |
2,620.3 |
2,602.2 |
2,631.5 |
| PP |
2,596.7 |
2,596.7 |
2,596.7 |
2,602.3 |
| S1 |
2,574.3 |
2,574.3 |
2,593.8 |
2,585.5 |
| S2 |
2,550.7 |
2,550.7 |
2,589.6 |
|
| S3 |
2,504.7 |
2,528.3 |
2,585.4 |
|
| S4 |
2,458.7 |
2,482.3 |
2,572.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,644.0 |
2,564.0 |
80.0 |
3.0% |
31.8 |
1.2% |
81% |
True |
False |
907,974 |
| 10 |
2,644.0 |
2,559.0 |
85.0 |
3.2% |
29.7 |
1.1% |
82% |
True |
False |
887,071 |
| 20 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
34.0 |
1.3% |
93% |
True |
False |
860,974 |
| 40 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
37.7 |
1.4% |
93% |
True |
False |
876,836 |
| 60 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
38.7 |
1.5% |
93% |
True |
False |
913,339 |
| 80 |
2,644.0 |
2,385.0 |
259.0 |
9.9% |
38.7 |
1.5% |
94% |
True |
False |
734,016 |
| 100 |
2,644.0 |
2,115.0 |
529.0 |
20.1% |
41.0 |
1.6% |
97% |
True |
False |
588,742 |
| 120 |
2,644.0 |
2,100.0 |
544.0 |
20.7% |
40.4 |
1.5% |
97% |
True |
False |
491,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,754.5 |
|
2.618 |
2,712.1 |
|
1.618 |
2,686.1 |
|
1.000 |
2,670.0 |
|
0.618 |
2,660.1 |
|
HIGH |
2,644.0 |
|
0.618 |
2,634.1 |
|
0.500 |
2,631.0 |
|
0.382 |
2,627.9 |
|
LOW |
2,618.0 |
|
0.618 |
2,601.9 |
|
1.000 |
2,592.0 |
|
1.618 |
2,575.9 |
|
2.618 |
2,549.9 |
|
4.250 |
2,507.5 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,631.0 |
2,620.7 |
| PP |
2,630.3 |
2,612.3 |
| S1 |
2,629.7 |
2,604.0 |
|