| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,624.0 |
2,632.0 |
8.0 |
0.3% |
2,603.0 |
| High |
2,635.0 |
2,637.0 |
2.0 |
0.1% |
2,644.0 |
| Low |
2,620.0 |
2,612.0 |
-8.0 |
-0.3% |
2,564.0 |
| Close |
2,628.0 |
2,626.0 |
-2.0 |
-0.1% |
2,628.0 |
| Range |
15.0 |
25.0 |
10.0 |
66.7% |
80.0 |
| ATR |
33.8 |
33.1 |
-0.6 |
-1.9% |
0.0 |
| Volume |
1,494,705 |
1,657,991 |
163,286 |
10.9% |
4,951,670 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.0 |
2,688.0 |
2,639.8 |
|
| R3 |
2,675.0 |
2,663.0 |
2,632.9 |
|
| R2 |
2,650.0 |
2,650.0 |
2,630.6 |
|
| R1 |
2,638.0 |
2,638.0 |
2,628.3 |
2,631.5 |
| PP |
2,625.0 |
2,625.0 |
2,625.0 |
2,621.8 |
| S1 |
2,613.0 |
2,613.0 |
2,623.7 |
2,606.5 |
| S2 |
2,600.0 |
2,600.0 |
2,621.4 |
|
| S3 |
2,575.0 |
2,588.0 |
2,619.1 |
|
| S4 |
2,550.0 |
2,563.0 |
2,612.3 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.0 |
2,820.0 |
2,672.0 |
|
| R3 |
2,772.0 |
2,740.0 |
2,650.0 |
|
| R2 |
2,692.0 |
2,692.0 |
2,642.7 |
|
| R1 |
2,660.0 |
2,660.0 |
2,635.3 |
2,676.0 |
| PP |
2,612.0 |
2,612.0 |
2,612.0 |
2,620.0 |
| S1 |
2,580.0 |
2,580.0 |
2,620.7 |
2,596.0 |
| S2 |
2,532.0 |
2,532.0 |
2,613.3 |
|
| S3 |
2,452.0 |
2,500.0 |
2,606.0 |
|
| S4 |
2,372.0 |
2,420.0 |
2,584.0 |
|
|
| 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 |
2,592.0 |
52.0 |
2.0% |
25.2 |
1.0% |
65% |
False |
False |
1,129,859 |
| 10 |
2,644.0 |
2,564.0 |
80.0 |
3.0% |
28.5 |
1.1% |
78% |
False |
False |
1,036,353 |
| 20 |
2,644.0 |
2,443.0 |
201.0 |
7.7% |
31.0 |
1.2% |
91% |
False |
False |
897,587 |
| 40 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
36.8 |
1.4% |
92% |
False |
False |
899,631 |
| 60 |
2,644.0 |
2,423.0 |
221.0 |
8.4% |
38.4 |
1.5% |
92% |
False |
False |
937,298 |
| 80 |
2,644.0 |
2,385.0 |
259.0 |
9.9% |
38.0 |
1.4% |
93% |
False |
False |
782,482 |
| 100 |
2,644.0 |
2,222.0 |
422.0 |
16.1% |
39.7 |
1.5% |
96% |
False |
False |
626,445 |
| 120 |
2,644.0 |
2,115.0 |
529.0 |
20.1% |
40.1 |
1.5% |
97% |
False |
False |
523,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,743.3 |
|
2.618 |
2,702.5 |
|
1.618 |
2,677.5 |
|
1.000 |
2,662.0 |
|
0.618 |
2,652.5 |
|
HIGH |
2,637.0 |
|
0.618 |
2,627.5 |
|
0.500 |
2,624.5 |
|
0.382 |
2,621.6 |
|
LOW |
2,612.0 |
|
0.618 |
2,596.6 |
|
1.000 |
2,587.0 |
|
1.618 |
2,571.6 |
|
2.618 |
2,546.6 |
|
4.250 |
2,505.8 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.5 |
2,625.7 |
| PP |
2,625.0 |
2,625.3 |
| S1 |
2,624.5 |
2,625.0 |
|