| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,654.0 |
2,646.0 |
-8.0 |
-0.3% |
2,603.0 |
| High |
2,663.0 |
2,674.0 |
11.0 |
0.4% |
2,644.0 |
| Low |
2,645.0 |
2,643.0 |
-2.0 |
-0.1% |
2,564.0 |
| Close |
2,655.0 |
2,661.0 |
6.0 |
0.2% |
2,628.0 |
| Range |
18.0 |
31.0 |
13.0 |
72.2% |
80.0 |
| ATR |
31.8 |
31.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,012,503 |
1,012,503 |
0 |
0.0% |
4,951,670 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.3 |
2,737.7 |
2,678.1 |
|
| R3 |
2,721.3 |
2,706.7 |
2,669.5 |
|
| R2 |
2,690.3 |
2,690.3 |
2,666.7 |
|
| R1 |
2,675.7 |
2,675.7 |
2,663.8 |
2,683.0 |
| PP |
2,659.3 |
2,659.3 |
2,659.3 |
2,663.0 |
| S1 |
2,644.7 |
2,644.7 |
2,658.2 |
2,652.0 |
| S2 |
2,628.3 |
2,628.3 |
2,655.3 |
|
| S3 |
2,597.3 |
2,613.7 |
2,652.5 |
|
| S4 |
2,566.3 |
2,582.7 |
2,644.0 |
|
|
| 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 |
2,674.0 |
2,612.0 |
62.0 |
2.3% |
22.4 |
0.8% |
79% |
True |
False |
1,349,667 |
| 10 |
2,674.0 |
2,564.0 |
110.0 |
4.1% |
26.5 |
1.0% |
88% |
True |
False |
1,106,771 |
| 20 |
2,674.0 |
2,519.0 |
155.0 |
5.8% |
28.5 |
1.1% |
92% |
True |
False |
980,093 |
| 40 |
2,674.0 |
2,423.0 |
251.0 |
9.4% |
35.0 |
1.3% |
95% |
True |
False |
908,717 |
| 60 |
2,674.0 |
2,423.0 |
251.0 |
9.4% |
37.7 |
1.4% |
95% |
True |
False |
944,179 |
| 80 |
2,674.0 |
2,385.0 |
289.0 |
10.9% |
37.7 |
1.4% |
96% |
True |
False |
827,404 |
| 100 |
2,674.0 |
2,235.0 |
439.0 |
16.5% |
38.7 |
1.5% |
97% |
True |
False |
662,255 |
| 120 |
2,674.0 |
2,115.0 |
559.0 |
21.0% |
39.5 |
1.5% |
98% |
True |
False |
553,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.8 |
|
2.618 |
2,755.2 |
|
1.618 |
2,724.2 |
|
1.000 |
2,705.0 |
|
0.618 |
2,693.2 |
|
HIGH |
2,674.0 |
|
0.618 |
2,662.2 |
|
0.500 |
2,658.5 |
|
0.382 |
2,654.8 |
|
LOW |
2,643.0 |
|
0.618 |
2,623.8 |
|
1.000 |
2,612.0 |
|
1.618 |
2,592.8 |
|
2.618 |
2,561.8 |
|
4.250 |
2,511.3 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,660.2 |
2,658.3 |
| PP |
2,659.3 |
2,655.7 |
| S1 |
2,658.5 |
2,653.0 |
|