| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
4,594.0 |
4,576.0 |
-18.0 |
-0.4% |
4,567.0 |
| High |
4,600.0 |
4,603.0 |
3.0 |
0.1% |
4,612.0 |
| Low |
4,583.0 |
4,576.0 |
-7.0 |
-0.2% |
4,556.0 |
| Close |
4,590.0 |
4,581.0 |
-9.0 |
-0.2% |
4,581.0 |
| Range |
17.0 |
27.0 |
10.0 |
58.8% |
56.0 |
| ATR |
33.5 |
33.0 |
-0.5 |
-1.4% |
0.0 |
| Volume |
22,969 |
26,250 |
3,281 |
14.3% |
114,872 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,667.7 |
4,651.3 |
4,595.9 |
|
| R3 |
4,640.7 |
4,624.3 |
4,588.4 |
|
| R2 |
4,613.7 |
4,613.7 |
4,586.0 |
|
| R1 |
4,597.3 |
4,597.3 |
4,583.5 |
4,605.5 |
| PP |
4,586.7 |
4,586.7 |
4,586.7 |
4,590.8 |
| S1 |
4,570.3 |
4,570.3 |
4,578.5 |
4,578.5 |
| S2 |
4,559.7 |
4,559.7 |
4,576.1 |
|
| S3 |
4,532.7 |
4,543.3 |
4,573.6 |
|
| S4 |
4,505.7 |
4,516.3 |
4,566.2 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,751.0 |
4,722.0 |
4,611.8 |
|
| R3 |
4,695.0 |
4,666.0 |
4,596.4 |
|
| R2 |
4,639.0 |
4,639.0 |
4,591.3 |
|
| R1 |
4,610.0 |
4,610.0 |
4,586.1 |
4,624.5 |
| PP |
4,583.0 |
4,583.0 |
4,583.0 |
4,590.3 |
| S1 |
4,554.0 |
4,554.0 |
4,575.9 |
4,568.5 |
| S2 |
4,527.0 |
4,527.0 |
4,570.7 |
|
| S3 |
4,471.0 |
4,498.0 |
4,565.6 |
|
| S4 |
4,415.0 |
4,442.0 |
4,550.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,612.0 |
4,556.0 |
56.0 |
1.2% |
22.0 |
0.5% |
45% |
False |
False |
22,974 |
| 10 |
4,612.0 |
4,501.0 |
111.0 |
2.4% |
28.2 |
0.6% |
72% |
False |
False |
22,086 |
| 20 |
4,612.0 |
4,352.0 |
260.0 |
5.7% |
27.4 |
0.6% |
88% |
False |
False |
20,589 |
| 40 |
4,612.0 |
4,342.0 |
270.0 |
5.9% |
32.2 |
0.7% |
89% |
False |
False |
22,196 |
| 60 |
4,612.0 |
4,340.0 |
272.0 |
5.9% |
32.0 |
0.7% |
89% |
False |
False |
21,920 |
| 80 |
4,612.0 |
4,271.0 |
341.0 |
7.4% |
29.4 |
0.6% |
91% |
False |
False |
20,663 |
| 100 |
4,612.0 |
4,100.0 |
512.0 |
11.2% |
24.9 |
0.5% |
94% |
False |
False |
16,544 |
| 120 |
4,612.0 |
4,016.0 |
596.0 |
13.0% |
21.6 |
0.5% |
95% |
False |
False |
13,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,717.8 |
|
2.618 |
4,673.7 |
|
1.618 |
4,646.7 |
|
1.000 |
4,630.0 |
|
0.618 |
4,619.7 |
|
HIGH |
4,603.0 |
|
0.618 |
4,592.7 |
|
0.500 |
4,589.5 |
|
0.382 |
4,586.3 |
|
LOW |
4,576.0 |
|
0.618 |
4,559.3 |
|
1.000 |
4,549.0 |
|
1.618 |
4,532.3 |
|
2.618 |
4,505.3 |
|
4.250 |
4,461.3 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,589.5 |
4,594.0 |
| PP |
4,586.7 |
4,589.7 |
| S1 |
4,583.8 |
4,585.3 |
|