| 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 |
4,576.0 |
4,582.0 |
6.0 |
0.1% |
4,567.0 |
| High |
4,603.0 |
4,588.0 |
-15.0 |
-0.3% |
4,612.0 |
| Low |
4,576.0 |
4,572.0 |
-4.0 |
-0.1% |
4,556.0 |
| Close |
4,581.0 |
4,573.0 |
-8.0 |
-0.2% |
4,581.0 |
| Range |
27.0 |
16.0 |
-11.0 |
-40.7% |
56.0 |
| ATR |
33.0 |
31.8 |
-1.2 |
-3.7% |
0.0 |
| Volume |
26,250 |
89,531 |
63,281 |
241.1% |
114,872 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,625.7 |
4,615.3 |
4,581.8 |
|
| R3 |
4,609.7 |
4,599.3 |
4,577.4 |
|
| R2 |
4,593.7 |
4,593.7 |
4,575.9 |
|
| R1 |
4,583.3 |
4,583.3 |
4,574.5 |
4,580.5 |
| PP |
4,577.7 |
4,577.7 |
4,577.7 |
4,576.3 |
| S1 |
4,567.3 |
4,567.3 |
4,571.5 |
4,564.5 |
| S2 |
4,561.7 |
4,561.7 |
4,570.1 |
|
| S3 |
4,545.7 |
4,551.3 |
4,568.6 |
|
| S4 |
4,529.7 |
4,535.3 |
4,564.2 |
|
|
| 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 |
4,571.0 |
41.0 |
0.9% |
20.6 |
0.5% |
5% |
False |
False |
36,776 |
| 10 |
4,612.0 |
4,501.0 |
111.0 |
2.4% |
26.3 |
0.6% |
65% |
False |
False |
28,636 |
| 20 |
4,612.0 |
4,377.0 |
235.0 |
5.1% |
26.7 |
0.6% |
83% |
False |
False |
24,164 |
| 40 |
4,612.0 |
4,342.0 |
270.0 |
5.9% |
32.1 |
0.7% |
86% |
False |
False |
24,001 |
| 60 |
4,612.0 |
4,340.0 |
272.0 |
5.9% |
31.8 |
0.7% |
86% |
False |
False |
23,051 |
| 80 |
4,612.0 |
4,271.0 |
341.0 |
7.5% |
29.6 |
0.6% |
89% |
False |
False |
21,783 |
| 100 |
4,612.0 |
4,141.0 |
471.0 |
10.3% |
25.1 |
0.5% |
92% |
False |
False |
17,439 |
| 120 |
4,612.0 |
4,023.0 |
589.0 |
12.9% |
21.8 |
0.5% |
93% |
False |
False |
14,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,656.0 |
|
2.618 |
4,629.9 |
|
1.618 |
4,613.9 |
|
1.000 |
4,604.0 |
|
0.618 |
4,597.9 |
|
HIGH |
4,588.0 |
|
0.618 |
4,581.9 |
|
0.500 |
4,580.0 |
|
0.382 |
4,578.1 |
|
LOW |
4,572.0 |
|
0.618 |
4,562.1 |
|
1.000 |
4,556.0 |
|
1.618 |
4,546.1 |
|
2.618 |
4,530.1 |
|
4.250 |
4,504.0 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,580.0 |
4,587.5 |
| PP |
4,577.7 |
4,582.7 |
| S1 |
4,575.3 |
4,577.8 |
|