| 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 |
7,534.0 |
7,596.5 |
62.5 |
0.8% |
7,429.0 |
| High |
7,598.5 |
7,644.0 |
45.5 |
0.6% |
7,558.0 |
| Low |
7,521.0 |
7,587.0 |
66.0 |
0.9% |
7,413.5 |
| Close |
7,592.5 |
7,615.0 |
22.5 |
0.3% |
7,509.0 |
| Range |
77.5 |
57.0 |
-20.5 |
-26.5% |
144.5 |
| ATR |
91.0 |
88.5 |
-2.4 |
-2.7% |
0.0 |
| Volume |
102,104 |
119,778 |
17,674 |
17.3% |
615,570 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,786.3 |
7,757.7 |
7,646.4 |
|
| R3 |
7,729.3 |
7,700.7 |
7,630.7 |
|
| R2 |
7,672.3 |
7,672.3 |
7,625.5 |
|
| R1 |
7,643.7 |
7,643.7 |
7,620.2 |
7,658.0 |
| PP |
7,615.3 |
7,615.3 |
7,615.3 |
7,622.5 |
| S1 |
7,586.7 |
7,586.7 |
7,609.8 |
7,601.0 |
| S2 |
7,558.3 |
7,558.3 |
7,604.6 |
|
| S3 |
7,501.3 |
7,529.7 |
7,599.3 |
|
| S4 |
7,444.3 |
7,472.7 |
7,583.7 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,927.0 |
7,862.5 |
7,588.5 |
|
| R3 |
7,782.5 |
7,718.0 |
7,548.7 |
|
| R2 |
7,638.0 |
7,638.0 |
7,535.5 |
|
| R1 |
7,573.5 |
7,573.5 |
7,522.2 |
7,605.8 |
| PP |
7,493.5 |
7,493.5 |
7,493.5 |
7,509.6 |
| S1 |
7,429.0 |
7,429.0 |
7,495.8 |
7,461.3 |
| S2 |
7,349.0 |
7,349.0 |
7,482.5 |
|
| S3 |
7,204.5 |
7,284.5 |
7,469.3 |
|
| S4 |
7,060.0 |
7,140.0 |
7,429.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,644.0 |
7,457.5 |
186.5 |
2.4% |
76.6 |
1.0% |
84% |
True |
False |
112,685 |
| 10 |
7,644.0 |
7,371.0 |
273.0 |
3.6% |
69.0 |
0.9% |
89% |
True |
False |
117,383 |
| 20 |
7,644.0 |
6,948.0 |
696.0 |
9.1% |
82.1 |
1.1% |
96% |
True |
False |
114,658 |
| 40 |
7,644.0 |
6,948.0 |
696.0 |
9.1% |
91.8 |
1.2% |
96% |
True |
False |
115,624 |
| 60 |
7,644.0 |
6,948.0 |
696.0 |
9.1% |
92.0 |
1.2% |
96% |
True |
False |
115,412 |
| 80 |
7,644.0 |
6,875.0 |
769.0 |
10.1% |
92.7 |
1.2% |
96% |
True |
False |
90,294 |
| 100 |
7,644.0 |
6,320.0 |
1,324.0 |
17.4% |
98.3 |
1.3% |
98% |
True |
False |
72,313 |
| 120 |
7,644.0 |
6,112.5 |
1,531.5 |
20.1% |
100.1 |
1.3% |
98% |
True |
False |
60,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,886.3 |
|
2.618 |
7,793.2 |
|
1.618 |
7,736.2 |
|
1.000 |
7,701.0 |
|
0.618 |
7,679.2 |
|
HIGH |
7,644.0 |
|
0.618 |
7,622.2 |
|
0.500 |
7,615.5 |
|
0.382 |
7,608.8 |
|
LOW |
7,587.0 |
|
0.618 |
7,551.8 |
|
1.000 |
7,530.0 |
|
1.618 |
7,494.8 |
|
2.618 |
7,437.8 |
|
4.250 |
7,344.8 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,615.5 |
7,593.6 |
| PP |
7,615.3 |
7,572.2 |
| S1 |
7,615.2 |
7,550.8 |
|