| 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 |
1,712.8 |
1,699.6 |
-13.2 |
-0.8% |
1,705.4 |
| High |
1,712.8 |
1,701.9 |
-10.9 |
-0.6% |
1,725.0 |
| Low |
1,690.7 |
1,694.0 |
3.3 |
0.2% |
1,690.7 |
| Close |
1,696.8 |
1,697.0 |
0.2 |
0.0% |
1,697.0 |
| Range |
22.1 |
7.9 |
-14.2 |
-64.3% |
34.3 |
| ATR |
18.9 |
18.1 |
-0.8 |
-4.2% |
0.0 |
| Volume |
171,357 |
85,242 |
-86,115 |
-50.3% |
589,059 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,721.3 |
1,717.1 |
1,701.3 |
|
| R3 |
1,713.4 |
1,709.2 |
1,699.2 |
|
| R2 |
1,705.5 |
1,705.5 |
1,698.4 |
|
| R1 |
1,701.3 |
1,701.3 |
1,697.7 |
1,699.5 |
| PP |
1,697.6 |
1,697.6 |
1,697.6 |
1,696.7 |
| S1 |
1,693.4 |
1,693.4 |
1,696.3 |
1,691.6 |
| S2 |
1,689.7 |
1,689.7 |
1,695.6 |
|
| S3 |
1,681.8 |
1,685.5 |
1,694.8 |
|
| S4 |
1,673.9 |
1,677.6 |
1,692.7 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,807.1 |
1,786.4 |
1,715.9 |
|
| R3 |
1,772.8 |
1,752.1 |
1,706.4 |
|
| R2 |
1,738.5 |
1,738.5 |
1,703.3 |
|
| R1 |
1,717.8 |
1,717.8 |
1,700.1 |
1,711.0 |
| PP |
1,704.2 |
1,704.2 |
1,704.2 |
1,700.9 |
| S1 |
1,683.5 |
1,683.5 |
1,693.9 |
1,676.7 |
| S2 |
1,669.9 |
1,669.9 |
1,690.7 |
|
| S3 |
1,635.6 |
1,649.2 |
1,687.6 |
|
| S4 |
1,601.3 |
1,614.9 |
1,678.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,725.0 |
1,690.7 |
34.3 |
2.0% |
14.4 |
0.8% |
18% |
False |
False |
117,811 |
| 10 |
1,725.0 |
1,684.1 |
40.9 |
2.4% |
17.2 |
1.0% |
32% |
False |
False |
134,047 |
| 20 |
1,757.1 |
1,684.1 |
73.0 |
4.3% |
17.5 |
1.0% |
18% |
False |
False |
99,415 |
| 40 |
1,757.1 |
1,674.7 |
82.4 |
4.9% |
18.3 |
1.1% |
27% |
False |
False |
55,290 |
| 60 |
1,800.0 |
1,674.7 |
125.3 |
7.4% |
18.0 |
1.1% |
18% |
False |
False |
38,106 |
| 80 |
1,800.0 |
1,651.9 |
148.1 |
8.7% |
18.5 |
1.1% |
30% |
False |
False |
29,069 |
| 100 |
1,800.0 |
1,588.7 |
211.3 |
12.5% |
17.8 |
1.0% |
51% |
False |
False |
23,483 |
| 120 |
1,800.0 |
1,556.3 |
243.7 |
14.4% |
17.8 |
1.0% |
58% |
False |
False |
19,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,735.5 |
|
2.618 |
1,722.6 |
|
1.618 |
1,714.7 |
|
1.000 |
1,709.8 |
|
0.618 |
1,706.8 |
|
HIGH |
1,701.9 |
|
0.618 |
1,698.9 |
|
0.500 |
1,698.0 |
|
0.382 |
1,697.0 |
|
LOW |
1,694.0 |
|
0.618 |
1,689.1 |
|
1.000 |
1,686.1 |
|
1.618 |
1,681.2 |
|
2.618 |
1,673.3 |
|
4.250 |
1,660.4 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,698.0 |
1,707.9 |
| PP |
1,697.6 |
1,704.2 |
| S1 |
1,697.3 |
1,700.6 |
|