| 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 |
2,621.0 |
2,615.0 |
-6.0 |
-0.2% |
2,595.0 |
| High |
2,630.0 |
2,627.0 |
-3.0 |
-0.1% |
2,637.0 |
| Low |
2,607.0 |
2,613.0 |
6.0 |
0.2% |
2,557.0 |
| Close |
2,613.0 |
2,620.0 |
7.0 |
0.3% |
2,620.0 |
| Range |
23.0 |
14.0 |
-9.0 |
-39.1% |
80.0 |
| ATR |
32.3 |
31.0 |
-1.3 |
-4.0% |
0.0 |
| Volume |
254,477 |
944,529 |
690,052 |
271.2% |
1,774,447 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.0 |
2,655.0 |
2,627.7 |
|
| R3 |
2,648.0 |
2,641.0 |
2,623.9 |
|
| R2 |
2,634.0 |
2,634.0 |
2,622.6 |
|
| R1 |
2,627.0 |
2,627.0 |
2,621.3 |
2,630.5 |
| PP |
2,620.0 |
2,620.0 |
2,620.0 |
2,621.8 |
| S1 |
2,613.0 |
2,613.0 |
2,618.7 |
2,616.5 |
| S2 |
2,606.0 |
2,606.0 |
2,617.4 |
|
| S3 |
2,592.0 |
2,599.0 |
2,616.2 |
|
| S4 |
2,578.0 |
2,585.0 |
2,612.3 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.7 |
2,812.3 |
2,664.0 |
|
| R3 |
2,764.7 |
2,732.3 |
2,642.0 |
|
| R2 |
2,684.7 |
2,684.7 |
2,634.7 |
|
| R1 |
2,652.3 |
2,652.3 |
2,627.3 |
2,668.5 |
| PP |
2,604.7 |
2,604.7 |
2,604.7 |
2,612.8 |
| S1 |
2,572.3 |
2,572.3 |
2,612.7 |
2,588.5 |
| S2 |
2,524.7 |
2,524.7 |
2,605.3 |
|
| S3 |
2,444.7 |
2,492.3 |
2,598.0 |
|
| S4 |
2,364.7 |
2,412.3 |
2,576.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,637.0 |
2,557.0 |
80.0 |
3.1% |
27.4 |
1.0% |
79% |
False |
False |
354,889 |
| 10 |
2,637.0 |
2,557.0 |
80.0 |
3.1% |
28.3 |
1.1% |
79% |
False |
False |
217,044 |
| 20 |
2,637.0 |
2,440.0 |
197.0 |
7.5% |
28.1 |
1.1% |
91% |
False |
False |
112,813 |
| 40 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
32.6 |
1.2% |
92% |
False |
False |
58,959 |
| 60 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
34.0 |
1.3% |
92% |
False |
False |
40,237 |
| 80 |
2,637.0 |
2,379.0 |
258.0 |
9.8% |
33.8 |
1.3% |
93% |
False |
False |
31,783 |
| 100 |
2,637.0 |
2,233.0 |
404.0 |
15.4% |
33.0 |
1.3% |
96% |
False |
False |
25,439 |
| 120 |
2,637.0 |
2,117.0 |
520.0 |
19.8% |
32.7 |
1.2% |
97% |
False |
False |
21,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.5 |
|
2.618 |
2,663.7 |
|
1.618 |
2,649.7 |
|
1.000 |
2,641.0 |
|
0.618 |
2,635.7 |
|
HIGH |
2,627.0 |
|
0.618 |
2,621.7 |
|
0.500 |
2,620.0 |
|
0.382 |
2,618.3 |
|
LOW |
2,613.0 |
|
0.618 |
2,604.3 |
|
1.000 |
2,599.0 |
|
1.618 |
2,590.3 |
|
2.618 |
2,576.3 |
|
4.250 |
2,553.5 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,620.0 |
2,622.0 |
| PP |
2,620.0 |
2,621.3 |
| S1 |
2,620.0 |
2,620.7 |
|