| 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 |
2,615.0 |
2,624.0 |
9.0 |
0.3% |
2,595.0 |
| High |
2,627.0 |
2,630.0 |
3.0 |
0.1% |
2,637.0 |
| Low |
2,613.0 |
2,605.0 |
-8.0 |
-0.3% |
2,557.0 |
| Close |
2,620.0 |
2,618.0 |
-2.0 |
-0.1% |
2,620.0 |
| Range |
14.0 |
25.0 |
11.0 |
78.6% |
80.0 |
| ATR |
31.0 |
30.6 |
-0.4 |
-1.4% |
0.0 |
| Volume |
944,529 |
1,016,981 |
72,452 |
7.7% |
1,774,447 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.7 |
2,680.3 |
2,631.8 |
|
| R3 |
2,667.7 |
2,655.3 |
2,624.9 |
|
| R2 |
2,642.7 |
2,642.7 |
2,622.6 |
|
| R1 |
2,630.3 |
2,630.3 |
2,620.3 |
2,624.0 |
| PP |
2,617.7 |
2,617.7 |
2,617.7 |
2,614.5 |
| S1 |
2,605.3 |
2,605.3 |
2,615.7 |
2,599.0 |
| S2 |
2,592.7 |
2,592.7 |
2,613.4 |
|
| S3 |
2,567.7 |
2,580.3 |
2,611.1 |
|
| S4 |
2,542.7 |
2,555.3 |
2,604.3 |
|
|
| 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 |
2,584.0 |
53.0 |
2.0% |
24.6 |
0.9% |
64% |
False |
False |
517,451 |
| 10 |
2,637.0 |
2,557.0 |
80.0 |
3.1% |
27.5 |
1.1% |
76% |
False |
False |
312,677 |
| 20 |
2,637.0 |
2,473.0 |
164.0 |
6.3% |
27.0 |
1.0% |
88% |
False |
False |
163,632 |
| 40 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
32.6 |
1.2% |
91% |
False |
False |
84,382 |
| 60 |
2,637.0 |
2,417.0 |
220.0 |
8.4% |
34.2 |
1.3% |
91% |
False |
False |
57,186 |
| 80 |
2,637.0 |
2,379.0 |
258.0 |
9.9% |
33.7 |
1.3% |
93% |
False |
False |
44,495 |
| 100 |
2,637.0 |
2,233.0 |
404.0 |
15.4% |
33.0 |
1.3% |
95% |
False |
False |
35,609 |
| 120 |
2,637.0 |
2,117.0 |
520.0 |
19.9% |
32.7 |
1.3% |
96% |
False |
False |
29,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,736.3 |
|
2.618 |
2,695.5 |
|
1.618 |
2,670.5 |
|
1.000 |
2,655.0 |
|
0.618 |
2,645.5 |
|
HIGH |
2,630.0 |
|
0.618 |
2,620.5 |
|
0.500 |
2,617.5 |
|
0.382 |
2,614.6 |
|
LOW |
2,605.0 |
|
0.618 |
2,589.6 |
|
1.000 |
2,580.0 |
|
1.618 |
2,564.6 |
|
2.618 |
2,539.6 |
|
4.250 |
2,498.8 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,617.8 |
2,617.8 |
| PP |
2,617.7 |
2,617.7 |
| S1 |
2,617.5 |
2,617.5 |
|