| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,649.0 |
2,640.0 |
-9.0 |
-0.3% |
2,595.0 |
| High |
2,657.0 |
2,668.0 |
11.0 |
0.4% |
2,637.0 |
| Low |
2,639.0 |
2,638.0 |
-1.0 |
0.0% |
2,557.0 |
| Close |
2,650.0 |
2,656.0 |
6.0 |
0.2% |
2,620.0 |
| Range |
18.0 |
30.0 |
12.0 |
66.7% |
80.0 |
| ATR |
29.6 |
29.7 |
0.0 |
0.1% |
0.0 |
| Volume |
767,893 |
877,360 |
109,467 |
14.3% |
1,774,447 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.0 |
2,730.0 |
2,672.5 |
|
| R3 |
2,714.0 |
2,700.0 |
2,664.3 |
|
| R2 |
2,684.0 |
2,684.0 |
2,661.5 |
|
| R1 |
2,670.0 |
2,670.0 |
2,658.8 |
2,677.0 |
| PP |
2,654.0 |
2,654.0 |
2,654.0 |
2,657.5 |
| S1 |
2,640.0 |
2,640.0 |
2,653.3 |
2,647.0 |
| S2 |
2,624.0 |
2,624.0 |
2,650.5 |
|
| S3 |
2,594.0 |
2,610.0 |
2,647.8 |
|
| S4 |
2,564.0 |
2,580.0 |
2,639.5 |
|
|
| 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 |
2,668.0 |
2,605.0 |
63.0 |
2.4% |
22.0 |
0.8% |
81% |
True |
False |
939,775 |
| 10 |
2,668.0 |
2,557.0 |
111.0 |
4.2% |
25.9 |
1.0% |
89% |
True |
False |
559,217 |
| 20 |
2,668.0 |
2,512.0 |
156.0 |
5.9% |
27.0 |
1.0% |
92% |
True |
False |
300,477 |
| 40 |
2,668.0 |
2,417.0 |
251.0 |
9.5% |
31.1 |
1.2% |
95% |
True |
False |
152,524 |
| 60 |
2,668.0 |
2,417.0 |
251.0 |
9.5% |
33.5 |
1.3% |
95% |
True |
False |
101,967 |
| 80 |
2,668.0 |
2,380.0 |
288.0 |
10.8% |
34.0 |
1.3% |
96% |
True |
False |
78,708 |
| 100 |
2,668.0 |
2,276.0 |
392.0 |
14.8% |
32.3 |
1.2% |
97% |
True |
False |
62,982 |
| 120 |
2,668.0 |
2,117.0 |
551.0 |
20.7% |
32.7 |
1.2% |
98% |
True |
False |
52,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,795.5 |
|
2.618 |
2,746.5 |
|
1.618 |
2,716.5 |
|
1.000 |
2,698.0 |
|
0.618 |
2,686.5 |
|
HIGH |
2,668.0 |
|
0.618 |
2,656.5 |
|
0.500 |
2,653.0 |
|
0.382 |
2,649.5 |
|
LOW |
2,638.0 |
|
0.618 |
2,619.5 |
|
1.000 |
2,608.0 |
|
1.618 |
2,589.5 |
|
2.618 |
2,559.5 |
|
4.250 |
2,510.5 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.0 |
2,652.8 |
| PP |
2,654.0 |
2,649.7 |
| S1 |
2,653.0 |
2,646.5 |
|