| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,640.0 |
2,627.0 |
-13.0 |
-0.5% |
2,624.0 |
| High |
2,668.0 |
2,660.0 |
-8.0 |
-0.3% |
2,668.0 |
| Low |
2,638.0 |
2,625.0 |
-13.0 |
-0.5% |
2,605.0 |
| Close |
2,656.0 |
2,645.0 |
-11.0 |
-0.4% |
2,645.0 |
| Range |
30.0 |
35.0 |
5.0 |
16.7% |
63.0 |
| ATR |
29.7 |
30.1 |
0.4 |
1.3% |
0.0 |
| Volume |
877,360 |
396,718 |
-480,642 |
-54.8% |
4,151,065 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.3 |
2,731.7 |
2,664.3 |
|
| R3 |
2,713.3 |
2,696.7 |
2,654.6 |
|
| R2 |
2,678.3 |
2,678.3 |
2,651.4 |
|
| R1 |
2,661.7 |
2,661.7 |
2,648.2 |
2,670.0 |
| PP |
2,643.3 |
2,643.3 |
2,643.3 |
2,647.5 |
| S1 |
2,626.7 |
2,626.7 |
2,641.8 |
2,635.0 |
| S2 |
2,608.3 |
2,608.3 |
2,638.6 |
|
| S3 |
2,573.3 |
2,591.7 |
2,635.4 |
|
| S4 |
2,538.3 |
2,556.7 |
2,625.8 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.3 |
2,799.7 |
2,679.7 |
|
| R3 |
2,765.3 |
2,736.7 |
2,662.3 |
|
| R2 |
2,702.3 |
2,702.3 |
2,656.6 |
|
| R1 |
2,673.7 |
2,673.7 |
2,650.8 |
2,688.0 |
| PP |
2,639.3 |
2,639.3 |
2,639.3 |
2,646.5 |
| S1 |
2,610.7 |
2,610.7 |
2,639.2 |
2,625.0 |
| S2 |
2,576.3 |
2,576.3 |
2,633.5 |
|
| S3 |
2,513.3 |
2,547.7 |
2,627.7 |
|
| S4 |
2,450.3 |
2,484.7 |
2,610.4 |
|
|
| 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% |
26.2 |
1.0% |
63% |
False |
False |
830,213 |
| 10 |
2,668.0 |
2,557.0 |
111.0 |
4.2% |
26.8 |
1.0% |
79% |
False |
False |
592,551 |
| 20 |
2,668.0 |
2,512.0 |
156.0 |
5.9% |
26.8 |
1.0% |
85% |
False |
False |
320,292 |
| 40 |
2,668.0 |
2,417.0 |
251.0 |
9.5% |
31.0 |
1.2% |
91% |
False |
False |
162,189 |
| 60 |
2,668.0 |
2,417.0 |
251.0 |
9.5% |
32.9 |
1.2% |
91% |
False |
False |
108,574 |
| 80 |
2,668.0 |
2,399.0 |
269.0 |
10.2% |
33.9 |
1.3% |
91% |
False |
False |
83,659 |
| 100 |
2,668.0 |
2,354.0 |
314.0 |
11.9% |
31.9 |
1.2% |
93% |
False |
False |
66,949 |
| 120 |
2,668.0 |
2,117.0 |
551.0 |
20.8% |
32.7 |
1.2% |
96% |
False |
False |
55,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.8 |
|
2.618 |
2,751.6 |
|
1.618 |
2,716.6 |
|
1.000 |
2,695.0 |
|
0.618 |
2,681.6 |
|
HIGH |
2,660.0 |
|
0.618 |
2,646.6 |
|
0.500 |
2,642.5 |
|
0.382 |
2,638.4 |
|
LOW |
2,625.0 |
|
0.618 |
2,603.4 |
|
1.000 |
2,590.0 |
|
1.618 |
2,568.4 |
|
2.618 |
2,533.4 |
|
4.250 |
2,476.3 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,644.2 |
2,646.5 |
| PP |
2,643.3 |
2,646.0 |
| S1 |
2,642.5 |
2,645.5 |
|