| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,410.00 |
1,411.00 |
1.00 |
0.1% |
1,406.75 |
| High |
1,414.75 |
1,428.00 |
13.25 |
0.9% |
1,417.00 |
| Low |
1,404.50 |
1,409.00 |
4.50 |
0.3% |
1,390.50 |
| Close |
1,414.00 |
1,425.25 |
11.25 |
0.8% |
1,409.75 |
| Range |
10.25 |
19.00 |
8.75 |
85.4% |
26.50 |
| ATR |
15.79 |
16.02 |
0.23 |
1.4% |
0.00 |
| Volume |
66,193 |
152,867 |
86,674 |
130.9% |
163,249 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,477.75 |
1,470.50 |
1,435.75 |
|
| R3 |
1,458.75 |
1,451.50 |
1,430.50 |
|
| R2 |
1,439.75 |
1,439.75 |
1,428.75 |
|
| R1 |
1,432.50 |
1,432.50 |
1,427.00 |
1,436.00 |
| PP |
1,420.75 |
1,420.75 |
1,420.75 |
1,422.50 |
| S1 |
1,413.50 |
1,413.50 |
1,423.50 |
1,417.00 |
| S2 |
1,401.75 |
1,401.75 |
1,421.75 |
|
| S3 |
1,382.75 |
1,394.50 |
1,420.00 |
|
| S4 |
1,363.75 |
1,375.50 |
1,414.75 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,485.25 |
1,474.00 |
1,424.25 |
|
| R3 |
1,458.75 |
1,447.50 |
1,417.00 |
|
| R2 |
1,432.25 |
1,432.25 |
1,414.50 |
|
| R1 |
1,421.00 |
1,421.00 |
1,412.25 |
1,426.50 |
| PP |
1,405.75 |
1,405.75 |
1,405.75 |
1,408.50 |
| S1 |
1,394.50 |
1,394.50 |
1,407.25 |
1,400.00 |
| S2 |
1,379.25 |
1,379.25 |
1,405.00 |
|
| S3 |
1,352.75 |
1,368.00 |
1,402.50 |
|
| S4 |
1,326.25 |
1,341.50 |
1,395.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,428.00 |
1,390.50 |
37.50 |
2.6% |
14.00 |
1.0% |
93% |
True |
False |
68,008 |
| 10 |
1,428.00 |
1,376.50 |
51.50 |
3.6% |
14.75 |
1.0% |
95% |
True |
False |
41,506 |
| 20 |
1,428.00 |
1,333.75 |
94.25 |
6.6% |
16.00 |
1.1% |
97% |
True |
False |
23,400 |
| 40 |
1,452.50 |
1,333.75 |
118.75 |
8.3% |
17.75 |
1.2% |
77% |
False |
False |
12,553 |
| 60 |
1,459.00 |
1,333.75 |
125.25 |
8.8% |
16.50 |
1.2% |
73% |
False |
False |
8,946 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
8.9% |
15.00 |
1.1% |
72% |
False |
False |
6,790 |
| 100 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
14.25 |
1.0% |
76% |
False |
False |
5,463 |
| 120 |
1,461.00 |
1,293.00 |
168.00 |
11.8% |
13.25 |
0.9% |
79% |
False |
False |
4,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,508.75 |
|
2.618 |
1,477.75 |
|
1.618 |
1,458.75 |
|
1.000 |
1,447.00 |
|
0.618 |
1,439.75 |
|
HIGH |
1,428.00 |
|
0.618 |
1,420.75 |
|
0.500 |
1,418.50 |
|
0.382 |
1,416.25 |
|
LOW |
1,409.00 |
|
0.618 |
1,397.25 |
|
1.000 |
1,390.00 |
|
1.618 |
1,378.25 |
|
2.618 |
1,359.25 |
|
4.250 |
1,328.25 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,423.00 |
1,422.00 |
| PP |
1,420.75 |
1,418.50 |
| S1 |
1,418.50 |
1,415.00 |
|