| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,415.25 |
1,428.25 |
13.00 |
0.9% |
1,410.00 |
| High |
1,429.00 |
1,443.50 |
14.50 |
1.0% |
1,432.50 |
| Low |
1,409.25 |
1,425.25 |
16.00 |
1.1% |
1,404.50 |
| Close |
1,427.00 |
1,441.00 |
14.00 |
1.0% |
1,409.25 |
| Range |
19.75 |
18.25 |
-1.50 |
-7.6% |
28.00 |
| ATR |
15.92 |
16.08 |
0.17 |
1.0% |
0.00 |
| Volume |
2,057,385 |
2,497,775 |
440,390 |
21.4% |
3,120,042 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,491.25 |
1,484.50 |
1,451.00 |
|
| R3 |
1,473.00 |
1,466.25 |
1,446.00 |
|
| R2 |
1,454.75 |
1,454.75 |
1,444.25 |
|
| R1 |
1,448.00 |
1,448.00 |
1,442.75 |
1,451.50 |
| PP |
1,436.50 |
1,436.50 |
1,436.50 |
1,438.25 |
| S1 |
1,429.75 |
1,429.75 |
1,439.25 |
1,433.00 |
| S2 |
1,418.25 |
1,418.25 |
1,437.75 |
|
| S3 |
1,400.00 |
1,411.50 |
1,436.00 |
|
| S4 |
1,381.75 |
1,393.25 |
1,431.00 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.50 |
1,482.25 |
1,424.75 |
|
| R3 |
1,471.50 |
1,454.25 |
1,417.00 |
|
| R2 |
1,443.50 |
1,443.50 |
1,414.50 |
|
| R1 |
1,426.25 |
1,426.25 |
1,411.75 |
1,421.00 |
| PP |
1,415.50 |
1,415.50 |
1,415.50 |
1,412.75 |
| S1 |
1,398.25 |
1,398.25 |
1,406.75 |
1,393.00 |
| S2 |
1,387.50 |
1,387.50 |
1,404.00 |
|
| S3 |
1,359.50 |
1,370.25 |
1,401.50 |
|
| S4 |
1,331.50 |
1,342.25 |
1,393.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,443.50 |
1,405.75 |
37.75 |
2.6% |
16.00 |
1.1% |
93% |
True |
False |
1,491,228 |
| 10 |
1,443.50 |
1,390.50 |
53.00 |
3.7% |
15.00 |
1.0% |
95% |
True |
False |
779,618 |
| 20 |
1,443.50 |
1,367.75 |
75.75 |
5.3% |
14.75 |
1.0% |
97% |
True |
False |
394,920 |
| 40 |
1,443.50 |
1,333.75 |
109.75 |
7.6% |
17.75 |
1.2% |
98% |
True |
False |
198,788 |
| 60 |
1,459.00 |
1,333.75 |
125.25 |
8.7% |
17.00 |
1.2% |
86% |
False |
False |
133,164 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
8.8% |
15.25 |
1.1% |
84% |
False |
False |
99,989 |
| 100 |
1,461.00 |
1,333.75 |
127.25 |
8.8% |
14.00 |
1.0% |
84% |
False |
False |
80,022 |
| 120 |
1,461.00 |
1,303.00 |
158.00 |
11.0% |
13.75 |
1.0% |
87% |
False |
False |
66,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,521.00 |
|
2.618 |
1,491.25 |
|
1.618 |
1,473.00 |
|
1.000 |
1,461.75 |
|
0.618 |
1,454.75 |
|
HIGH |
1,443.50 |
|
0.618 |
1,436.50 |
|
0.500 |
1,434.50 |
|
0.382 |
1,432.25 |
|
LOW |
1,425.25 |
|
0.618 |
1,414.00 |
|
1.000 |
1,407.00 |
|
1.618 |
1,395.75 |
|
2.618 |
1,377.50 |
|
4.250 |
1,347.75 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,438.75 |
1,435.50 |
| PP |
1,436.50 |
1,430.00 |
| S1 |
1,434.50 |
1,424.50 |
|