| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,428.25 |
1,440.50 |
12.25 |
0.9% |
1,410.00 |
| High |
1,443.50 |
1,446.00 |
2.50 |
0.2% |
1,432.50 |
| Low |
1,425.25 |
1,428.25 |
3.00 |
0.2% |
1,404.50 |
| Close |
1,441.00 |
1,433.00 |
-8.00 |
-0.6% |
1,409.25 |
| Range |
18.25 |
17.75 |
-0.50 |
-2.7% |
28.00 |
| ATR |
16.08 |
16.20 |
0.12 |
0.7% |
0.00 |
| Volume |
2,497,775 |
2,013,922 |
-483,853 |
-19.4% |
3,120,042 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.00 |
1,478.75 |
1,442.75 |
|
| R3 |
1,471.25 |
1,461.00 |
1,438.00 |
|
| R2 |
1,453.50 |
1,453.50 |
1,436.25 |
|
| R1 |
1,443.25 |
1,443.25 |
1,434.75 |
1,439.50 |
| PP |
1,435.75 |
1,435.75 |
1,435.75 |
1,434.00 |
| S1 |
1,425.50 |
1,425.50 |
1,431.25 |
1,421.75 |
| S2 |
1,418.00 |
1,418.00 |
1,429.75 |
|
| S3 |
1,400.25 |
1,407.75 |
1,428.00 |
|
| S4 |
1,382.50 |
1,390.00 |
1,423.25 |
|
|
| 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 |
1,446.00 |
1,405.75 |
40.25 |
2.8% |
17.00 |
1.2% |
68% |
True |
False |
1,845,210 |
| 10 |
1,446.00 |
1,398.00 |
48.00 |
3.3% |
15.00 |
1.0% |
73% |
True |
False |
977,983 |
| 20 |
1,446.00 |
1,370.75 |
75.25 |
5.3% |
15.00 |
1.0% |
83% |
True |
False |
495,255 |
| 40 |
1,446.00 |
1,333.75 |
112.25 |
7.8% |
17.50 |
1.2% |
88% |
True |
False |
249,092 |
| 60 |
1,459.00 |
1,333.75 |
125.25 |
8.7% |
17.00 |
1.2% |
79% |
False |
False |
166,719 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
8.9% |
15.50 |
1.1% |
78% |
False |
False |
125,155 |
| 100 |
1,461.00 |
1,333.75 |
127.25 |
8.9% |
14.25 |
1.0% |
78% |
False |
False |
100,157 |
| 120 |
1,461.00 |
1,313.00 |
148.00 |
10.3% |
13.50 |
0.9% |
81% |
False |
False |
83,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,521.50 |
|
2.618 |
1,492.50 |
|
1.618 |
1,474.75 |
|
1.000 |
1,463.75 |
|
0.618 |
1,457.00 |
|
HIGH |
1,446.00 |
|
0.618 |
1,439.25 |
|
0.500 |
1,437.00 |
|
0.382 |
1,435.00 |
|
LOW |
1,428.25 |
|
0.618 |
1,417.25 |
|
1.000 |
1,410.50 |
|
1.618 |
1,399.50 |
|
2.618 |
1,381.75 |
|
4.250 |
1,352.75 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,437.00 |
1,431.25 |
| PP |
1,435.75 |
1,429.50 |
| S1 |
1,434.50 |
1,427.50 |
|