| 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 |
2,702.00 |
2,688.00 |
-14.00 |
-0.5% |
2,633.25 |
| High |
2,713.75 |
2,702.25 |
-11.50 |
-0.4% |
2,691.00 |
| Low |
2,687.50 |
2,678.25 |
-9.25 |
-0.3% |
2,615.50 |
| Close |
2,693.00 |
2,690.00 |
-3.00 |
-0.1% |
2,623.25 |
| Range |
26.25 |
24.00 |
-2.25 |
-8.6% |
75.50 |
| ATR |
37.64 |
36.67 |
-0.97 |
-2.6% |
0.00 |
| Volume |
278,685 |
243,345 |
-35,340 |
-12.7% |
375,623 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.25 |
2,750.00 |
2,703.25 |
|
| R3 |
2,738.25 |
2,726.00 |
2,696.50 |
|
| R2 |
2,714.25 |
2,714.25 |
2,694.50 |
|
| R1 |
2,702.00 |
2,702.00 |
2,692.25 |
2,708.00 |
| PP |
2,690.25 |
2,690.25 |
2,690.25 |
2,693.25 |
| S1 |
2,678.00 |
2,678.00 |
2,687.75 |
2,684.00 |
| S2 |
2,666.25 |
2,666.25 |
2,685.50 |
|
| S3 |
2,642.25 |
2,654.00 |
2,683.50 |
|
| S4 |
2,618.25 |
2,630.00 |
2,676.75 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,869.75 |
2,822.00 |
2,664.75 |
|
| R3 |
2,794.25 |
2,746.50 |
2,644.00 |
|
| R2 |
2,718.75 |
2,718.75 |
2,637.00 |
|
| R1 |
2,671.00 |
2,671.00 |
2,630.25 |
2,657.00 |
| PP |
2,643.25 |
2,643.25 |
2,643.25 |
2,636.25 |
| S1 |
2,595.50 |
2,595.50 |
2,616.25 |
2,581.50 |
| S2 |
2,567.75 |
2,567.75 |
2,609.50 |
|
| S3 |
2,492.25 |
2,520.00 |
2,602.50 |
|
| S4 |
2,416.75 |
2,444.50 |
2,581.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,713.75 |
2,609.25 |
104.50 |
3.9% |
38.75 |
1.4% |
77% |
False |
False |
300,285 |
| 10 |
2,713.75 |
2,609.25 |
104.50 |
3.9% |
39.50 |
1.5% |
77% |
False |
False |
162,750 |
| 20 |
2,713.75 |
2,595.00 |
118.75 |
4.4% |
36.00 |
1.3% |
80% |
False |
False |
81,625 |
| 40 |
2,713.75 |
2,502.00 |
211.75 |
7.9% |
36.00 |
1.3% |
89% |
False |
False |
40,845 |
| 60 |
2,830.00 |
2,502.00 |
328.00 |
12.2% |
33.25 |
1.2% |
57% |
False |
False |
27,246 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.9% |
25.75 |
1.0% |
54% |
False |
False |
20,435 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.9% |
21.00 |
0.8% |
54% |
False |
False |
16,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,804.25 |
|
2.618 |
2,765.00 |
|
1.618 |
2,741.00 |
|
1.000 |
2,726.25 |
|
0.618 |
2,717.00 |
|
HIGH |
2,702.25 |
|
0.618 |
2,693.00 |
|
0.500 |
2,690.25 |
|
0.382 |
2,687.50 |
|
LOW |
2,678.25 |
|
0.618 |
2,663.50 |
|
1.000 |
2,654.25 |
|
1.618 |
2,639.50 |
|
2.618 |
2,615.50 |
|
4.250 |
2,576.25 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.25 |
2,689.25 |
| PP |
2,690.25 |
2,688.75 |
| S1 |
2,690.00 |
2,688.00 |
|