| 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 |
1,701.6 |
1,674.9 |
-26.7 |
-1.6% |
1,707.2 |
| High |
1,706.1 |
1,679.4 |
-26.7 |
-1.6% |
1,726.7 |
| Low |
1,664.3 |
1,666.9 |
2.6 |
0.2% |
1,693.2 |
| Close |
1,672.8 |
1,669.8 |
-3.0 |
-0.2% |
1,699.1 |
| Range |
41.8 |
12.5 |
-29.3 |
-70.1% |
33.5 |
| ATR |
18.4 |
18.0 |
-0.4 |
-2.3% |
0.0 |
| Volume |
3,495 |
7,021 |
3,526 |
100.9% |
9,443 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,709.5 |
1,702.2 |
1,676.7 |
|
| R3 |
1,697.0 |
1,689.7 |
1,673.2 |
|
| R2 |
1,684.5 |
1,684.5 |
1,672.1 |
|
| R1 |
1,677.2 |
1,677.2 |
1,670.9 |
1,674.6 |
| PP |
1,672.0 |
1,672.0 |
1,672.0 |
1,670.8 |
| S1 |
1,664.7 |
1,664.7 |
1,668.7 |
1,662.1 |
| S2 |
1,659.5 |
1,659.5 |
1,667.5 |
|
| S3 |
1,647.0 |
1,652.2 |
1,666.4 |
|
| S4 |
1,634.5 |
1,639.7 |
1,662.9 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,806.8 |
1,786.5 |
1,717.5 |
|
| R3 |
1,773.3 |
1,753.0 |
1,708.3 |
|
| R2 |
1,739.8 |
1,739.8 |
1,705.2 |
|
| R1 |
1,719.5 |
1,719.5 |
1,702.2 |
1,712.9 |
| PP |
1,706.3 |
1,706.3 |
1,706.3 |
1,703.1 |
| S1 |
1,686.0 |
1,686.0 |
1,696.0 |
1,679.4 |
| S2 |
1,672.8 |
1,672.8 |
1,693.0 |
|
| S3 |
1,639.3 |
1,652.5 |
1,689.9 |
|
| S4 |
1,605.8 |
1,619.0 |
1,680.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,713.3 |
1,664.3 |
49.0 |
2.9% |
18.7 |
1.1% |
11% |
False |
False |
4,064 |
| 10 |
1,726.7 |
1,664.3 |
62.4 |
3.7% |
17.0 |
1.0% |
9% |
False |
False |
3,163 |
| 20 |
1,757.9 |
1,664.3 |
93.6 |
5.6% |
17.3 |
1.0% |
6% |
False |
False |
3,167 |
| 40 |
1,757.9 |
1,664.3 |
93.6 |
5.6% |
16.5 |
1.0% |
6% |
False |
False |
2,458 |
| 60 |
1,801.8 |
1,664.3 |
137.5 |
8.2% |
16.3 |
1.0% |
4% |
False |
False |
1,953 |
| 80 |
1,801.8 |
1,655.0 |
146.8 |
8.8% |
16.6 |
1.0% |
10% |
False |
False |
1,697 |
| 100 |
1,801.8 |
1,594.7 |
207.1 |
12.4% |
15.6 |
0.9% |
36% |
False |
False |
1,458 |
| 120 |
1,801.8 |
1,567.0 |
234.8 |
14.1% |
14.1 |
0.8% |
44% |
False |
False |
1,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,732.5 |
|
2.618 |
1,712.1 |
|
1.618 |
1,699.6 |
|
1.000 |
1,691.9 |
|
0.618 |
1,687.1 |
|
HIGH |
1,679.4 |
|
0.618 |
1,674.6 |
|
0.500 |
1,673.2 |
|
0.382 |
1,671.7 |
|
LOW |
1,666.9 |
|
0.618 |
1,659.2 |
|
1.000 |
1,654.4 |
|
1.618 |
1,646.7 |
|
2.618 |
1,634.2 |
|
4.250 |
1,613.8 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,673.2 |
1,685.2 |
| PP |
1,672.0 |
1,680.1 |
| S1 |
1,670.9 |
1,674.9 |
|