| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,659.4 |
1,660.7 |
1.3 |
0.1% |
1,700.9 |
| High |
1,668.3 |
1,670.7 |
2.4 |
0.1% |
1,706.1 |
| Low |
1,656.5 |
1,653.5 |
-3.0 |
-0.2% |
1,638.0 |
| Close |
1,661.7 |
1,662.9 |
1.2 |
0.1% |
1,662.2 |
| Range |
11.8 |
17.2 |
5.4 |
45.8% |
68.1 |
| ATR |
19.1 |
18.9 |
-0.1 |
-0.7% |
0.0 |
| Volume |
2,865 |
1,421 |
-1,444 |
-50.4% |
29,922 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,714.0 |
1,705.6 |
1,672.4 |
|
| R3 |
1,696.8 |
1,688.4 |
1,667.6 |
|
| R2 |
1,679.6 |
1,679.6 |
1,666.1 |
|
| R1 |
1,671.2 |
1,671.2 |
1,664.5 |
1,675.4 |
| PP |
1,662.4 |
1,662.4 |
1,662.4 |
1,664.5 |
| S1 |
1,654.0 |
1,654.0 |
1,661.3 |
1,658.2 |
| S2 |
1,645.2 |
1,645.2 |
1,659.7 |
|
| S3 |
1,628.0 |
1,636.8 |
1,658.2 |
|
| S4 |
1,610.8 |
1,619.6 |
1,653.4 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.1 |
1,835.7 |
1,699.7 |
|
| R3 |
1,805.0 |
1,767.6 |
1,680.9 |
|
| R2 |
1,736.9 |
1,736.9 |
1,674.7 |
|
| R1 |
1,699.5 |
1,699.5 |
1,668.4 |
1,684.2 |
| PP |
1,668.8 |
1,668.8 |
1,668.8 |
1,661.1 |
| S1 |
1,631.4 |
1,631.4 |
1,656.0 |
1,616.1 |
| S2 |
1,600.7 |
1,600.7 |
1,649.7 |
|
| S3 |
1,532.6 |
1,563.3 |
1,643.5 |
|
| S4 |
1,464.5 |
1,495.2 |
1,624.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,679.4 |
1,638.0 |
41.4 |
2.5% |
20.2 |
1.2% |
60% |
False |
False |
5,213 |
| 10 |
1,726.7 |
1,638.0 |
88.7 |
5.3% |
19.8 |
1.2% |
28% |
False |
False |
4,089 |
| 20 |
1,747.1 |
1,638.0 |
109.1 |
6.6% |
19.2 |
1.2% |
23% |
False |
False |
3,569 |
| 40 |
1,757.9 |
1,638.0 |
119.9 |
7.2% |
17.5 |
1.1% |
21% |
False |
False |
2,836 |
| 60 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
16.3 |
1.0% |
15% |
False |
False |
2,199 |
| 80 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
16.7 |
1.0% |
15% |
False |
False |
1,921 |
| 100 |
1,801.8 |
1,598.8 |
203.0 |
12.2% |
16.0 |
1.0% |
32% |
False |
False |
1,614 |
| 120 |
1,801.8 |
1,567.0 |
234.8 |
14.1% |
14.7 |
0.9% |
41% |
False |
False |
1,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,743.8 |
|
2.618 |
1,715.7 |
|
1.618 |
1,698.5 |
|
1.000 |
1,687.9 |
|
0.618 |
1,681.3 |
|
HIGH |
1,670.7 |
|
0.618 |
1,664.1 |
|
0.500 |
1,662.1 |
|
0.382 |
1,660.1 |
|
LOW |
1,653.5 |
|
0.618 |
1,642.9 |
|
1.000 |
1,636.3 |
|
1.618 |
1,625.7 |
|
2.618 |
1,608.5 |
|
4.250 |
1,580.4 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,662.6 |
1,660.2 |
| PP |
1,662.4 |
1,657.4 |
| S1 |
1,662.1 |
1,654.7 |
|