| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,660.3 |
1,667.2 |
6.9 |
0.4% |
1,659.4 |
| High |
1,668.3 |
1,667.8 |
-0.5 |
0.0% |
1,670.7 |
| Low |
1,655.5 |
1,656.5 |
1.0 |
0.1% |
1,653.5 |
| Close |
1,665.9 |
1,658.1 |
-7.8 |
-0.5% |
1,658.1 |
| Range |
12.8 |
11.3 |
-1.5 |
-11.7% |
17.2 |
| ATR |
18.5 |
18.0 |
-0.5 |
-2.8% |
0.0 |
| Volume |
1,670 |
7,580 |
5,910 |
353.9% |
13,536 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,694.7 |
1,687.7 |
1,664.3 |
|
| R3 |
1,683.4 |
1,676.4 |
1,661.2 |
|
| R2 |
1,672.1 |
1,672.1 |
1,660.2 |
|
| R1 |
1,665.1 |
1,665.1 |
1,659.1 |
1,663.0 |
| PP |
1,660.8 |
1,660.8 |
1,660.8 |
1,659.7 |
| S1 |
1,653.8 |
1,653.8 |
1,657.1 |
1,651.7 |
| S2 |
1,649.5 |
1,649.5 |
1,656.0 |
|
| S3 |
1,638.2 |
1,642.5 |
1,655.0 |
|
| S4 |
1,626.9 |
1,631.2 |
1,651.9 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.4 |
1,702.4 |
1,667.6 |
|
| R3 |
1,695.2 |
1,685.2 |
1,662.8 |
|
| R2 |
1,678.0 |
1,678.0 |
1,661.3 |
|
| R1 |
1,668.0 |
1,668.0 |
1,659.7 |
1,664.4 |
| PP |
1,660.8 |
1,660.8 |
1,660.8 |
1,659.0 |
| S1 |
1,650.8 |
1,650.8 |
1,656.5 |
1,647.2 |
| S2 |
1,643.6 |
1,643.6 |
1,654.9 |
|
| S3 |
1,626.4 |
1,633.6 |
1,653.4 |
|
| S4 |
1,609.2 |
1,616.4 |
1,648.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,670.7 |
1,638.7 |
32.0 |
1.9% |
15.4 |
0.9% |
61% |
False |
False |
3,283 |
| 10 |
1,706.1 |
1,638.0 |
68.1 |
4.1% |
18.6 |
1.1% |
30% |
False |
False |
4,713 |
| 20 |
1,735.6 |
1,638.0 |
97.6 |
5.9% |
18.1 |
1.1% |
21% |
False |
False |
3,484 |
| 40 |
1,757.9 |
1,638.0 |
119.9 |
7.2% |
17.6 |
1.1% |
17% |
False |
False |
3,051 |
| 60 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
16.4 |
1.0% |
12% |
False |
False |
2,325 |
| 80 |
1,801.8 |
1,638.0 |
163.8 |
9.9% |
16.8 |
1.0% |
12% |
False |
False |
2,015 |
| 100 |
1,801.8 |
1,598.8 |
203.0 |
12.2% |
16.2 |
1.0% |
29% |
False |
False |
1,698 |
| 120 |
1,801.8 |
1,567.0 |
234.8 |
14.2% |
14.7 |
0.9% |
39% |
False |
False |
1,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,715.8 |
|
2.618 |
1,697.4 |
|
1.618 |
1,686.1 |
|
1.000 |
1,679.1 |
|
0.618 |
1,674.8 |
|
HIGH |
1,667.8 |
|
0.618 |
1,663.5 |
|
0.500 |
1,662.2 |
|
0.382 |
1,660.8 |
|
LOW |
1,656.5 |
|
0.618 |
1,649.5 |
|
1.000 |
1,645.2 |
|
1.618 |
1,638.2 |
|
2.618 |
1,626.9 |
|
4.250 |
1,608.5 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,662.2 |
1,662.1 |
| PP |
1,660.8 |
1,660.8 |
| S1 |
1,659.5 |
1,659.4 |
|