| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,577.0 |
2,583.0 |
6.0 |
0.2% |
2,549.0 |
| High |
2,592.0 |
2,608.0 |
16.0 |
0.6% |
2,592.0 |
| Low |
2,574.0 |
2,573.0 |
-1.0 |
0.0% |
2,519.0 |
| Close |
2,579.0 |
2,581.0 |
2.0 |
0.1% |
2,579.0 |
| Range |
18.0 |
35.0 |
17.0 |
94.4% |
73.0 |
| ATR |
39.2 |
38.9 |
-0.3 |
-0.8% |
0.0 |
| Volume |
828,826 |
702,837 |
-125,989 |
-15.2% |
4,373,468 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.3 |
2,671.7 |
2,600.3 |
|
| R3 |
2,657.3 |
2,636.7 |
2,590.6 |
|
| R2 |
2,622.3 |
2,622.3 |
2,587.4 |
|
| R1 |
2,601.7 |
2,601.7 |
2,584.2 |
2,594.5 |
| PP |
2,587.3 |
2,587.3 |
2,587.3 |
2,583.8 |
| S1 |
2,566.7 |
2,566.7 |
2,577.8 |
2,559.5 |
| S2 |
2,552.3 |
2,552.3 |
2,574.6 |
|
| S3 |
2,517.3 |
2,531.7 |
2,571.4 |
|
| S4 |
2,482.3 |
2,496.7 |
2,561.8 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.3 |
2,753.7 |
2,619.2 |
|
| R3 |
2,709.3 |
2,680.7 |
2,599.1 |
|
| R2 |
2,636.3 |
2,636.3 |
2,592.4 |
|
| R1 |
2,607.7 |
2,607.7 |
2,585.7 |
2,622.0 |
| PP |
2,563.3 |
2,563.3 |
2,563.3 |
2,570.5 |
| S1 |
2,534.7 |
2,534.7 |
2,572.3 |
2,549.0 |
| S2 |
2,490.3 |
2,490.3 |
2,565.6 |
|
| S3 |
2,417.3 |
2,461.7 |
2,558.9 |
|
| S4 |
2,344.3 |
2,388.7 |
2,538.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,608.0 |
2,519.0 |
89.0 |
3.4% |
30.4 |
1.2% |
70% |
True |
False |
869,636 |
| 10 |
2,608.0 |
2,443.0 |
165.0 |
6.4% |
33.4 |
1.3% |
84% |
True |
False |
758,821 |
| 20 |
2,608.0 |
2,423.0 |
185.0 |
7.2% |
37.6 |
1.5% |
85% |
True |
False |
842,402 |
| 40 |
2,608.0 |
2,423.0 |
185.0 |
7.2% |
39.5 |
1.5% |
85% |
True |
False |
892,940 |
| 60 |
2,608.0 |
2,423.0 |
185.0 |
7.2% |
39.3 |
1.5% |
85% |
True |
False |
866,291 |
| 80 |
2,608.0 |
2,385.0 |
223.0 |
8.6% |
38.5 |
1.5% |
88% |
True |
False |
653,304 |
| 100 |
2,608.0 |
2,115.0 |
493.0 |
19.1% |
41.4 |
1.6% |
95% |
True |
False |
524,015 |
| 120 |
2,608.0 |
2,100.0 |
508.0 |
19.7% |
41.6 |
1.6% |
95% |
True |
False |
438,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,756.8 |
|
2.618 |
2,699.6 |
|
1.618 |
2,664.6 |
|
1.000 |
2,643.0 |
|
0.618 |
2,629.6 |
|
HIGH |
2,608.0 |
|
0.618 |
2,594.6 |
|
0.500 |
2,590.5 |
|
0.382 |
2,586.4 |
|
LOW |
2,573.0 |
|
0.618 |
2,551.4 |
|
1.000 |
2,538.0 |
|
1.618 |
2,516.4 |
|
2.618 |
2,481.4 |
|
4.250 |
2,424.3 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,590.5 |
2,583.5 |
| PP |
2,587.3 |
2,582.7 |
| S1 |
2,584.2 |
2,581.8 |
|