| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,583.0 |
2,576.0 |
-7.0 |
-0.3% |
2,549.0 |
| High |
2,608.0 |
2,602.0 |
-6.0 |
-0.2% |
2,592.0 |
| Low |
2,573.0 |
2,575.0 |
2.0 |
0.1% |
2,519.0 |
| Close |
2,581.0 |
2,586.0 |
5.0 |
0.2% |
2,579.0 |
| Range |
35.0 |
27.0 |
-8.0 |
-22.9% |
73.0 |
| ATR |
38.9 |
38.0 |
-0.8 |
-2.2% |
0.0 |
| Volume |
702,837 |
940,162 |
237,325 |
33.8% |
4,373,468 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.7 |
2,654.3 |
2,600.9 |
|
| R3 |
2,641.7 |
2,627.3 |
2,593.4 |
|
| R2 |
2,614.7 |
2,614.7 |
2,591.0 |
|
| R1 |
2,600.3 |
2,600.3 |
2,588.5 |
2,607.5 |
| PP |
2,587.7 |
2,587.7 |
2,587.7 |
2,591.3 |
| S1 |
2,573.3 |
2,573.3 |
2,583.5 |
2,580.5 |
| S2 |
2,560.7 |
2,560.7 |
2,581.1 |
|
| S3 |
2,533.7 |
2,546.3 |
2,578.6 |
|
| S4 |
2,506.7 |
2,519.3 |
2,571.2 |
|
|
| 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% |
29.6 |
1.1% |
75% |
False |
False |
866,720 |
| 10 |
2,608.0 |
2,480.0 |
128.0 |
4.9% |
30.7 |
1.2% |
83% |
False |
False |
776,811 |
| 20 |
2,608.0 |
2,423.0 |
185.0 |
7.2% |
37.9 |
1.5% |
88% |
False |
False |
855,903 |
| 40 |
2,608.0 |
2,423.0 |
185.0 |
7.2% |
39.5 |
1.5% |
88% |
False |
False |
890,287 |
| 60 |
2,608.0 |
2,423.0 |
185.0 |
7.2% |
39.3 |
1.5% |
88% |
False |
False |
880,399 |
| 80 |
2,608.0 |
2,385.0 |
223.0 |
8.6% |
38.4 |
1.5% |
90% |
False |
False |
665,053 |
| 100 |
2,608.0 |
2,115.0 |
493.0 |
19.1% |
41.3 |
1.6% |
96% |
False |
False |
533,415 |
| 120 |
2,608.0 |
2,100.0 |
508.0 |
19.6% |
41.6 |
1.6% |
96% |
False |
False |
445,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,716.8 |
|
2.618 |
2,672.7 |
|
1.618 |
2,645.7 |
|
1.000 |
2,629.0 |
|
0.618 |
2,618.7 |
|
HIGH |
2,602.0 |
|
0.618 |
2,591.7 |
|
0.500 |
2,588.5 |
|
0.382 |
2,585.3 |
|
LOW |
2,575.0 |
|
0.618 |
2,558.3 |
|
1.000 |
2,548.0 |
|
1.618 |
2,531.3 |
|
2.618 |
2,504.3 |
|
4.250 |
2,460.3 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,588.5 |
2,590.5 |
| PP |
2,587.7 |
2,589.0 |
| S1 |
2,586.8 |
2,587.5 |
|