| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,576.0 |
2,608.0 |
32.0 |
1.2% |
2,549.0 |
| High |
2,602.0 |
2,614.0 |
12.0 |
0.5% |
2,592.0 |
| Low |
2,575.0 |
2,579.0 |
4.0 |
0.2% |
2,519.0 |
| Close |
2,586.0 |
2,587.0 |
1.0 |
0.0% |
2,579.0 |
| Range |
27.0 |
35.0 |
8.0 |
29.6% |
73.0 |
| ATR |
38.0 |
37.8 |
-0.2 |
-0.6% |
0.0 |
| Volume |
940,162 |
994,587 |
54,425 |
5.8% |
4,373,468 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,698.3 |
2,677.7 |
2,606.3 |
|
| R3 |
2,663.3 |
2,642.7 |
2,596.6 |
|
| R2 |
2,628.3 |
2,628.3 |
2,593.4 |
|
| R1 |
2,607.7 |
2,607.7 |
2,590.2 |
2,600.5 |
| PP |
2,593.3 |
2,593.3 |
2,593.3 |
2,589.8 |
| S1 |
2,572.7 |
2,572.7 |
2,583.8 |
2,565.5 |
| S2 |
2,558.3 |
2,558.3 |
2,580.6 |
|
| S3 |
2,523.3 |
2,537.7 |
2,577.4 |
|
| S4 |
2,488.3 |
2,502.7 |
2,567.8 |
|
|
| 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 |
2,614.0 |
2,559.0 |
55.0 |
2.1% |
27.6 |
1.1% |
51% |
True |
False |
866,168 |
| 10 |
2,614.0 |
2,489.0 |
125.0 |
4.8% |
30.8 |
1.2% |
78% |
True |
False |
803,263 |
| 20 |
2,614.0 |
2,423.0 |
191.0 |
7.4% |
38.0 |
1.5% |
86% |
True |
False |
872,126 |
| 40 |
2,614.0 |
2,423.0 |
191.0 |
7.4% |
39.2 |
1.5% |
86% |
True |
False |
893,688 |
| 60 |
2,614.0 |
2,423.0 |
191.0 |
7.4% |
39.0 |
1.5% |
86% |
True |
False |
895,414 |
| 80 |
2,614.0 |
2,385.0 |
229.0 |
8.9% |
38.5 |
1.5% |
88% |
True |
False |
677,484 |
| 100 |
2,614.0 |
2,115.0 |
499.0 |
19.3% |
41.5 |
1.6% |
95% |
True |
False |
543,360 |
| 120 |
2,614.0 |
2,100.0 |
514.0 |
19.9% |
41.3 |
1.6% |
95% |
True |
False |
454,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.8 |
|
2.618 |
2,705.6 |
|
1.618 |
2,670.6 |
|
1.000 |
2,649.0 |
|
0.618 |
2,635.6 |
|
HIGH |
2,614.0 |
|
0.618 |
2,600.6 |
|
0.500 |
2,596.5 |
|
0.382 |
2,592.4 |
|
LOW |
2,579.0 |
|
0.618 |
2,557.4 |
|
1.000 |
2,544.0 |
|
1.618 |
2,522.4 |
|
2.618 |
2,487.4 |
|
4.250 |
2,430.3 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,596.5 |
2,593.5 |
| PP |
2,593.3 |
2,591.3 |
| S1 |
2,590.2 |
2,589.2 |
|