| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,608.0 |
2,596.0 |
-12.0 |
-0.5% |
2,549.0 |
| High |
2,614.0 |
2,619.0 |
5.0 |
0.2% |
2,592.0 |
| Low |
2,579.0 |
2,589.0 |
10.0 |
0.4% |
2,519.0 |
| Close |
2,587.0 |
2,603.0 |
16.0 |
0.6% |
2,579.0 |
| Range |
35.0 |
30.0 |
-5.0 |
-14.3% |
73.0 |
| ATR |
37.8 |
37.4 |
-0.4 |
-1.1% |
0.0 |
| Volume |
994,587 |
956,713 |
-37,874 |
-3.8% |
4,373,468 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.7 |
2,678.3 |
2,619.5 |
|
| R3 |
2,663.7 |
2,648.3 |
2,611.3 |
|
| R2 |
2,633.7 |
2,633.7 |
2,608.5 |
|
| R1 |
2,618.3 |
2,618.3 |
2,605.8 |
2,626.0 |
| PP |
2,603.7 |
2,603.7 |
2,603.7 |
2,607.5 |
| S1 |
2,588.3 |
2,588.3 |
2,600.3 |
2,596.0 |
| S2 |
2,573.7 |
2,573.7 |
2,597.5 |
|
| S3 |
2,543.7 |
2,558.3 |
2,594.8 |
|
| S4 |
2,513.7 |
2,528.3 |
2,586.5 |
|
|
| 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 |
2,619.0 |
2,573.0 |
46.0 |
1.8% |
29.0 |
1.1% |
65% |
True |
False |
884,625 |
| 10 |
2,619.0 |
2,519.0 |
100.0 |
3.8% |
30.4 |
1.2% |
84% |
True |
False |
853,416 |
| 20 |
2,619.0 |
2,423.0 |
196.0 |
7.5% |
35.2 |
1.4% |
92% |
True |
False |
867,502 |
| 40 |
2,619.0 |
2,423.0 |
196.0 |
7.5% |
39.2 |
1.5% |
92% |
True |
False |
892,785 |
| 60 |
2,619.0 |
2,423.0 |
196.0 |
7.5% |
38.8 |
1.5% |
92% |
True |
False |
908,401 |
| 80 |
2,619.0 |
2,385.0 |
234.0 |
9.0% |
38.7 |
1.5% |
93% |
True |
False |
689,442 |
| 100 |
2,619.0 |
2,115.0 |
504.0 |
19.4% |
41.5 |
1.6% |
97% |
True |
False |
552,923 |
| 120 |
2,619.0 |
2,100.0 |
519.0 |
19.9% |
41.0 |
1.6% |
97% |
True |
False |
461,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,746.5 |
|
2.618 |
2,697.5 |
|
1.618 |
2,667.5 |
|
1.000 |
2,649.0 |
|
0.618 |
2,637.5 |
|
HIGH |
2,619.0 |
|
0.618 |
2,607.5 |
|
0.500 |
2,604.0 |
|
0.382 |
2,600.5 |
|
LOW |
2,589.0 |
|
0.618 |
2,570.5 |
|
1.000 |
2,559.0 |
|
1.618 |
2,540.5 |
|
2.618 |
2,510.5 |
|
4.250 |
2,461.5 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,604.0 |
2,601.0 |
| PP |
2,603.7 |
2,599.0 |
| S1 |
2,603.3 |
2,597.0 |
|