| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,596.0 |
2,613.0 |
17.0 |
0.7% |
2,583.0 |
| High |
2,619.0 |
2,616.0 |
-3.0 |
-0.1% |
2,619.0 |
| Low |
2,589.0 |
2,589.0 |
0.0 |
0.0% |
2,573.0 |
| Close |
2,603.0 |
2,598.0 |
-5.0 |
-0.2% |
2,598.0 |
| Range |
30.0 |
27.0 |
-3.0 |
-10.0% |
46.0 |
| ATR |
37.4 |
36.7 |
-0.7 |
-2.0% |
0.0 |
| Volume |
956,713 |
862,414 |
-94,299 |
-9.9% |
4,456,713 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.0 |
2,667.0 |
2,612.9 |
|
| R3 |
2,655.0 |
2,640.0 |
2,605.4 |
|
| R2 |
2,628.0 |
2,628.0 |
2,603.0 |
|
| R1 |
2,613.0 |
2,613.0 |
2,600.5 |
2,607.0 |
| PP |
2,601.0 |
2,601.0 |
2,601.0 |
2,598.0 |
| S1 |
2,586.0 |
2,586.0 |
2,595.5 |
2,580.0 |
| S2 |
2,574.0 |
2,574.0 |
2,593.1 |
|
| S3 |
2,547.0 |
2,559.0 |
2,590.6 |
|
| S4 |
2,520.0 |
2,532.0 |
2,583.2 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.7 |
2,712.3 |
2,623.3 |
|
| R3 |
2,688.7 |
2,666.3 |
2,610.7 |
|
| R2 |
2,642.7 |
2,642.7 |
2,606.4 |
|
| R1 |
2,620.3 |
2,620.3 |
2,602.2 |
2,631.5 |
| PP |
2,596.7 |
2,596.7 |
2,596.7 |
2,602.3 |
| S1 |
2,574.3 |
2,574.3 |
2,593.8 |
2,585.5 |
| S2 |
2,550.7 |
2,550.7 |
2,589.6 |
|
| S3 |
2,504.7 |
2,528.3 |
2,585.4 |
|
| S4 |
2,458.7 |
2,482.3 |
2,572.7 |
|
|
| 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% |
30.8 |
1.2% |
54% |
False |
False |
891,342 |
| 10 |
2,619.0 |
2,519.0 |
100.0 |
3.8% |
28.9 |
1.1% |
79% |
False |
False |
883,018 |
| 20 |
2,619.0 |
2,423.0 |
196.0 |
7.5% |
34.8 |
1.3% |
89% |
False |
False |
858,163 |
| 40 |
2,619.0 |
2,423.0 |
196.0 |
7.5% |
38.4 |
1.5% |
89% |
False |
False |
888,499 |
| 60 |
2,619.0 |
2,423.0 |
196.0 |
7.5% |
38.4 |
1.5% |
89% |
False |
False |
915,884 |
| 80 |
2,619.0 |
2,385.0 |
234.0 |
9.0% |
38.7 |
1.5% |
91% |
False |
False |
700,219 |
| 100 |
2,619.0 |
2,115.0 |
504.0 |
19.4% |
41.4 |
1.6% |
96% |
False |
False |
561,547 |
| 120 |
2,619.0 |
2,100.0 |
519.0 |
20.0% |
41.0 |
1.6% |
96% |
False |
False |
469,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.8 |
|
2.618 |
2,686.7 |
|
1.618 |
2,659.7 |
|
1.000 |
2,643.0 |
|
0.618 |
2,632.7 |
|
HIGH |
2,616.0 |
|
0.618 |
2,605.7 |
|
0.500 |
2,602.5 |
|
0.382 |
2,599.3 |
|
LOW |
2,589.0 |
|
0.618 |
2,572.3 |
|
1.000 |
2,562.0 |
|
1.618 |
2,545.3 |
|
2.618 |
2,518.3 |
|
4.250 |
2,474.3 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,602.5 |
2,599.0 |
| PP |
2,601.0 |
2,598.7 |
| S1 |
2,599.5 |
2,598.3 |
|