| 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 |
4,521.0 |
4,538.0 |
17.0 |
0.4% |
4,438.0 |
| High |
4,551.0 |
4,546.0 |
-5.0 |
-0.1% |
4,525.0 |
| Low |
4,516.0 |
4,504.0 |
-12.0 |
-0.3% |
4,429.0 |
| Close |
4,550.0 |
4,505.0 |
-45.0 |
-1.0% |
4,516.0 |
| Range |
35.0 |
42.0 |
7.0 |
20.0% |
96.0 |
| ATR |
36.9 |
37.6 |
0.6 |
1.8% |
0.0 |
| Volume |
24,031 |
21,517 |
-2,514 |
-10.5% |
96,416 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,644.3 |
4,616.7 |
4,528.1 |
|
| R3 |
4,602.3 |
4,574.7 |
4,516.6 |
|
| R2 |
4,560.3 |
4,560.3 |
4,512.7 |
|
| R1 |
4,532.7 |
4,532.7 |
4,508.9 |
4,525.5 |
| PP |
4,518.3 |
4,518.3 |
4,518.3 |
4,514.8 |
| S1 |
4,490.7 |
4,490.7 |
4,501.2 |
4,483.5 |
| S2 |
4,476.3 |
4,476.3 |
4,497.3 |
|
| S3 |
4,434.3 |
4,448.7 |
4,493.5 |
|
| S4 |
4,392.3 |
4,406.7 |
4,481.9 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,778.0 |
4,743.0 |
4,568.8 |
|
| R3 |
4,682.0 |
4,647.0 |
4,542.4 |
|
| R2 |
4,586.0 |
4,586.0 |
4,533.6 |
|
| R1 |
4,551.0 |
4,551.0 |
4,524.8 |
4,568.5 |
| PP |
4,490.0 |
4,490.0 |
4,490.0 |
4,498.8 |
| S1 |
4,455.0 |
4,455.0 |
4,507.2 |
4,472.5 |
| S2 |
4,394.0 |
4,394.0 |
4,498.4 |
|
| S3 |
4,298.0 |
4,359.0 |
4,489.6 |
|
| S4 |
4,202.0 |
4,263.0 |
4,463.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,551.0 |
4,442.0 |
109.0 |
2.4% |
30.2 |
0.7% |
58% |
False |
False |
21,004 |
| 10 |
4,551.0 |
4,377.0 |
174.0 |
3.9% |
28.9 |
0.6% |
74% |
False |
False |
19,681 |
| 20 |
4,551.0 |
4,342.0 |
209.0 |
4.6% |
32.4 |
0.7% |
78% |
False |
False |
21,874 |
| 40 |
4,580.0 |
4,342.0 |
238.0 |
5.3% |
32.6 |
0.7% |
68% |
False |
False |
22,394 |
| 60 |
4,580.0 |
4,339.0 |
241.0 |
5.3% |
31.9 |
0.7% |
69% |
False |
False |
24,571 |
| 80 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
27.8 |
0.6% |
78% |
False |
False |
18,480 |
| 100 |
4,580.0 |
4,069.0 |
511.0 |
11.3% |
23.2 |
0.5% |
85% |
False |
False |
14,801 |
| 120 |
4,580.0 |
3,982.0 |
598.0 |
13.3% |
19.9 |
0.4% |
87% |
False |
False |
12,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,724.5 |
|
2.618 |
4,656.0 |
|
1.618 |
4,614.0 |
|
1.000 |
4,588.0 |
|
0.618 |
4,572.0 |
|
HIGH |
4,546.0 |
|
0.618 |
4,530.0 |
|
0.500 |
4,525.0 |
|
0.382 |
4,520.0 |
|
LOW |
4,504.0 |
|
0.618 |
4,478.0 |
|
1.000 |
4,462.0 |
|
1.618 |
4,436.0 |
|
2.618 |
4,394.0 |
|
4.250 |
4,325.5 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,525.0 |
4,527.5 |
| PP |
4,518.3 |
4,520.0 |
| S1 |
4,511.7 |
4,512.5 |
|