| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,672.00 |
2,676.00 |
4.00 |
0.1% |
2,633.00 |
| High |
2,689.75 |
2,698.50 |
8.75 |
0.3% |
2,689.75 |
| Low |
2,667.25 |
2,666.25 |
-1.00 |
0.0% |
2,611.50 |
| Close |
2,675.75 |
2,670.00 |
-5.75 |
-0.2% |
2,675.75 |
| Range |
22.50 |
32.25 |
9.75 |
43.3% |
78.25 |
| ATR |
38.67 |
38.21 |
-0.46 |
-1.2% |
0.00 |
| Volume |
213,421 |
219,674 |
6,253 |
2.9% |
1,266,389 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.00 |
2,754.75 |
2,687.75 |
|
| R3 |
2,742.75 |
2,722.50 |
2,678.75 |
|
| R2 |
2,710.50 |
2,710.50 |
2,676.00 |
|
| R1 |
2,690.25 |
2,690.25 |
2,673.00 |
2,684.25 |
| PP |
2,678.25 |
2,678.25 |
2,678.25 |
2,675.25 |
| S1 |
2,658.00 |
2,658.00 |
2,667.00 |
2,652.00 |
| S2 |
2,646.00 |
2,646.00 |
2,664.00 |
|
| S3 |
2,613.75 |
2,625.75 |
2,661.25 |
|
| S4 |
2,581.50 |
2,593.50 |
2,652.25 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.75 |
2,863.00 |
2,718.75 |
|
| R3 |
2,815.50 |
2,784.75 |
2,697.25 |
|
| R2 |
2,737.25 |
2,737.25 |
2,690.00 |
|
| R1 |
2,706.50 |
2,706.50 |
2,683.00 |
2,722.00 |
| PP |
2,659.00 |
2,659.00 |
2,659.00 |
2,666.75 |
| S1 |
2,628.25 |
2,628.25 |
2,668.50 |
2,643.50 |
| S2 |
2,580.75 |
2,580.75 |
2,661.50 |
|
| S3 |
2,502.50 |
2,550.00 |
2,654.25 |
|
| S4 |
2,424.25 |
2,471.75 |
2,632.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,698.50 |
2,611.50 |
87.00 |
3.3% |
32.00 |
1.2% |
67% |
True |
False |
256,544 |
| 10 |
2,698.50 |
2,534.50 |
164.00 |
6.1% |
34.25 |
1.3% |
83% |
True |
False |
228,298 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.7% |
40.50 |
1.5% |
86% |
True |
False |
274,443 |
| 40 |
2,808.00 |
2,492.00 |
316.00 |
11.8% |
40.75 |
1.5% |
56% |
False |
False |
263,692 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
38.00 |
1.4% |
47% |
False |
False |
239,540 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
35.00 |
1.3% |
47% |
False |
False |
179,857 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
34.00 |
1.3% |
47% |
False |
False |
143,891 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
32.50 |
1.2% |
47% |
False |
False |
119,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.50 |
|
2.618 |
2,783.00 |
|
1.618 |
2,750.75 |
|
1.000 |
2,730.75 |
|
0.618 |
2,718.50 |
|
HIGH |
2,698.50 |
|
0.618 |
2,686.25 |
|
0.500 |
2,682.50 |
|
0.382 |
2,678.50 |
|
LOW |
2,666.25 |
|
0.618 |
2,646.25 |
|
1.000 |
2,634.00 |
|
1.618 |
2,614.00 |
|
2.618 |
2,581.75 |
|
4.250 |
2,529.25 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,682.50 |
2,679.00 |
| PP |
2,678.25 |
2,676.00 |
| S1 |
2,674.00 |
2,673.00 |
|