| 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 |
2,676.00 |
2,667.75 |
-8.25 |
-0.3% |
2,633.00 |
| High |
2,698.50 |
2,675.75 |
-22.75 |
-0.8% |
2,689.75 |
| Low |
2,666.25 |
2,650.25 |
-16.00 |
-0.6% |
2,611.50 |
| Close |
2,670.00 |
2,664.50 |
-5.50 |
-0.2% |
2,675.75 |
| Range |
32.25 |
25.50 |
-6.75 |
-20.9% |
78.25 |
| ATR |
38.21 |
37.30 |
-0.91 |
-2.4% |
0.00 |
| Volume |
219,674 |
259,040 |
39,366 |
17.9% |
1,266,389 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.00 |
2,727.75 |
2,678.50 |
|
| R3 |
2,714.50 |
2,702.25 |
2,671.50 |
|
| R2 |
2,689.00 |
2,689.00 |
2,669.25 |
|
| R1 |
2,676.75 |
2,676.75 |
2,666.75 |
2,670.00 |
| PP |
2,663.50 |
2,663.50 |
2,663.50 |
2,660.25 |
| S1 |
2,651.25 |
2,651.25 |
2,662.25 |
2,644.50 |
| S2 |
2,638.00 |
2,638.00 |
2,659.75 |
|
| S3 |
2,612.50 |
2,625.75 |
2,657.50 |
|
| S4 |
2,587.00 |
2,600.25 |
2,650.50 |
|
|
| 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% |
32.50 |
1.2% |
61% |
False |
False |
254,965 |
| 10 |
2,698.50 |
2,568.00 |
130.50 |
4.9% |
31.00 |
1.2% |
74% |
False |
False |
227,005 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.8% |
39.75 |
1.5% |
84% |
False |
False |
274,830 |
| 40 |
2,786.75 |
2,492.00 |
294.75 |
11.1% |
40.50 |
1.5% |
59% |
False |
False |
265,381 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
37.75 |
1.4% |
45% |
False |
False |
243,771 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
35.25 |
1.3% |
45% |
False |
False |
183,095 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
34.00 |
1.3% |
45% |
False |
False |
146,482 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
32.75 |
1.2% |
45% |
False |
False |
122,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,784.00 |
|
2.618 |
2,742.50 |
|
1.618 |
2,717.00 |
|
1.000 |
2,701.25 |
|
0.618 |
2,691.50 |
|
HIGH |
2,675.75 |
|
0.618 |
2,666.00 |
|
0.500 |
2,663.00 |
|
0.382 |
2,660.00 |
|
LOW |
2,650.25 |
|
0.618 |
2,634.50 |
|
1.000 |
2,624.75 |
|
1.618 |
2,609.00 |
|
2.618 |
2,583.50 |
|
4.250 |
2,542.00 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,664.00 |
2,674.50 |
| PP |
2,663.50 |
2,671.00 |
| S1 |
2,663.00 |
2,667.75 |
|