| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,667.75 |
2,661.00 |
-6.75 |
-0.3% |
2,633.00 |
| High |
2,675.75 |
2,679.25 |
3.50 |
0.1% |
2,689.75 |
| Low |
2,650.25 |
2,623.00 |
-27.25 |
-1.0% |
2,611.50 |
| Close |
2,664.50 |
2,637.50 |
-27.00 |
-1.0% |
2,675.75 |
| Range |
25.50 |
56.25 |
30.75 |
120.6% |
78.25 |
| ATR |
37.30 |
38.66 |
1.35 |
3.6% |
0.00 |
| Volume |
259,040 |
361,358 |
102,318 |
39.5% |
1,266,389 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.25 |
2,782.75 |
2,668.50 |
|
| R3 |
2,759.00 |
2,726.50 |
2,653.00 |
|
| R2 |
2,702.75 |
2,702.75 |
2,647.75 |
|
| R1 |
2,670.25 |
2,670.25 |
2,642.75 |
2,658.50 |
| PP |
2,646.50 |
2,646.50 |
2,646.50 |
2,640.75 |
| S1 |
2,614.00 |
2,614.00 |
2,632.25 |
2,602.00 |
| S2 |
2,590.25 |
2,590.25 |
2,627.25 |
|
| S3 |
2,534.00 |
2,557.75 |
2,622.00 |
|
| S4 |
2,477.75 |
2,501.50 |
2,606.50 |
|
|
| 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 |
2,623.00 |
75.50 |
2.9% |
33.00 |
1.3% |
19% |
False |
True |
265,495 |
| 10 |
2,698.50 |
2,577.00 |
121.50 |
4.6% |
33.75 |
1.3% |
50% |
False |
False |
240,395 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.8% |
40.75 |
1.5% |
70% |
False |
False |
280,496 |
| 40 |
2,778.75 |
2,492.00 |
286.75 |
10.9% |
40.50 |
1.5% |
51% |
False |
False |
266,078 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
38.50 |
1.5% |
38% |
False |
False |
249,493 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
35.75 |
1.4% |
38% |
False |
False |
187,612 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
34.25 |
1.3% |
38% |
False |
False |
150,095 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
33.00 |
1.3% |
38% |
False |
False |
125,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.25 |
|
2.618 |
2,826.50 |
|
1.618 |
2,770.25 |
|
1.000 |
2,735.50 |
|
0.618 |
2,714.00 |
|
HIGH |
2,679.25 |
|
0.618 |
2,657.75 |
|
0.500 |
2,651.00 |
|
0.382 |
2,644.50 |
|
LOW |
2,623.00 |
|
0.618 |
2,588.25 |
|
1.000 |
2,566.75 |
|
1.618 |
2,532.00 |
|
2.618 |
2,475.75 |
|
4.250 |
2,384.00 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.00 |
2,660.75 |
| PP |
2,646.50 |
2,653.00 |
| S1 |
2,642.00 |
2,645.25 |
|