| 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 |
2,636.00 |
2,655.00 |
19.00 |
0.7% |
2,676.00 |
| High |
2,662.00 |
2,673.25 |
11.25 |
0.4% |
2,698.50 |
| Low |
2,622.50 |
2,629.50 |
7.00 |
0.3% |
2,622.50 |
| Close |
2,654.00 |
2,636.00 |
-18.00 |
-0.7% |
2,636.00 |
| Range |
39.50 |
43.75 |
4.25 |
10.8% |
76.00 |
| ATR |
38.72 |
39.08 |
0.36 |
0.9% |
0.00 |
| Volume |
298,028 |
276,669 |
-21,359 |
-7.2% |
1,414,769 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.50 |
2,750.50 |
2,660.00 |
|
| R3 |
2,733.75 |
2,706.75 |
2,648.00 |
|
| R2 |
2,690.00 |
2,690.00 |
2,644.00 |
|
| R1 |
2,663.00 |
2,663.00 |
2,640.00 |
2,654.50 |
| PP |
2,646.25 |
2,646.25 |
2,646.25 |
2,642.00 |
| S1 |
2,619.25 |
2,619.25 |
2,632.00 |
2,611.00 |
| S2 |
2,602.50 |
2,602.50 |
2,628.00 |
|
| S3 |
2,558.75 |
2,575.50 |
2,624.00 |
|
| S4 |
2,515.00 |
2,531.75 |
2,612.00 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.25 |
2,834.25 |
2,677.75 |
|
| R3 |
2,804.25 |
2,758.25 |
2,657.00 |
|
| R2 |
2,728.25 |
2,728.25 |
2,650.00 |
|
| R1 |
2,682.25 |
2,682.25 |
2,643.00 |
2,667.25 |
| PP |
2,652.25 |
2,652.25 |
2,652.25 |
2,645.00 |
| S1 |
2,606.25 |
2,606.25 |
2,629.00 |
2,591.25 |
| S2 |
2,576.25 |
2,576.25 |
2,622.00 |
|
| S3 |
2,500.25 |
2,530.25 |
2,615.00 |
|
| S4 |
2,424.25 |
2,454.25 |
2,594.25 |
|
|
| 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 |
2,622.50 |
76.00 |
2.9% |
39.50 |
1.5% |
18% |
False |
False |
282,953 |
| 10 |
2,698.50 |
2,611.50 |
87.00 |
3.3% |
35.25 |
1.3% |
28% |
False |
False |
268,115 |
| 20 |
2,698.50 |
2,492.00 |
206.50 |
7.8% |
37.50 |
1.4% |
70% |
False |
False |
269,933 |
| 40 |
2,778.75 |
2,492.00 |
286.75 |
10.9% |
41.25 |
1.6% |
50% |
False |
False |
267,771 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
38.50 |
1.5% |
38% |
False |
False |
255,871 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
36.25 |
1.4% |
38% |
False |
False |
194,792 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
34.25 |
1.3% |
38% |
False |
False |
155,842 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
33.25 |
1.3% |
38% |
False |
False |
129,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.25 |
|
2.618 |
2,787.75 |
|
1.618 |
2,744.00 |
|
1.000 |
2,717.00 |
|
0.618 |
2,700.25 |
|
HIGH |
2,673.25 |
|
0.618 |
2,656.50 |
|
0.500 |
2,651.50 |
|
0.382 |
2,646.25 |
|
LOW |
2,629.50 |
|
0.618 |
2,602.50 |
|
1.000 |
2,585.75 |
|
1.618 |
2,558.75 |
|
2.618 |
2,515.00 |
|
4.250 |
2,443.50 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.50 |
2,651.00 |
| PP |
2,646.25 |
2,646.00 |
| S1 |
2,641.00 |
2,641.00 |
|