| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,697.7 |
1,695.7 |
-2.0 |
-0.1% |
1,754.7 |
| High |
1,708.3 |
1,704.8 |
-3.5 |
-0.2% |
1,754.7 |
| Low |
1,686.0 |
1,687.1 |
1.1 |
0.1% |
1,707.9 |
| Close |
1,693.8 |
1,701.8 |
8.0 |
0.5% |
1,712.7 |
| Range |
22.3 |
17.7 |
-4.6 |
-20.6% |
46.8 |
| ATR |
19.2 |
19.1 |
-0.1 |
-0.6% |
0.0 |
| Volume |
157,791 |
145,846 |
-11,945 |
-7.6% |
535,714 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,751.0 |
1,744.1 |
1,711.5 |
|
| R3 |
1,733.3 |
1,726.4 |
1,706.7 |
|
| R2 |
1,715.6 |
1,715.6 |
1,705.0 |
|
| R1 |
1,708.7 |
1,708.7 |
1,703.4 |
1,712.2 |
| PP |
1,697.9 |
1,697.9 |
1,697.9 |
1,699.6 |
| S1 |
1,691.0 |
1,691.0 |
1,700.2 |
1,694.5 |
| S2 |
1,680.2 |
1,680.2 |
1,698.6 |
|
| S3 |
1,662.5 |
1,673.3 |
1,696.9 |
|
| S4 |
1,644.8 |
1,655.6 |
1,692.1 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,865.5 |
1,835.9 |
1,738.4 |
|
| R3 |
1,818.7 |
1,789.1 |
1,725.6 |
|
| R2 |
1,771.9 |
1,771.9 |
1,721.3 |
|
| R1 |
1,742.3 |
1,742.3 |
1,717.0 |
1,733.7 |
| PP |
1,725.1 |
1,725.1 |
1,725.1 |
1,720.8 |
| S1 |
1,695.5 |
1,695.5 |
1,708.4 |
1,686.9 |
| S2 |
1,678.3 |
1,678.3 |
1,704.1 |
|
| S3 |
1,631.5 |
1,648.7 |
1,699.8 |
|
| S4 |
1,584.7 |
1,601.9 |
1,687.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,733.7 |
1,686.0 |
47.7 |
2.8% |
20.2 |
1.2% |
33% |
False |
False |
149,512 |
| 10 |
1,757.1 |
1,686.0 |
71.1 |
4.2% |
19.4 |
1.1% |
22% |
False |
False |
117,470 |
| 20 |
1,757.1 |
1,686.0 |
71.1 |
4.2% |
17.7 |
1.0% |
22% |
False |
False |
68,133 |
| 40 |
1,776.9 |
1,674.7 |
102.2 |
6.0% |
18.3 |
1.1% |
27% |
False |
False |
37,485 |
| 60 |
1,800.0 |
1,674.7 |
125.3 |
7.4% |
18.8 |
1.1% |
22% |
False |
False |
26,173 |
| 80 |
1,800.0 |
1,599.0 |
201.0 |
11.8% |
18.4 |
1.1% |
51% |
False |
False |
19,980 |
| 100 |
1,800.0 |
1,569.9 |
230.1 |
13.5% |
17.5 |
1.0% |
57% |
False |
False |
16,208 |
| 120 |
1,800.0 |
1,556.3 |
243.7 |
14.3% |
18.0 |
1.1% |
60% |
False |
False |
13,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,780.0 |
|
2.618 |
1,751.1 |
|
1.618 |
1,733.4 |
|
1.000 |
1,722.5 |
|
0.618 |
1,715.7 |
|
HIGH |
1,704.8 |
|
0.618 |
1,698.0 |
|
0.500 |
1,696.0 |
|
0.382 |
1,693.9 |
|
LOW |
1,687.1 |
|
0.618 |
1,676.2 |
|
1.000 |
1,669.4 |
|
1.618 |
1,658.5 |
|
2.618 |
1,640.8 |
|
4.250 |
1,611.9 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,699.9 |
1,702.6 |
| PP |
1,697.9 |
1,702.3 |
| S1 |
1,696.0 |
1,702.1 |
|