| 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 |
2,568.0 |
2,577.0 |
9.0 |
0.4% |
2,542.0 |
| High |
2,583.0 |
2,598.0 |
15.0 |
0.6% |
2,583.0 |
| Low |
2,567.0 |
2,565.0 |
-2.0 |
-0.1% |
2,512.0 |
| Close |
2,571.0 |
2,573.0 |
2.0 |
0.1% |
2,571.0 |
| Range |
16.0 |
33.0 |
17.0 |
106.3% |
71.0 |
| ATR |
34.5 |
34.4 |
-0.1 |
-0.3% |
0.0 |
| Volume |
4,463 |
60,657 |
56,194 |
1,259.1% |
84,342 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,677.7 |
2,658.3 |
2,591.2 |
|
| R3 |
2,644.7 |
2,625.3 |
2,582.1 |
|
| R2 |
2,611.7 |
2,611.7 |
2,579.1 |
|
| R1 |
2,592.3 |
2,592.3 |
2,576.0 |
2,585.5 |
| PP |
2,578.7 |
2,578.7 |
2,578.7 |
2,575.3 |
| S1 |
2,559.3 |
2,559.3 |
2,570.0 |
2,552.5 |
| S2 |
2,545.7 |
2,545.7 |
2,567.0 |
|
| S3 |
2,512.7 |
2,526.3 |
2,563.9 |
|
| S4 |
2,479.7 |
2,493.3 |
2,554.9 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.3 |
2,740.7 |
2,610.1 |
|
| R3 |
2,697.3 |
2,669.7 |
2,590.5 |
|
| R2 |
2,626.3 |
2,626.3 |
2,584.0 |
|
| R1 |
2,598.7 |
2,598.7 |
2,577.5 |
2,612.5 |
| PP |
2,555.3 |
2,555.3 |
2,555.3 |
2,562.3 |
| S1 |
2,527.7 |
2,527.7 |
2,564.5 |
2,541.5 |
| S2 |
2,484.3 |
2,484.3 |
2,558.0 |
|
| S3 |
2,413.3 |
2,456.7 |
2,551.5 |
|
| S4 |
2,342.3 |
2,385.7 |
2,532.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,598.0 |
2,512.0 |
86.0 |
3.3% |
28.2 |
1.1% |
71% |
True |
False |
28,365 |
| 10 |
2,598.0 |
2,473.0 |
125.0 |
4.9% |
26.4 |
1.0% |
80% |
True |
False |
14,587 |
| 20 |
2,598.0 |
2,417.0 |
181.0 |
7.0% |
33.4 |
1.3% |
86% |
True |
False |
7,480 |
| 40 |
2,598.0 |
2,417.0 |
181.0 |
7.0% |
34.5 |
1.3% |
86% |
True |
False |
6,327 |
| 60 |
2,598.0 |
2,417.0 |
181.0 |
7.0% |
34.7 |
1.3% |
86% |
True |
False |
6,828 |
| 80 |
2,598.0 |
2,379.0 |
219.0 |
8.5% |
33.3 |
1.3% |
89% |
True |
False |
5,423 |
| 100 |
2,598.0 |
2,117.0 |
481.0 |
18.7% |
34.0 |
1.3% |
95% |
True |
False |
4,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.3 |
|
2.618 |
2,684.4 |
|
1.618 |
2,651.4 |
|
1.000 |
2,631.0 |
|
0.618 |
2,618.4 |
|
HIGH |
2,598.0 |
|
0.618 |
2,585.4 |
|
0.500 |
2,581.5 |
|
0.382 |
2,577.6 |
|
LOW |
2,565.0 |
|
0.618 |
2,544.6 |
|
1.000 |
2,532.0 |
|
1.618 |
2,511.6 |
|
2.618 |
2,478.6 |
|
4.250 |
2,424.8 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,581.5 |
2,575.0 |
| PP |
2,578.7 |
2,574.3 |
| S1 |
2,575.8 |
2,573.7 |
|