| 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 |
2,566.0 |
2,595.0 |
29.0 |
1.1% |
2,542.0 |
| High |
2,592.0 |
2,605.0 |
13.0 |
0.5% |
2,583.0 |
| Low |
2,566.0 |
2,572.0 |
6.0 |
0.2% |
2,512.0 |
| Close |
2,578.0 |
2,579.0 |
1.0 |
0.0% |
2,571.0 |
| Range |
26.0 |
33.0 |
7.0 |
26.9% |
71.0 |
| ATR |
33.8 |
33.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
116,264 |
63,345 |
-52,919 |
-45.5% |
84,342 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.3 |
2,664.7 |
2,597.2 |
|
| R3 |
2,651.3 |
2,631.7 |
2,588.1 |
|
| R2 |
2,618.3 |
2,618.3 |
2,585.1 |
|
| R1 |
2,598.7 |
2,598.7 |
2,582.0 |
2,592.0 |
| PP |
2,585.3 |
2,585.3 |
2,585.3 |
2,582.0 |
| S1 |
2,565.7 |
2,565.7 |
2,576.0 |
2,559.0 |
| S2 |
2,552.3 |
2,552.3 |
2,573.0 |
|
| S3 |
2,519.3 |
2,532.7 |
2,569.9 |
|
| S4 |
2,486.3 |
2,499.7 |
2,560.9 |
|
|
| 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 |
2,605.0 |
2,552.0 |
53.0 |
2.1% |
25.6 |
1.0% |
51% |
True |
False |
54,669 |
| 10 |
2,605.0 |
2,512.0 |
93.0 |
3.6% |
26.4 |
1.0% |
72% |
True |
False |
32,517 |
| 20 |
2,605.0 |
2,417.0 |
188.0 |
7.3% |
30.9 |
1.2% |
86% |
True |
False |
16,428 |
| 40 |
2,605.0 |
2,417.0 |
188.0 |
7.3% |
34.2 |
1.3% |
86% |
True |
False |
10,813 |
| 60 |
2,605.0 |
2,417.0 |
188.0 |
7.3% |
34.1 |
1.3% |
86% |
True |
False |
9,687 |
| 80 |
2,605.0 |
2,379.0 |
226.0 |
8.8% |
33.6 |
1.3% |
88% |
True |
False |
7,667 |
| 100 |
2,605.0 |
2,117.0 |
488.0 |
18.9% |
34.4 |
1.3% |
95% |
True |
False |
6,169 |
| 120 |
2,605.0 |
2,101.0 |
504.0 |
19.5% |
32.2 |
1.2% |
95% |
True |
False |
5,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.3 |
|
2.618 |
2,691.4 |
|
1.618 |
2,658.4 |
|
1.000 |
2,638.0 |
|
0.618 |
2,625.4 |
|
HIGH |
2,605.0 |
|
0.618 |
2,592.4 |
|
0.500 |
2,588.5 |
|
0.382 |
2,584.6 |
|
LOW |
2,572.0 |
|
0.618 |
2,551.6 |
|
1.000 |
2,539.0 |
|
1.618 |
2,518.6 |
|
2.618 |
2,485.6 |
|
4.250 |
2,431.8 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,588.5 |
2,585.0 |
| PP |
2,585.3 |
2,583.0 |
| S1 |
2,582.2 |
2,581.0 |
|