| 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 |
2,633.50 |
2,648.75 |
15.25 |
0.6% |
2,678.75 |
| High |
2,655.50 |
2,666.25 |
10.75 |
0.4% |
2,688.00 |
| Low |
2,616.50 |
2,624.75 |
8.25 |
0.3% |
2,616.50 |
| Close |
2,648.25 |
2,630.00 |
-18.25 |
-0.7% |
2,630.00 |
| Range |
39.00 |
41.50 |
2.50 |
6.4% |
71.50 |
| ATR |
34.27 |
34.78 |
0.52 |
1.5% |
0.00 |
| Volume |
1,240 |
3,337 |
2,097 |
169.1% |
7,104 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.75 |
2,739.00 |
2,652.75 |
|
| R3 |
2,723.25 |
2,697.50 |
2,641.50 |
|
| R2 |
2,681.75 |
2,681.75 |
2,637.50 |
|
| R1 |
2,656.00 |
2,656.00 |
2,633.75 |
2,648.00 |
| PP |
2,640.25 |
2,640.25 |
2,640.25 |
2,636.50 |
| S1 |
2,614.50 |
2,614.50 |
2,626.25 |
2,606.50 |
| S2 |
2,598.75 |
2,598.75 |
2,622.50 |
|
| S3 |
2,557.25 |
2,573.00 |
2,618.50 |
|
| S4 |
2,515.75 |
2,531.50 |
2,607.25 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.25 |
2,816.25 |
2,669.25 |
|
| R3 |
2,787.75 |
2,744.75 |
2,649.75 |
|
| R2 |
2,716.25 |
2,716.25 |
2,643.00 |
|
| R1 |
2,673.25 |
2,673.25 |
2,636.50 |
2,659.00 |
| PP |
2,644.75 |
2,644.75 |
2,644.75 |
2,637.75 |
| S1 |
2,601.75 |
2,601.75 |
2,623.50 |
2,587.50 |
| S2 |
2,573.25 |
2,573.25 |
2,617.00 |
|
| S3 |
2,501.75 |
2,530.25 |
2,610.25 |
|
| S4 |
2,430.25 |
2,458.75 |
2,590.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,688.00 |
2,616.50 |
71.50 |
2.7% |
37.25 |
1.4% |
19% |
False |
False |
1,420 |
| 10 |
2,688.00 |
2,606.00 |
82.00 |
3.1% |
33.25 |
1.3% |
29% |
False |
False |
830 |
| 20 |
2,688.00 |
2,502.00 |
186.00 |
7.1% |
33.25 |
1.3% |
69% |
False |
False |
464 |
| 40 |
2,773.25 |
2,502.00 |
271.25 |
10.3% |
34.50 |
1.3% |
47% |
False |
False |
261 |
| 60 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
28.25 |
1.1% |
37% |
False |
False |
177 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
21.50 |
0.8% |
37% |
False |
False |
133 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
13.2% |
17.50 |
0.7% |
37% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.50 |
|
2.618 |
2,775.00 |
|
1.618 |
2,733.50 |
|
1.000 |
2,707.75 |
|
0.618 |
2,692.00 |
|
HIGH |
2,666.25 |
|
0.618 |
2,650.50 |
|
0.500 |
2,645.50 |
|
0.382 |
2,640.50 |
|
LOW |
2,624.75 |
|
0.618 |
2,599.00 |
|
1.000 |
2,583.25 |
|
1.618 |
2,557.50 |
|
2.618 |
2,516.00 |
|
4.250 |
2,448.50 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.50 |
2,645.00 |
| PP |
2,640.25 |
2,640.00 |
| S1 |
2,635.25 |
2,635.00 |
|