| 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 |
1,729.4 |
1,718.5 |
-10.9 |
-0.6% |
1,755.0 |
| High |
1,735.6 |
1,726.2 |
-9.4 |
-0.5% |
1,756.2 |
| Low |
1,712.8 |
1,717.6 |
4.8 |
0.3% |
1,710.0 |
| Close |
1,714.8 |
1,723.3 |
8.5 |
0.5% |
1,714.8 |
| Range |
22.8 |
8.6 |
-14.2 |
-62.3% |
46.2 |
| ATR |
17.2 |
16.8 |
-0.4 |
-2.4% |
0.0 |
| Volume |
2,004 |
1,142 |
-862 |
-43.0% |
17,977 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,748.2 |
1,744.3 |
1,728.0 |
|
| R3 |
1,739.6 |
1,735.7 |
1,725.7 |
|
| R2 |
1,731.0 |
1,731.0 |
1,724.9 |
|
| R1 |
1,727.1 |
1,727.1 |
1,724.1 |
1,729.1 |
| PP |
1,722.4 |
1,722.4 |
1,722.4 |
1,723.3 |
| S1 |
1,718.5 |
1,718.5 |
1,722.5 |
1,720.5 |
| S2 |
1,713.8 |
1,713.8 |
1,721.7 |
|
| S3 |
1,705.2 |
1,709.9 |
1,720.9 |
|
| S4 |
1,696.6 |
1,701.3 |
1,718.6 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,865.6 |
1,836.4 |
1,740.2 |
|
| R3 |
1,819.4 |
1,790.2 |
1,727.5 |
|
| R2 |
1,773.2 |
1,773.2 |
1,723.3 |
|
| R1 |
1,744.0 |
1,744.0 |
1,719.0 |
1,735.5 |
| PP |
1,727.0 |
1,727.0 |
1,727.0 |
1,722.8 |
| S1 |
1,697.8 |
1,697.8 |
1,710.6 |
1,689.3 |
| S2 |
1,680.8 |
1,680.8 |
1,706.3 |
|
| S3 |
1,634.6 |
1,651.6 |
1,702.1 |
|
| S4 |
1,588.4 |
1,605.4 |
1,689.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,755.9 |
1,710.0 |
45.9 |
2.7% |
17.7 |
1.0% |
29% |
False |
False |
3,676 |
| 10 |
1,757.9 |
1,710.0 |
47.9 |
2.8% |
15.5 |
0.9% |
28% |
False |
False |
2,657 |
| 20 |
1,757.9 |
1,678.0 |
79.9 |
4.6% |
16.1 |
0.9% |
57% |
False |
False |
2,681 |
| 40 |
1,784.5 |
1,678.0 |
106.5 |
6.2% |
15.4 |
0.9% |
43% |
False |
False |
1,739 |
| 60 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
15.9 |
0.9% |
37% |
False |
False |
1,549 |
| 80 |
1,801.8 |
1,598.8 |
203.0 |
11.8% |
15.9 |
0.9% |
61% |
False |
False |
1,278 |
| 100 |
1,801.8 |
1,578.8 |
223.0 |
12.9% |
14.1 |
0.8% |
65% |
False |
False |
1,119 |
| 120 |
1,801.8 |
1,558.6 |
243.2 |
14.1% |
13.4 |
0.8% |
68% |
False |
False |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,762.8 |
|
2.618 |
1,748.7 |
|
1.618 |
1,740.1 |
|
1.000 |
1,734.8 |
|
0.618 |
1,731.5 |
|
HIGH |
1,726.2 |
|
0.618 |
1,722.9 |
|
0.500 |
1,721.9 |
|
0.382 |
1,720.9 |
|
LOW |
1,717.6 |
|
0.618 |
1,712.3 |
|
1.000 |
1,709.0 |
|
1.618 |
1,703.7 |
|
2.618 |
1,695.1 |
|
4.250 |
1,681.1 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,722.8 |
1,724.2 |
| PP |
1,722.4 |
1,723.9 |
| S1 |
1,721.9 |
1,723.6 |
|