| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,721.7 |
1,718.4 |
-3.3 |
-0.2% |
1,758.0 |
| High |
1,726.6 |
1,719.6 |
-7.0 |
-0.4% |
1,758.4 |
| Low |
1,718.8 |
1,690.0 |
-28.8 |
-1.7% |
1,712.9 |
| Close |
1,725.4 |
1,699.9 |
-25.5 |
-1.5% |
1,716.9 |
| Range |
7.8 |
29.6 |
21.8 |
279.5% |
45.5 |
| ATR |
16.5 |
17.8 |
1.4 |
8.2% |
0.0 |
| Volume |
881 |
795 |
-86 |
-9.8% |
12,354 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,792.0 |
1,775.5 |
1,716.2 |
|
| R3 |
1,762.4 |
1,745.9 |
1,708.0 |
|
| R2 |
1,732.8 |
1,732.8 |
1,705.3 |
|
| R1 |
1,716.3 |
1,716.3 |
1,702.6 |
1,709.8 |
| PP |
1,703.2 |
1,703.2 |
1,703.2 |
1,699.9 |
| S1 |
1,686.7 |
1,686.7 |
1,697.2 |
1,680.2 |
| S2 |
1,673.6 |
1,673.6 |
1,694.5 |
|
| S3 |
1,644.0 |
1,657.1 |
1,691.8 |
|
| S4 |
1,614.4 |
1,627.5 |
1,683.6 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,865.9 |
1,836.9 |
1,741.9 |
|
| R3 |
1,820.4 |
1,791.4 |
1,729.4 |
|
| R2 |
1,774.9 |
1,774.9 |
1,725.2 |
|
| R1 |
1,745.9 |
1,745.9 |
1,721.1 |
1,737.7 |
| PP |
1,729.4 |
1,729.4 |
1,729.4 |
1,725.3 |
| S1 |
1,700.4 |
1,700.4 |
1,712.7 |
1,692.2 |
| S2 |
1,683.9 |
1,683.9 |
1,708.6 |
|
| S3 |
1,638.4 |
1,654.9 |
1,704.4 |
|
| S4 |
1,592.9 |
1,609.4 |
1,691.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,747.9 |
1,690.0 |
57.9 |
3.4% |
20.8 |
1.2% |
17% |
False |
True |
1,824 |
| 10 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
16.6 |
1.0% |
14% |
False |
True |
1,871 |
| 20 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
17.1 |
1.0% |
14% |
False |
True |
1,872 |
| 40 |
1,785.9 |
1,679.1 |
106.8 |
6.3% |
15.6 |
0.9% |
19% |
False |
False |
1,591 |
| 60 |
1,803.0 |
1,679.1 |
123.9 |
7.3% |
16.0 |
0.9% |
17% |
False |
False |
1,403 |
| 80 |
1,803.0 |
1,601.3 |
201.7 |
11.9% |
15.7 |
0.9% |
49% |
False |
False |
1,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,845.4 |
|
2.618 |
1,797.1 |
|
1.618 |
1,767.5 |
|
1.000 |
1,749.2 |
|
0.618 |
1,737.9 |
|
HIGH |
1,719.6 |
|
0.618 |
1,708.3 |
|
0.500 |
1,704.8 |
|
0.382 |
1,701.3 |
|
LOW |
1,690.0 |
|
0.618 |
1,671.7 |
|
1.000 |
1,660.4 |
|
1.618 |
1,642.1 |
|
2.618 |
1,612.5 |
|
4.250 |
1,564.2 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,704.8 |
1,713.7 |
| PP |
1,703.2 |
1,709.1 |
| S1 |
1,701.5 |
1,704.5 |
|