| 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 |
1,718.4 |
1,703.4 |
-15.0 |
-0.9% |
1,758.0 |
| High |
1,719.6 |
1,712.0 |
-7.6 |
-0.4% |
1,758.4 |
| Low |
1,690.0 |
1,690.3 |
0.3 |
0.0% |
1,712.9 |
| Close |
1,699.9 |
1,698.0 |
-1.9 |
-0.1% |
1,716.9 |
| Range |
29.6 |
21.7 |
-7.9 |
-26.7% |
45.5 |
| ATR |
17.8 |
18.1 |
0.3 |
1.6% |
0.0 |
| Volume |
795 |
4,694 |
3,899 |
490.4% |
12,354 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.2 |
1,753.3 |
1,709.9 |
|
| R3 |
1,743.5 |
1,731.6 |
1,704.0 |
|
| R2 |
1,721.8 |
1,721.8 |
1,702.0 |
|
| R1 |
1,709.9 |
1,709.9 |
1,700.0 |
1,705.0 |
| PP |
1,700.1 |
1,700.1 |
1,700.1 |
1,697.7 |
| S1 |
1,688.2 |
1,688.2 |
1,696.0 |
1,683.3 |
| S2 |
1,678.4 |
1,678.4 |
1,694.0 |
|
| S3 |
1,656.7 |
1,666.5 |
1,692.0 |
|
| S4 |
1,635.0 |
1,644.8 |
1,686.1 |
|
|
| 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 |
1,737.3 |
1,690.0 |
47.3 |
2.8% |
18.1 |
1.1% |
17% |
False |
False |
2,200 |
| 10 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
17.7 |
1.0% |
12% |
False |
False |
2,131 |
| 20 |
1,759.5 |
1,690.0 |
69.5 |
4.1% |
16.4 |
1.0% |
12% |
False |
False |
2,062 |
| 40 |
1,780.7 |
1,679.1 |
101.6 |
6.0% |
15.7 |
0.9% |
19% |
False |
False |
1,704 |
| 60 |
1,803.0 |
1,679.1 |
123.9 |
7.3% |
16.2 |
1.0% |
15% |
False |
False |
1,468 |
| 80 |
1,803.0 |
1,601.3 |
201.7 |
11.9% |
16.0 |
0.9% |
48% |
False |
False |
1,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,804.2 |
|
2.618 |
1,768.8 |
|
1.618 |
1,747.1 |
|
1.000 |
1,733.7 |
|
0.618 |
1,725.4 |
|
HIGH |
1,712.0 |
|
0.618 |
1,703.7 |
|
0.500 |
1,701.2 |
|
0.382 |
1,698.6 |
|
LOW |
1,690.3 |
|
0.618 |
1,676.9 |
|
1.000 |
1,668.6 |
|
1.618 |
1,655.2 |
|
2.618 |
1,633.5 |
|
4.250 |
1,598.1 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,701.2 |
1,708.3 |
| PP |
1,700.1 |
1,704.9 |
| S1 |
1,699.1 |
1,701.4 |
|