| 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 |
9,460 |
9,505 |
45 |
0.5% |
9,435 |
| High |
9,540 |
9,535 |
-5 |
-0.1% |
9,540 |
| Low |
9,400 |
9,440 |
40 |
0.4% |
9,225 |
| Close |
9,505 |
9,445 |
-60 |
-0.6% |
9,505 |
| Range |
140 |
95 |
-45 |
-32.1% |
315 |
| ATR |
147 |
144 |
-4 |
-2.5% |
0 |
| Volume |
8,363 |
5,812 |
-2,551 |
-30.5% |
32,148 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,758 |
9,697 |
9,497 |
|
| R3 |
9,663 |
9,602 |
9,471 |
|
| R2 |
9,568 |
9,568 |
9,463 |
|
| R1 |
9,507 |
9,507 |
9,454 |
9,490 |
| PP |
9,473 |
9,473 |
9,473 |
9,465 |
| S1 |
9,412 |
9,412 |
9,436 |
9,395 |
| S2 |
9,378 |
9,378 |
9,428 |
|
| S3 |
9,283 |
9,317 |
9,419 |
|
| S4 |
9,188 |
9,222 |
9,393 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,368 |
10,252 |
9,678 |
|
| R3 |
10,053 |
9,937 |
9,592 |
|
| R2 |
9,738 |
9,738 |
9,563 |
|
| R1 |
9,622 |
9,622 |
9,534 |
9,680 |
| PP |
9,423 |
9,423 |
9,423 |
9,453 |
| S1 |
9,307 |
9,307 |
9,476 |
9,365 |
| S2 |
9,108 |
9,108 |
9,447 |
|
| S3 |
8,793 |
8,992 |
9,419 |
|
| S4 |
8,478 |
8,677 |
9,332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,540 |
9,225 |
315 |
3.3% |
134 |
1.4% |
70% |
False |
False |
6,418 |
| 10 |
9,540 |
9,090 |
450 |
4.8% |
140 |
1.5% |
79% |
False |
False |
6,881 |
| 20 |
9,540 |
8,625 |
915 |
9.7% |
143 |
1.5% |
90% |
False |
False |
6,355 |
| 40 |
9,540 |
8,505 |
1,035 |
11.0% |
149 |
1.6% |
91% |
False |
False |
5,735 |
| 60 |
9,540 |
8,505 |
1,035 |
11.0% |
142 |
1.5% |
91% |
False |
False |
5,592 |
| 80 |
9,540 |
8,505 |
1,035 |
11.0% |
123 |
1.3% |
91% |
False |
False |
4,279 |
| 100 |
9,540 |
8,365 |
1,175 |
12.4% |
100 |
1.1% |
92% |
False |
False |
3,424 |
| 120 |
9,540 |
8,365 |
1,175 |
12.4% |
85 |
0.9% |
92% |
False |
False |
2,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,939 |
|
2.618 |
9,784 |
|
1.618 |
9,689 |
|
1.000 |
9,630 |
|
0.618 |
9,594 |
|
HIGH |
9,535 |
|
0.618 |
9,499 |
|
0.500 |
9,488 |
|
0.382 |
9,476 |
|
LOW |
9,440 |
|
0.618 |
9,381 |
|
1.000 |
9,345 |
|
1.618 |
9,286 |
|
2.618 |
9,191 |
|
4.250 |
9,036 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,488 |
9,443 |
| PP |
9,473 |
9,442 |
| S1 |
9,459 |
9,440 |
|