| 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 |
9,505 |
9,460 |
-45 |
-0.5% |
9,435 |
| High |
9,535 |
9,465 |
-70 |
-0.7% |
9,540 |
| Low |
9,440 |
9,395 |
-45 |
-0.5% |
9,225 |
| Close |
9,445 |
9,415 |
-30 |
-0.3% |
9,505 |
| Range |
95 |
70 |
-25 |
-26.3% |
315 |
| ATR |
144 |
138 |
-5 |
-3.7% |
0 |
| Volume |
5,812 |
6,559 |
747 |
12.9% |
32,148 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,635 |
9,595 |
9,454 |
|
| R3 |
9,565 |
9,525 |
9,434 |
|
| R2 |
9,495 |
9,495 |
9,428 |
|
| R1 |
9,455 |
9,455 |
9,422 |
9,440 |
| PP |
9,425 |
9,425 |
9,425 |
9,418 |
| S1 |
9,385 |
9,385 |
9,409 |
9,370 |
| S2 |
9,355 |
9,355 |
9,402 |
|
| S3 |
9,285 |
9,315 |
9,396 |
|
| S4 |
9,215 |
9,245 |
9,377 |
|
|
| 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% |
126 |
1.3% |
60% |
False |
False |
6,480 |
| 10 |
9,540 |
9,100 |
440 |
4.7% |
133 |
1.4% |
72% |
False |
False |
6,831 |
| 20 |
9,540 |
8,625 |
915 |
9.7% |
143 |
1.5% |
86% |
False |
False |
6,555 |
| 40 |
9,540 |
8,505 |
1,035 |
11.0% |
147 |
1.6% |
88% |
False |
False |
5,848 |
| 60 |
9,540 |
8,505 |
1,035 |
11.0% |
142 |
1.5% |
88% |
False |
False |
5,589 |
| 80 |
9,540 |
8,505 |
1,035 |
11.0% |
124 |
1.3% |
88% |
False |
False |
4,361 |
| 100 |
9,540 |
8,365 |
1,175 |
12.5% |
101 |
1.1% |
89% |
False |
False |
3,489 |
| 120 |
9,540 |
8,365 |
1,175 |
12.5% |
85 |
0.9% |
89% |
False |
False |
2,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,763 |
|
2.618 |
9,648 |
|
1.618 |
9,578 |
|
1.000 |
9,535 |
|
0.618 |
9,508 |
|
HIGH |
9,465 |
|
0.618 |
9,438 |
|
0.500 |
9,430 |
|
0.382 |
9,422 |
|
LOW |
9,395 |
|
0.618 |
9,352 |
|
1.000 |
9,325 |
|
1.618 |
9,282 |
|
2.618 |
9,212 |
|
4.250 |
9,098 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,430 |
9,468 |
| PP |
9,425 |
9,450 |
| S1 |
9,420 |
9,433 |
|