| 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 |
9,460 |
9,395 |
-65 |
-0.7% |
9,435 |
| High |
9,465 |
9,550 |
85 |
0.9% |
9,540 |
| Low |
9,395 |
9,390 |
-5 |
-0.1% |
9,225 |
| Close |
9,415 |
9,520 |
105 |
1.1% |
9,505 |
| Range |
70 |
160 |
90 |
128.6% |
315 |
| ATR |
138 |
140 |
2 |
1.1% |
0 |
| Volume |
6,559 |
8,023 |
1,464 |
22.3% |
32,148 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,967 |
9,903 |
9,608 |
|
| R3 |
9,807 |
9,743 |
9,564 |
|
| R2 |
9,647 |
9,647 |
9,549 |
|
| R1 |
9,583 |
9,583 |
9,535 |
9,615 |
| PP |
9,487 |
9,487 |
9,487 |
9,503 |
| S1 |
9,423 |
9,423 |
9,505 |
9,455 |
| S2 |
9,327 |
9,327 |
9,491 |
|
| S3 |
9,167 |
9,263 |
9,476 |
|
| S4 |
9,007 |
9,103 |
9,432 |
|
|
| 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 |
9,550 |
9,340 |
210 |
2.2% |
120 |
1.3% |
86% |
True |
False |
6,766 |
| 10 |
9,550 |
9,175 |
375 |
3.9% |
136 |
1.4% |
92% |
True |
False |
7,014 |
| 20 |
9,550 |
8,625 |
925 |
9.7% |
146 |
1.5% |
97% |
True |
False |
6,835 |
| 40 |
9,550 |
8,505 |
1,045 |
11.0% |
147 |
1.5% |
97% |
True |
False |
5,955 |
| 60 |
9,550 |
8,505 |
1,045 |
11.0% |
144 |
1.5% |
97% |
True |
False |
5,450 |
| 80 |
9,550 |
8,505 |
1,045 |
11.0% |
125 |
1.3% |
97% |
True |
False |
4,461 |
| 100 |
9,550 |
8,365 |
1,185 |
12.4% |
102 |
1.1% |
97% |
True |
False |
3,569 |
| 120 |
9,550 |
8,365 |
1,185 |
12.4% |
86 |
0.9% |
97% |
True |
False |
2,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,230 |
|
2.618 |
9,969 |
|
1.618 |
9,809 |
|
1.000 |
9,710 |
|
0.618 |
9,649 |
|
HIGH |
9,550 |
|
0.618 |
9,489 |
|
0.500 |
9,470 |
|
0.382 |
9,451 |
|
LOW |
9,390 |
|
0.618 |
9,291 |
|
1.000 |
9,230 |
|
1.618 |
9,131 |
|
2.618 |
8,971 |
|
4.250 |
8,710 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,503 |
9,503 |
| PP |
9,487 |
9,487 |
| S1 |
9,470 |
9,470 |
|