| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
9,395 |
9,515 |
120 |
1.3% |
9,435 |
| High |
9,550 |
9,570 |
20 |
0.2% |
9,540 |
| Low |
9,390 |
9,510 |
120 |
1.3% |
9,225 |
| Close |
9,520 |
9,545 |
25 |
0.3% |
9,505 |
| Range |
160 |
60 |
-100 |
-62.5% |
315 |
| ATR |
140 |
134 |
-6 |
-4.1% |
0 |
| Volume |
8,023 |
7,709 |
-314 |
-3.9% |
32,148 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,722 |
9,693 |
9,578 |
|
| R3 |
9,662 |
9,633 |
9,562 |
|
| R2 |
9,602 |
9,602 |
9,556 |
|
| R1 |
9,573 |
9,573 |
9,551 |
9,588 |
| PP |
9,542 |
9,542 |
9,542 |
9,549 |
| S1 |
9,513 |
9,513 |
9,540 |
9,528 |
| S2 |
9,482 |
9,482 |
9,534 |
|
| S3 |
9,422 |
9,453 |
9,529 |
|
| S4 |
9,362 |
9,393 |
9,512 |
|
|
| 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 |
9,570 |
9,390 |
180 |
1.9% |
105 |
1.1% |
86% |
True |
False |
7,293 |
| 10 |
9,570 |
9,225 |
345 |
3.6% |
125 |
1.3% |
93% |
True |
False |
6,790 |
| 20 |
9,570 |
8,625 |
945 |
9.9% |
136 |
1.4% |
97% |
True |
False |
6,912 |
| 40 |
9,570 |
8,505 |
1,065 |
11.2% |
145 |
1.5% |
98% |
True |
False |
6,050 |
| 60 |
9,570 |
8,505 |
1,065 |
11.2% |
141 |
1.5% |
98% |
True |
False |
5,528 |
| 80 |
9,570 |
8,505 |
1,065 |
11.2% |
126 |
1.3% |
98% |
True |
False |
4,557 |
| 100 |
9,570 |
8,365 |
1,205 |
12.6% |
103 |
1.1% |
98% |
True |
False |
3,646 |
| 120 |
9,570 |
8,365 |
1,205 |
12.6% |
86 |
0.9% |
98% |
True |
False |
3,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,825 |
|
2.618 |
9,727 |
|
1.618 |
9,667 |
|
1.000 |
9,630 |
|
0.618 |
9,607 |
|
HIGH |
9,570 |
|
0.618 |
9,547 |
|
0.500 |
9,540 |
|
0.382 |
9,533 |
|
LOW |
9,510 |
|
0.618 |
9,473 |
|
1.000 |
9,450 |
|
1.618 |
9,413 |
|
2.618 |
9,353 |
|
4.250 |
9,255 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,543 |
9,523 |
| PP |
9,542 |
9,502 |
| S1 |
9,540 |
9,480 |
|