| 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 |
1,717.7 |
1,697.7 |
-20.0 |
-1.2% |
1,754.7 |
| High |
1,719.2 |
1,708.3 |
-10.9 |
-0.6% |
1,754.7 |
| Low |
1,692.6 |
1,686.0 |
-6.6 |
-0.4% |
1,707.9 |
| Close |
1,695.8 |
1,693.8 |
-2.0 |
-0.1% |
1,712.7 |
| Range |
26.6 |
22.3 |
-4.3 |
-16.2% |
46.8 |
| ATR |
19.0 |
19.2 |
0.2 |
1.2% |
0.0 |
| Volume |
197,018 |
157,791 |
-39,227 |
-19.9% |
535,714 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,762.9 |
1,750.7 |
1,706.1 |
|
| R3 |
1,740.6 |
1,728.4 |
1,699.9 |
|
| R2 |
1,718.3 |
1,718.3 |
1,697.9 |
|
| R1 |
1,706.1 |
1,706.1 |
1,695.8 |
1,701.1 |
| PP |
1,696.0 |
1,696.0 |
1,696.0 |
1,693.5 |
| S1 |
1,683.8 |
1,683.8 |
1,691.8 |
1,678.8 |
| S2 |
1,673.7 |
1,673.7 |
1,689.7 |
|
| S3 |
1,651.4 |
1,661.5 |
1,687.7 |
|
| S4 |
1,629.1 |
1,639.2 |
1,681.5 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,865.5 |
1,835.9 |
1,738.4 |
|
| R3 |
1,818.7 |
1,789.1 |
1,725.6 |
|
| R2 |
1,771.9 |
1,771.9 |
1,721.3 |
|
| R1 |
1,742.3 |
1,742.3 |
1,717.0 |
1,733.7 |
| PP |
1,725.1 |
1,725.1 |
1,725.1 |
1,720.8 |
| S1 |
1,695.5 |
1,695.5 |
1,708.4 |
1,686.9 |
| S2 |
1,678.3 |
1,678.3 |
1,704.1 |
|
| S3 |
1,631.5 |
1,648.7 |
1,699.8 |
|
| S4 |
1,584.7 |
1,601.9 |
1,687.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,733.7 |
1,686.0 |
47.7 |
2.8% |
18.8 |
1.1% |
16% |
False |
True |
155,998 |
| 10 |
1,757.1 |
1,686.0 |
71.1 |
4.2% |
19.0 |
1.1% |
11% |
False |
True |
104,832 |
| 20 |
1,757.1 |
1,686.0 |
71.1 |
4.2% |
18.2 |
1.1% |
11% |
False |
True |
61,569 |
| 40 |
1,776.9 |
1,674.7 |
102.2 |
6.0% |
18.1 |
1.1% |
19% |
False |
False |
33,895 |
| 60 |
1,800.0 |
1,674.7 |
125.3 |
7.4% |
18.8 |
1.1% |
15% |
False |
False |
23,798 |
| 80 |
1,800.0 |
1,598.0 |
202.0 |
11.9% |
18.4 |
1.1% |
47% |
False |
False |
18,177 |
| 100 |
1,800.0 |
1,569.9 |
230.1 |
13.6% |
17.5 |
1.0% |
54% |
False |
False |
14,752 |
| 120 |
1,800.0 |
1,556.3 |
243.7 |
14.4% |
17.9 |
1.1% |
56% |
False |
False |
12,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,803.1 |
|
2.618 |
1,766.7 |
|
1.618 |
1,744.4 |
|
1.000 |
1,730.6 |
|
0.618 |
1,722.1 |
|
HIGH |
1,708.3 |
|
0.618 |
1,699.8 |
|
0.500 |
1,697.2 |
|
0.382 |
1,694.5 |
|
LOW |
1,686.0 |
|
0.618 |
1,672.2 |
|
1.000 |
1,663.7 |
|
1.618 |
1,649.9 |
|
2.618 |
1,627.6 |
|
4.250 |
1,591.2 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,697.2 |
1,705.5 |
| PP |
1,696.0 |
1,701.6 |
| S1 |
1,694.9 |
1,697.7 |
|