| 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 |
2,577.0 |
2,566.0 |
-11.0 |
-0.4% |
2,542.0 |
| High |
2,598.0 |
2,592.0 |
-6.0 |
-0.2% |
2,583.0 |
| Low |
2,565.0 |
2,566.0 |
1.0 |
0.0% |
2,512.0 |
| Close |
2,573.0 |
2,578.0 |
5.0 |
0.2% |
2,571.0 |
| Range |
33.0 |
26.0 |
-7.0 |
-21.2% |
71.0 |
| ATR |
34.4 |
33.8 |
-0.6 |
-1.7% |
0.0 |
| Volume |
60,657 |
116,264 |
55,607 |
91.7% |
84,342 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.7 |
2,643.3 |
2,592.3 |
|
| R3 |
2,630.7 |
2,617.3 |
2,585.2 |
|
| R2 |
2,604.7 |
2,604.7 |
2,582.8 |
|
| R1 |
2,591.3 |
2,591.3 |
2,580.4 |
2,598.0 |
| PP |
2,578.7 |
2,578.7 |
2,578.7 |
2,582.0 |
| S1 |
2,565.3 |
2,565.3 |
2,575.6 |
2,572.0 |
| S2 |
2,552.7 |
2,552.7 |
2,573.2 |
|
| S3 |
2,526.7 |
2,539.3 |
2,570.9 |
|
| S4 |
2,500.7 |
2,513.3 |
2,563.7 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.3 |
2,740.7 |
2,610.1 |
|
| R3 |
2,697.3 |
2,669.7 |
2,590.5 |
|
| R2 |
2,626.3 |
2,626.3 |
2,584.0 |
|
| R1 |
2,598.7 |
2,598.7 |
2,577.5 |
2,612.5 |
| PP |
2,555.3 |
2,555.3 |
2,555.3 |
2,562.3 |
| S1 |
2,527.7 |
2,527.7 |
2,564.5 |
2,541.5 |
| S2 |
2,484.3 |
2,484.3 |
2,558.0 |
|
| S3 |
2,413.3 |
2,456.7 |
2,551.5 |
|
| S4 |
2,342.3 |
2,385.7 |
2,532.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,598.0 |
2,512.0 |
86.0 |
3.3% |
27.6 |
1.1% |
77% |
False |
False |
50,733 |
| 10 |
2,598.0 |
2,481.0 |
117.0 |
4.5% |
26.0 |
1.0% |
83% |
False |
False |
26,196 |
| 20 |
2,598.0 |
2,417.0 |
181.0 |
7.0% |
33.3 |
1.3% |
89% |
False |
False |
13,292 |
| 40 |
2,598.0 |
2,417.0 |
181.0 |
7.0% |
34.0 |
1.3% |
89% |
False |
False |
9,231 |
| 60 |
2,598.0 |
2,417.0 |
181.0 |
7.0% |
34.2 |
1.3% |
89% |
False |
False |
8,732 |
| 80 |
2,598.0 |
2,379.0 |
219.0 |
8.5% |
33.4 |
1.3% |
91% |
False |
False |
6,876 |
| 100 |
2,598.0 |
2,117.0 |
481.0 |
18.7% |
34.1 |
1.3% |
96% |
False |
False |
5,535 |
| 120 |
2,598.0 |
2,101.0 |
497.0 |
19.3% |
32.1 |
1.2% |
96% |
False |
False |
4,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,702.5 |
|
2.618 |
2,660.1 |
|
1.618 |
2,634.1 |
|
1.000 |
2,618.0 |
|
0.618 |
2,608.1 |
|
HIGH |
2,592.0 |
|
0.618 |
2,582.1 |
|
0.500 |
2,579.0 |
|
0.382 |
2,575.9 |
|
LOW |
2,566.0 |
|
0.618 |
2,549.9 |
|
1.000 |
2,540.0 |
|
1.618 |
2,523.9 |
|
2.618 |
2,497.9 |
|
4.250 |
2,455.5 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,579.0 |
2,581.5 |
| PP |
2,578.7 |
2,580.3 |
| S1 |
2,578.3 |
2,579.2 |
|