| 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 |
2,595.0 |
2,587.0 |
-8.0 |
-0.3% |
2,542.0 |
| High |
2,605.0 |
2,611.0 |
6.0 |
0.2% |
2,583.0 |
| Low |
2,572.0 |
2,583.0 |
11.0 |
0.4% |
2,512.0 |
| Close |
2,579.0 |
2,595.0 |
16.0 |
0.6% |
2,571.0 |
| Range |
33.0 |
28.0 |
-5.0 |
-15.2% |
71.0 |
| ATR |
33.7 |
33.6 |
-0.1 |
-0.4% |
0.0 |
| Volume |
63,345 |
92,353 |
29,008 |
45.8% |
84,342 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.3 |
2,665.7 |
2,610.4 |
|
| R3 |
2,652.3 |
2,637.7 |
2,602.7 |
|
| R2 |
2,624.3 |
2,624.3 |
2,600.1 |
|
| R1 |
2,609.7 |
2,609.7 |
2,597.6 |
2,617.0 |
| PP |
2,596.3 |
2,596.3 |
2,596.3 |
2,600.0 |
| S1 |
2,581.7 |
2,581.7 |
2,592.4 |
2,589.0 |
| S2 |
2,568.3 |
2,568.3 |
2,589.9 |
|
| S3 |
2,540.3 |
2,553.7 |
2,587.3 |
|
| S4 |
2,512.3 |
2,525.7 |
2,579.6 |
|
|
| 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 |
2,611.0 |
2,565.0 |
46.0 |
1.8% |
27.2 |
1.0% |
65% |
True |
False |
67,416 |
| 10 |
2,611.0 |
2,512.0 |
99.0 |
3.8% |
28.0 |
1.1% |
84% |
True |
False |
41,736 |
| 20 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
30.8 |
1.2% |
92% |
True |
False |
21,001 |
| 40 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
33.5 |
1.3% |
92% |
True |
False |
13,119 |
| 60 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
33.7 |
1.3% |
92% |
True |
False |
11,137 |
| 80 |
2,611.0 |
2,379.0 |
232.0 |
8.9% |
34.0 |
1.3% |
93% |
True |
False |
8,821 |
| 100 |
2,611.0 |
2,117.0 |
494.0 |
19.0% |
34.6 |
1.3% |
97% |
True |
False |
7,092 |
| 120 |
2,611.0 |
2,101.0 |
510.0 |
19.7% |
32.4 |
1.2% |
97% |
True |
False |
5,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.0 |
|
2.618 |
2,684.3 |
|
1.618 |
2,656.3 |
|
1.000 |
2,639.0 |
|
0.618 |
2,628.3 |
|
HIGH |
2,611.0 |
|
0.618 |
2,600.3 |
|
0.500 |
2,597.0 |
|
0.382 |
2,593.7 |
|
LOW |
2,583.0 |
|
0.618 |
2,565.7 |
|
1.000 |
2,555.0 |
|
1.618 |
2,537.7 |
|
2.618 |
2,509.7 |
|
4.250 |
2,464.0 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,597.0 |
2,592.8 |
| PP |
2,596.3 |
2,590.7 |
| S1 |
2,595.7 |
2,588.5 |
|