| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
2,587.0 |
2,605.0 |
18.0 |
0.7% |
2,577.0 |
| High |
2,611.0 |
2,608.0 |
-3.0 |
-0.1% |
2,611.0 |
| Low |
2,583.0 |
2,582.0 |
-1.0 |
0.0% |
2,565.0 |
| Close |
2,595.0 |
2,590.0 |
-5.0 |
-0.2% |
2,590.0 |
| Range |
28.0 |
26.0 |
-2.0 |
-7.1% |
46.0 |
| ATR |
33.6 |
33.1 |
-0.5 |
-1.6% |
0.0 |
| Volume |
92,353 |
63,380 |
-28,973 |
-31.4% |
395,999 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.3 |
2,656.7 |
2,604.3 |
|
| R3 |
2,645.3 |
2,630.7 |
2,597.2 |
|
| R2 |
2,619.3 |
2,619.3 |
2,594.8 |
|
| R1 |
2,604.7 |
2,604.7 |
2,592.4 |
2,599.0 |
| PP |
2,593.3 |
2,593.3 |
2,593.3 |
2,590.5 |
| S1 |
2,578.7 |
2,578.7 |
2,587.6 |
2,573.0 |
| S2 |
2,567.3 |
2,567.3 |
2,585.2 |
|
| S3 |
2,541.3 |
2,552.7 |
2,582.9 |
|
| S4 |
2,515.3 |
2,526.7 |
2,575.7 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,726.7 |
2,704.3 |
2,615.3 |
|
| R3 |
2,680.7 |
2,658.3 |
2,602.7 |
|
| R2 |
2,634.7 |
2,634.7 |
2,598.4 |
|
| R1 |
2,612.3 |
2,612.3 |
2,594.2 |
2,623.5 |
| PP |
2,588.7 |
2,588.7 |
2,588.7 |
2,594.3 |
| S1 |
2,566.3 |
2,566.3 |
2,585.8 |
2,577.5 |
| S2 |
2,542.7 |
2,542.7 |
2,581.6 |
|
| S3 |
2,496.7 |
2,520.3 |
2,577.4 |
|
| S4 |
2,450.7 |
2,474.3 |
2,564.7 |
|
|
| 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% |
29.2 |
1.1% |
54% |
False |
False |
79,199 |
| 10 |
2,611.0 |
2,512.0 |
99.0 |
3.8% |
26.8 |
1.0% |
79% |
False |
False |
48,034 |
| 20 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
29.9 |
1.2% |
89% |
False |
False |
24,158 |
| 40 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
33.6 |
1.3% |
89% |
False |
False |
14,702 |
| 60 |
2,611.0 |
2,417.0 |
194.0 |
7.5% |
33.7 |
1.3% |
89% |
False |
False |
12,076 |
| 80 |
2,611.0 |
2,379.0 |
232.0 |
9.0% |
34.3 |
1.3% |
91% |
False |
False |
9,613 |
| 100 |
2,611.0 |
2,117.0 |
494.0 |
19.1% |
34.2 |
1.3% |
96% |
False |
False |
7,721 |
| 120 |
2,611.0 |
2,101.0 |
510.0 |
19.7% |
32.5 |
1.3% |
96% |
False |
False |
6,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.5 |
|
2.618 |
2,676.1 |
|
1.618 |
2,650.1 |
|
1.000 |
2,634.0 |
|
0.618 |
2,624.1 |
|
HIGH |
2,608.0 |
|
0.618 |
2,598.1 |
|
0.500 |
2,595.0 |
|
0.382 |
2,591.9 |
|
LOW |
2,582.0 |
|
0.618 |
2,565.9 |
|
1.000 |
2,556.0 |
|
1.618 |
2,539.9 |
|
2.618 |
2,513.9 |
|
4.250 |
2,471.5 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,595.0 |
2,591.5 |
| PP |
2,593.3 |
2,591.0 |
| S1 |
2,591.7 |
2,590.5 |
|