| 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 |
12,917 |
12,860 |
-57 |
-0.4% |
12,842 |
| High |
13,000 |
12,930 |
-70 |
-0.5% |
12,984 |
| Low |
12,860 |
12,831 |
-29 |
-0.2% |
12,664 |
| Close |
12,875 |
12,859 |
-16 |
-0.1% |
12,933 |
| Range |
140 |
99 |
-41 |
-29.3% |
320 |
| ATR |
129 |
127 |
-2 |
-1.7% |
0 |
| Volume |
208 |
391 |
183 |
88.0% |
878 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,170 |
13,114 |
12,914 |
|
| R3 |
13,071 |
13,015 |
12,886 |
|
| R2 |
12,972 |
12,972 |
12,877 |
|
| R1 |
12,916 |
12,916 |
12,868 |
12,895 |
| PP |
12,873 |
12,873 |
12,873 |
12,863 |
| S1 |
12,817 |
12,817 |
12,850 |
12,796 |
| S2 |
12,774 |
12,774 |
12,841 |
|
| S3 |
12,675 |
12,718 |
12,832 |
|
| S4 |
12,576 |
12,619 |
12,805 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,820 |
13,697 |
13,109 |
|
| R3 |
13,500 |
13,377 |
13,021 |
|
| R2 |
13,180 |
13,180 |
12,992 |
|
| R1 |
13,057 |
13,057 |
12,962 |
13,119 |
| PP |
12,860 |
12,860 |
12,860 |
12,891 |
| S1 |
12,737 |
12,737 |
12,904 |
12,799 |
| S2 |
12,540 |
12,540 |
12,874 |
|
| S3 |
12,220 |
12,417 |
12,845 |
|
| S4 |
11,900 |
12,097 |
12,757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,000 |
12,664 |
336 |
2.6% |
131 |
1.0% |
58% |
False |
False |
261 |
| 10 |
13,000 |
12,617 |
383 |
3.0% |
122 |
1.0% |
63% |
False |
False |
180 |
| 20 |
13,150 |
12,380 |
770 |
6.0% |
143 |
1.1% |
62% |
False |
False |
108 |
| 40 |
13,469 |
12,380 |
1,089 |
8.5% |
113 |
0.9% |
44% |
False |
False |
58 |
| 60 |
13,486 |
12,380 |
1,106 |
8.6% |
91 |
0.7% |
43% |
False |
False |
45 |
| 80 |
13,486 |
12,380 |
1,106 |
8.6% |
74 |
0.6% |
43% |
False |
False |
34 |
| 100 |
13,486 |
12,378 |
1,108 |
8.6% |
59 |
0.5% |
43% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,351 |
|
2.618 |
13,189 |
|
1.618 |
13,090 |
|
1.000 |
13,029 |
|
0.618 |
12,991 |
|
HIGH |
12,930 |
|
0.618 |
12,892 |
|
0.500 |
12,881 |
|
0.382 |
12,869 |
|
LOW |
12,831 |
|
0.618 |
12,770 |
|
1.000 |
12,732 |
|
1.618 |
12,671 |
|
2.618 |
12,572 |
|
4.250 |
12,410 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,881 |
12,916 |
| PP |
12,873 |
12,897 |
| S1 |
12,866 |
12,878 |
|