| 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 |
12,860 |
12,835 |
-25 |
-0.2% |
12,842 |
| High |
12,930 |
13,002 |
72 |
0.6% |
12,984 |
| Low |
12,831 |
12,834 |
3 |
0.0% |
12,664 |
| Close |
12,859 |
12,953 |
94 |
0.7% |
12,933 |
| Range |
99 |
168 |
69 |
69.7% |
320 |
| ATR |
127 |
130 |
3 |
2.3% |
0 |
| Volume |
391 |
1,069 |
678 |
173.4% |
878 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,434 |
13,361 |
13,046 |
|
| R3 |
13,266 |
13,193 |
12,999 |
|
| R2 |
13,098 |
13,098 |
12,984 |
|
| R1 |
13,025 |
13,025 |
12,969 |
13,062 |
| PP |
12,930 |
12,930 |
12,930 |
12,948 |
| S1 |
12,857 |
12,857 |
12,938 |
12,894 |
| S2 |
12,762 |
12,762 |
12,922 |
|
| S3 |
12,594 |
12,689 |
12,907 |
|
| S4 |
12,426 |
12,521 |
12,861 |
|
|
| 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 |
13,002 |
12,831 |
171 |
1.3% |
120 |
0.9% |
71% |
True |
False |
449 |
| 10 |
13,002 |
12,623 |
379 |
2.9% |
132 |
1.0% |
87% |
True |
False |
277 |
| 20 |
13,150 |
12,380 |
770 |
5.9% |
144 |
1.1% |
74% |
False |
False |
161 |
| 40 |
13,438 |
12,380 |
1,058 |
8.2% |
114 |
0.9% |
54% |
False |
False |
84 |
| 60 |
13,486 |
12,380 |
1,106 |
8.5% |
94 |
0.7% |
52% |
False |
False |
63 |
| 80 |
13,486 |
12,380 |
1,106 |
8.5% |
76 |
0.6% |
52% |
False |
False |
48 |
| 100 |
13,486 |
12,378 |
1,108 |
8.6% |
61 |
0.5% |
52% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,716 |
|
2.618 |
13,442 |
|
1.618 |
13,274 |
|
1.000 |
13,170 |
|
0.618 |
13,106 |
|
HIGH |
13,002 |
|
0.618 |
12,938 |
|
0.500 |
12,918 |
|
0.382 |
12,898 |
|
LOW |
12,834 |
|
0.618 |
12,730 |
|
1.000 |
12,666 |
|
1.618 |
12,562 |
|
2.618 |
12,394 |
|
4.250 |
12,120 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,941 |
12,941 |
| PP |
12,930 |
12,929 |
| S1 |
12,918 |
12,917 |
|