| 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 |
12,835 |
12,961 |
126 |
1.0% |
12,842 |
| High |
13,002 |
13,001 |
-1 |
0.0% |
12,984 |
| Low |
12,834 |
12,925 |
91 |
0.7% |
12,664 |
| Close |
12,953 |
12,992 |
39 |
0.3% |
12,933 |
| Range |
168 |
76 |
-92 |
-54.8% |
320 |
| ATR |
130 |
126 |
-4 |
-3.0% |
0 |
| Volume |
1,069 |
1,595 |
526 |
49.2% |
878 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,201 |
13,172 |
13,034 |
|
| R3 |
13,125 |
13,096 |
13,013 |
|
| R2 |
13,049 |
13,049 |
13,006 |
|
| R1 |
13,020 |
13,020 |
12,999 |
13,035 |
| PP |
12,973 |
12,973 |
12,973 |
12,980 |
| S1 |
12,944 |
12,944 |
12,985 |
12,959 |
| S2 |
12,897 |
12,897 |
12,978 |
|
| S3 |
12,821 |
12,868 |
12,971 |
|
| S4 |
12,745 |
12,792 |
12,950 |
|
|
| 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% |
115 |
0.9% |
94% |
False |
False |
691 |
| 10 |
13,002 |
12,664 |
338 |
2.6% |
128 |
1.0% |
97% |
False |
False |
422 |
| 20 |
13,002 |
12,380 |
622 |
4.8% |
130 |
1.0% |
98% |
False |
False |
239 |
| 40 |
13,438 |
12,380 |
1,058 |
8.1% |
113 |
0.9% |
58% |
False |
False |
124 |
| 60 |
13,486 |
12,380 |
1,106 |
8.5% |
95 |
0.7% |
55% |
False |
False |
90 |
| 80 |
13,486 |
12,380 |
1,106 |
8.5% |
77 |
0.6% |
55% |
False |
False |
68 |
| 100 |
13,486 |
12,378 |
1,108 |
8.5% |
61 |
0.5% |
55% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,324 |
|
2.618 |
13,200 |
|
1.618 |
13,124 |
|
1.000 |
13,077 |
|
0.618 |
13,048 |
|
HIGH |
13,001 |
|
0.618 |
12,972 |
|
0.500 |
12,963 |
|
0.382 |
12,954 |
|
LOW |
12,925 |
|
0.618 |
12,878 |
|
1.000 |
12,849 |
|
1.618 |
12,802 |
|
2.618 |
12,726 |
|
4.250 |
12,602 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,982 |
12,967 |
| PP |
12,973 |
12,942 |
| S1 |
12,963 |
12,917 |
|