| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1,404.25 |
1,406.75 |
2.50 |
0.2% |
1,395.25 |
| High |
1,412.50 |
1,417.00 |
4.50 |
0.3% |
1,412.50 |
| Low |
1,403.00 |
1,398.50 |
-4.50 |
-0.3% |
1,376.50 |
| Close |
1,407.75 |
1,400.75 |
-7.00 |
-0.5% |
1,407.75 |
| Range |
9.50 |
18.50 |
9.00 |
94.7% |
36.00 |
| ATR |
17.40 |
17.48 |
0.08 |
0.5% |
0.00 |
| Volume |
8,260 |
6,455 |
-1,805 |
-21.9% |
41,408 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.00 |
1,449.25 |
1,411.00 |
|
| R3 |
1,442.50 |
1,430.75 |
1,405.75 |
|
| R2 |
1,424.00 |
1,424.00 |
1,404.25 |
|
| R1 |
1,412.25 |
1,412.25 |
1,402.50 |
1,409.00 |
| PP |
1,405.50 |
1,405.50 |
1,405.50 |
1,403.75 |
| S1 |
1,393.75 |
1,393.75 |
1,399.00 |
1,390.50 |
| S2 |
1,387.00 |
1,387.00 |
1,397.25 |
|
| S3 |
1,368.50 |
1,375.25 |
1,395.75 |
|
| S4 |
1,350.00 |
1,356.75 |
1,390.50 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,507.00 |
1,493.25 |
1,427.50 |
|
| R3 |
1,471.00 |
1,457.25 |
1,417.75 |
|
| R2 |
1,435.00 |
1,435.00 |
1,414.25 |
|
| R1 |
1,421.25 |
1,421.25 |
1,411.00 |
1,428.00 |
| PP |
1,399.00 |
1,399.00 |
1,399.00 |
1,402.25 |
| S1 |
1,385.25 |
1,385.25 |
1,404.50 |
1,392.00 |
| S2 |
1,363.00 |
1,363.00 |
1,401.25 |
|
| S3 |
1,327.00 |
1,349.25 |
1,397.75 |
|
| S4 |
1,291.00 |
1,313.25 |
1,388.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,417.00 |
1,376.50 |
40.50 |
2.9% |
16.00 |
1.1% |
60% |
True |
False |
8,828 |
| 10 |
1,417.00 |
1,353.75 |
63.25 |
4.5% |
15.75 |
1.1% |
74% |
True |
False |
7,524 |
| 20 |
1,424.00 |
1,333.75 |
90.25 |
6.4% |
18.75 |
1.3% |
74% |
False |
False |
5,412 |
| 40 |
1,452.50 |
1,333.75 |
118.75 |
8.5% |
18.00 |
1.3% |
56% |
False |
False |
3,353 |
| 60 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
16.50 |
1.2% |
53% |
False |
False |
2,691 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
14.75 |
1.0% |
53% |
False |
False |
2,115 |
| 100 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
14.00 |
1.0% |
59% |
False |
False |
1,709 |
| 120 |
1,461.00 |
1,293.00 |
168.00 |
12.0% |
13.00 |
0.9% |
64% |
False |
False |
1,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,495.50 |
|
2.618 |
1,465.50 |
|
1.618 |
1,447.00 |
|
1.000 |
1,435.50 |
|
0.618 |
1,428.50 |
|
HIGH |
1,417.00 |
|
0.618 |
1,410.00 |
|
0.500 |
1,407.75 |
|
0.382 |
1,405.50 |
|
LOW |
1,398.50 |
|
0.618 |
1,387.00 |
|
1.000 |
1,380.00 |
|
1.618 |
1,368.50 |
|
2.618 |
1,350.00 |
|
4.250 |
1,320.00 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.75 |
1,407.25 |
| PP |
1,405.50 |
1,405.00 |
| S1 |
1,403.00 |
1,403.00 |
|