| 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 |
1,396.75 |
1,400.25 |
3.50 |
0.3% |
1,395.25 |
| High |
1,408.25 |
1,407.25 |
-1.00 |
-0.1% |
1,412.50 |
| Low |
1,390.50 |
1,398.00 |
7.50 |
0.5% |
1,376.50 |
| Close |
1,402.00 |
1,406.75 |
4.75 |
0.3% |
1,407.75 |
| Range |
17.75 |
9.25 |
-8.50 |
-47.9% |
36.00 |
| ATR |
16.98 |
16.43 |
-0.55 |
-3.3% |
0.00 |
| Volume |
30,268 |
22,978 |
-7,290 |
-24.1% |
41,408 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.75 |
1,428.50 |
1,411.75 |
|
| R3 |
1,422.50 |
1,419.25 |
1,409.25 |
|
| R2 |
1,413.25 |
1,413.25 |
1,408.50 |
|
| R1 |
1,410.00 |
1,410.00 |
1,407.50 |
1,411.50 |
| PP |
1,404.00 |
1,404.00 |
1,404.00 |
1,404.75 |
| S1 |
1,400.75 |
1,400.75 |
1,406.00 |
1,402.50 |
| S2 |
1,394.75 |
1,394.75 |
1,405.00 |
|
| S3 |
1,385.50 |
1,391.50 |
1,404.25 |
|
| S4 |
1,376.25 |
1,382.25 |
1,401.75 |
|
|
| 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 |
1,390.50 |
26.50 |
1.9% |
13.00 |
0.9% |
61% |
False |
False |
20,755 |
| 10 |
1,417.00 |
1,376.50 |
40.50 |
2.9% |
14.50 |
1.0% |
75% |
False |
False |
14,107 |
| 20 |
1,417.00 |
1,333.75 |
83.25 |
5.9% |
16.75 |
1.2% |
88% |
False |
False |
9,546 |
| 40 |
1,452.50 |
1,333.75 |
118.75 |
8.4% |
18.00 |
1.3% |
61% |
False |
False |
5,469 |
| 60 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
16.50 |
1.2% |
57% |
False |
False |
4,173 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
14.75 |
1.0% |
57% |
False |
False |
3,226 |
| 100 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
14.00 |
1.0% |
63% |
False |
False |
2,596 |
| 120 |
1,461.00 |
1,293.00 |
168.00 |
11.9% |
13.00 |
0.9% |
68% |
False |
False |
2,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.50 |
|
2.618 |
1,431.50 |
|
1.618 |
1,422.25 |
|
1.000 |
1,416.50 |
|
0.618 |
1,413.00 |
|
HIGH |
1,407.25 |
|
0.618 |
1,403.75 |
|
0.500 |
1,402.50 |
|
0.382 |
1,401.50 |
|
LOW |
1,398.00 |
|
0.618 |
1,392.25 |
|
1.000 |
1,388.75 |
|
1.618 |
1,383.00 |
|
2.618 |
1,373.75 |
|
4.250 |
1,358.75 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,405.50 |
1,404.25 |
| PP |
1,404.00 |
1,401.75 |
| S1 |
1,402.50 |
1,399.50 |
|