| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,719.6 |
1,725.2 |
5.6 |
0.3% |
1,751.5 |
| High |
1,729.0 |
1,731.2 |
2.2 |
0.1% |
1,752.3 |
| Low |
1,717.7 |
1,708.4 |
-9.3 |
-0.5% |
1,705.5 |
| Close |
1,727.2 |
1,710.9 |
-16.3 |
-0.9% |
1,710.9 |
| Range |
11.3 |
22.8 |
11.5 |
101.8% |
46.8 |
| ATR |
18.8 |
19.1 |
0.3 |
1.5% |
0.0 |
| Volume |
65,599 |
3,690 |
-61,909 |
-94.4% |
710,264 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.2 |
1,770.9 |
1,723.4 |
|
| R3 |
1,762.4 |
1,748.1 |
1,717.2 |
|
| R2 |
1,739.6 |
1,739.6 |
1,715.1 |
|
| R1 |
1,725.3 |
1,725.3 |
1,713.0 |
1,721.1 |
| PP |
1,716.8 |
1,716.8 |
1,716.8 |
1,714.7 |
| S1 |
1,702.5 |
1,702.5 |
1,708.8 |
1,698.3 |
| S2 |
1,694.0 |
1,694.0 |
1,706.7 |
|
| S3 |
1,671.2 |
1,679.7 |
1,704.6 |
|
| S4 |
1,648.4 |
1,656.9 |
1,698.4 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,863.3 |
1,833.9 |
1,736.6 |
|
| R3 |
1,816.5 |
1,787.1 |
1,723.8 |
|
| R2 |
1,769.7 |
1,769.7 |
1,719.5 |
|
| R1 |
1,740.3 |
1,740.3 |
1,715.2 |
1,731.6 |
| PP |
1,722.9 |
1,722.9 |
1,722.9 |
1,718.6 |
| S1 |
1,693.5 |
1,693.5 |
1,706.6 |
1,684.8 |
| S2 |
1,676.1 |
1,676.1 |
1,702.3 |
|
| S3 |
1,629.3 |
1,646.7 |
1,698.0 |
|
| S4 |
1,582.5 |
1,599.9 |
1,685.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,752.3 |
1,705.5 |
46.8 |
2.7% |
17.9 |
1.0% |
12% |
False |
False |
142,052 |
| 10 |
1,755.0 |
1,705.5 |
49.5 |
2.9% |
17.8 |
1.0% |
11% |
False |
False |
139,574 |
| 20 |
1,755.0 |
1,672.5 |
82.5 |
4.8% |
20.1 |
1.2% |
47% |
False |
False |
154,090 |
| 40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
18.7 |
1.1% |
31% |
False |
False |
138,424 |
| 60 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
20.1 |
1.2% |
31% |
False |
False |
147,183 |
| 80 |
1,798.1 |
1,592.1 |
206.0 |
12.0% |
19.7 |
1.2% |
58% |
False |
False |
137,661 |
| 100 |
1,798.1 |
1,559.5 |
238.6 |
13.9% |
19.8 |
1.2% |
63% |
False |
False |
121,864 |
| 120 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
20.5 |
1.2% |
65% |
False |
False |
102,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,828.1 |
|
2.618 |
1,790.9 |
|
1.618 |
1,768.1 |
|
1.000 |
1,754.0 |
|
0.618 |
1,745.3 |
|
HIGH |
1,731.2 |
|
0.618 |
1,722.5 |
|
0.500 |
1,719.8 |
|
0.382 |
1,717.1 |
|
LOW |
1,708.4 |
|
0.618 |
1,694.3 |
|
1.000 |
1,685.6 |
|
1.618 |
1,671.5 |
|
2.618 |
1,648.7 |
|
4.250 |
1,611.5 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,719.8 |
1,724.3 |
| PP |
1,716.8 |
1,719.8 |
| S1 |
1,713.9 |
1,715.4 |
|