| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,494.0 |
2,536.0 |
42.0 |
1.7% |
2,450.0 |
| High |
2,523.0 |
2,563.0 |
40.0 |
1.6% |
2,563.0 |
| Low |
2,489.0 |
2,521.0 |
32.0 |
1.3% |
2,443.0 |
| Close |
2,518.0 |
2,552.0 |
34.0 |
1.4% |
2,552.0 |
| Range |
34.0 |
42.0 |
8.0 |
23.5% |
120.0 |
| ATR |
43.4 |
43.6 |
0.1 |
0.3% |
0.0 |
| Volume |
455,186 |
566,393 |
111,207 |
24.4% |
2,511,909 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.3 |
2,653.7 |
2,575.1 |
|
| R3 |
2,629.3 |
2,611.7 |
2,563.6 |
|
| R2 |
2,587.3 |
2,587.3 |
2,559.7 |
|
| R1 |
2,569.7 |
2,569.7 |
2,555.9 |
2,578.5 |
| PP |
2,545.3 |
2,545.3 |
2,545.3 |
2,549.8 |
| S1 |
2,527.7 |
2,527.7 |
2,548.2 |
2,536.5 |
| S2 |
2,503.3 |
2,503.3 |
2,544.3 |
|
| S3 |
2,461.3 |
2,485.7 |
2,540.5 |
|
| S4 |
2,419.3 |
2,443.7 |
2,528.9 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.3 |
2,835.7 |
2,618.0 |
|
| R3 |
2,759.3 |
2,715.7 |
2,585.0 |
|
| R2 |
2,639.3 |
2,639.3 |
2,574.0 |
|
| R1 |
2,595.7 |
2,595.7 |
2,563.0 |
2,617.5 |
| PP |
2,519.3 |
2,519.3 |
2,519.3 |
2,530.3 |
| S1 |
2,475.7 |
2,475.7 |
2,541.0 |
2,497.5 |
| S2 |
2,399.3 |
2,399.3 |
2,530.0 |
|
| S3 |
2,279.3 |
2,355.7 |
2,519.0 |
|
| S4 |
2,159.3 |
2,235.7 |
2,486.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,563.0 |
2,423.0 |
140.0 |
5.5% |
41.2 |
1.6% |
92% |
True |
False |
681,063 |
| 10 |
2,563.0 |
2,423.0 |
140.0 |
5.5% |
40.7 |
1.6% |
92% |
True |
False |
833,309 |
| 20 |
2,563.0 |
2,423.0 |
140.0 |
5.5% |
41.8 |
1.6% |
92% |
True |
False |
815,012 |
| 40 |
2,578.0 |
2,423.0 |
155.0 |
6.1% |
42.5 |
1.7% |
83% |
False |
False |
905,284 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
41.1 |
1.6% |
80% |
False |
False |
785,941 |
| 80 |
2,594.0 |
2,235.0 |
359.0 |
14.1% |
41.5 |
1.6% |
88% |
False |
False |
589,874 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
18.8% |
42.0 |
1.6% |
91% |
False |
False |
474,045 |
| 120 |
2,594.0 |
2,087.0 |
507.0 |
19.9% |
42.4 |
1.7% |
92% |
False |
False |
396,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.5 |
|
2.618 |
2,673.0 |
|
1.618 |
2,631.0 |
|
1.000 |
2,605.0 |
|
0.618 |
2,589.0 |
|
HIGH |
2,563.0 |
|
0.618 |
2,547.0 |
|
0.500 |
2,542.0 |
|
0.382 |
2,537.0 |
|
LOW |
2,521.0 |
|
0.618 |
2,495.0 |
|
1.000 |
2,479.0 |
|
1.618 |
2,453.0 |
|
2.618 |
2,411.0 |
|
4.250 |
2,342.5 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,548.7 |
2,541.8 |
| PP |
2,545.3 |
2,531.7 |
| S1 |
2,542.0 |
2,521.5 |
|