| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,561.0 |
2,530.0 |
-31.0 |
-1.2% |
2,450.0 |
| High |
2,563.0 |
2,564.0 |
1.0 |
0.0% |
2,563.0 |
| Low |
2,532.0 |
2,519.0 |
-13.0 |
-0.5% |
2,443.0 |
| Close |
2,540.0 |
2,547.0 |
7.0 |
0.3% |
2,552.0 |
| Range |
31.0 |
45.0 |
14.0 |
45.2% |
120.0 |
| ATR |
41.0 |
41.3 |
0.3 |
0.7% |
0.0 |
| Volume |
954,741 |
997,347 |
42,606 |
4.5% |
2,511,909 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.3 |
2,657.7 |
2,571.8 |
|
| R3 |
2,633.3 |
2,612.7 |
2,559.4 |
|
| R2 |
2,588.3 |
2,588.3 |
2,555.3 |
|
| R1 |
2,567.7 |
2,567.7 |
2,551.1 |
2,578.0 |
| PP |
2,543.3 |
2,543.3 |
2,543.3 |
2,548.5 |
| S1 |
2,522.7 |
2,522.7 |
2,542.9 |
2,533.0 |
| S2 |
2,498.3 |
2,498.3 |
2,538.8 |
|
| S3 |
2,453.3 |
2,477.7 |
2,534.6 |
|
| S4 |
2,408.3 |
2,432.7 |
2,522.3 |
|
|
| 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 |
2,564.0 |
2,489.0 |
75.0 |
2.9% |
34.0 |
1.3% |
77% |
True |
False |
740,358 |
| 10 |
2,564.0 |
2,423.0 |
141.0 |
5.5% |
38.3 |
1.5% |
88% |
True |
False |
834,877 |
| 20 |
2,564.0 |
2,423.0 |
141.0 |
5.5% |
40.3 |
1.6% |
88% |
True |
False |
849,029 |
| 40 |
2,578.0 |
2,423.0 |
155.0 |
6.1% |
40.2 |
1.6% |
80% |
False |
False |
897,403 |
| 60 |
2,594.0 |
2,407.0 |
187.0 |
7.3% |
40.8 |
1.6% |
75% |
False |
False |
830,215 |
| 80 |
2,594.0 |
2,379.0 |
215.0 |
8.4% |
39.1 |
1.5% |
78% |
False |
False |
623,362 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
18.8% |
41.5 |
1.6% |
90% |
False |
False |
500,237 |
| 120 |
2,594.0 |
2,097.0 |
497.0 |
19.5% |
41.8 |
1.6% |
91% |
False |
False |
418,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.3 |
|
2.618 |
2,681.8 |
|
1.618 |
2,636.8 |
|
1.000 |
2,609.0 |
|
0.618 |
2,591.8 |
|
HIGH |
2,564.0 |
|
0.618 |
2,546.8 |
|
0.500 |
2,541.5 |
|
0.382 |
2,536.2 |
|
LOW |
2,519.0 |
|
0.618 |
2,491.2 |
|
1.000 |
2,474.0 |
|
1.618 |
2,446.2 |
|
2.618 |
2,401.2 |
|
4.250 |
2,327.8 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.2 |
2,545.2 |
| PP |
2,543.3 |
2,543.3 |
| S1 |
2,541.5 |
2,541.5 |
|