| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,530.0 |
2,568.0 |
38.0 |
1.5% |
2,450.0 |
| High |
2,564.0 |
2,582.0 |
18.0 |
0.7% |
2,563.0 |
| Low |
2,519.0 |
2,559.0 |
40.0 |
1.6% |
2,443.0 |
| Close |
2,547.0 |
2,579.0 |
32.0 |
1.3% |
2,552.0 |
| Range |
45.0 |
23.0 |
-22.0 |
-48.9% |
120.0 |
| ATR |
41.3 |
40.8 |
-0.4 |
-1.1% |
0.0 |
| Volume |
997,347 |
864,430 |
-132,917 |
-13.3% |
2,511,909 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,642.3 |
2,633.7 |
2,591.7 |
|
| R3 |
2,619.3 |
2,610.7 |
2,585.3 |
|
| R2 |
2,596.3 |
2,596.3 |
2,583.2 |
|
| R1 |
2,587.7 |
2,587.7 |
2,581.1 |
2,592.0 |
| PP |
2,573.3 |
2,573.3 |
2,573.3 |
2,575.5 |
| S1 |
2,564.7 |
2,564.7 |
2,576.9 |
2,569.0 |
| S2 |
2,550.3 |
2,550.3 |
2,574.8 |
|
| S3 |
2,527.3 |
2,541.7 |
2,572.7 |
|
| S4 |
2,504.3 |
2,518.7 |
2,566.4 |
|
|
| 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 |
2,582.0 |
2,519.0 |
63.0 |
2.4% |
31.8 |
1.2% |
95% |
True |
False |
822,207 |
| 10 |
2,582.0 |
2,423.0 |
159.0 |
6.2% |
34.9 |
1.4% |
98% |
True |
False |
826,774 |
| 20 |
2,582.0 |
2,423.0 |
159.0 |
6.2% |
39.3 |
1.5% |
98% |
True |
False |
852,007 |
| 40 |
2,582.0 |
2,423.0 |
159.0 |
6.2% |
40.1 |
1.6% |
98% |
True |
False |
894,675 |
| 60 |
2,594.0 |
2,423.0 |
171.0 |
6.6% |
40.5 |
1.6% |
91% |
False |
False |
843,778 |
| 80 |
2,594.0 |
2,385.0 |
209.0 |
8.1% |
38.7 |
1.5% |
93% |
False |
False |
634,164 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
18.6% |
41.3 |
1.6% |
97% |
False |
False |
508,880 |
| 120 |
2,594.0 |
2,098.0 |
496.0 |
19.2% |
41.7 |
1.6% |
97% |
False |
False |
425,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,679.8 |
|
2.618 |
2,642.2 |
|
1.618 |
2,619.2 |
|
1.000 |
2,605.0 |
|
0.618 |
2,596.2 |
|
HIGH |
2,582.0 |
|
0.618 |
2,573.2 |
|
0.500 |
2,570.5 |
|
0.382 |
2,567.8 |
|
LOW |
2,559.0 |
|
0.618 |
2,544.8 |
|
1.000 |
2,536.0 |
|
1.618 |
2,521.8 |
|
2.618 |
2,498.8 |
|
4.250 |
2,461.3 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.2 |
2,569.5 |
| PP |
2,573.3 |
2,560.0 |
| S1 |
2,570.5 |
2,550.5 |
|