| 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 |
2,592.00 |
2,601.00 |
9.00 |
0.3% |
2,535.00 |
| High |
2,602.00 |
2,638.75 |
36.75 |
1.4% |
2,638.75 |
| Low |
2,577.00 |
2,596.25 |
19.25 |
0.7% |
2,534.50 |
| Close |
2,596.00 |
2,634.25 |
38.25 |
1.5% |
2,634.25 |
| Range |
25.00 |
42.50 |
17.50 |
70.0% |
104.25 |
| ATR |
42.08 |
42.13 |
0.05 |
0.1% |
0.00 |
| Volume |
164,688 |
132,805 |
-31,883 |
-19.4% |
796,919 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.50 |
2,735.00 |
2,657.50 |
|
| R3 |
2,708.00 |
2,692.50 |
2,646.00 |
|
| R2 |
2,665.50 |
2,665.50 |
2,642.00 |
|
| R1 |
2,650.00 |
2,650.00 |
2,638.25 |
2,657.75 |
| PP |
2,623.00 |
2,623.00 |
2,623.00 |
2,627.00 |
| S1 |
2,607.50 |
2,607.50 |
2,630.25 |
2,615.25 |
| S2 |
2,580.50 |
2,580.50 |
2,626.50 |
|
| S3 |
2,538.00 |
2,565.00 |
2,622.50 |
|
| S4 |
2,495.50 |
2,522.50 |
2,611.00 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.25 |
2,879.00 |
2,691.50 |
|
| R3 |
2,811.00 |
2,774.75 |
2,663.00 |
|
| R2 |
2,706.75 |
2,706.75 |
2,653.25 |
|
| R1 |
2,670.50 |
2,670.50 |
2,643.75 |
2,688.50 |
| PP |
2,602.50 |
2,602.50 |
2,602.50 |
2,611.50 |
| S1 |
2,566.25 |
2,566.25 |
2,624.75 |
2,584.50 |
| S2 |
2,498.25 |
2,498.25 |
2,615.25 |
|
| S3 |
2,394.00 |
2,462.00 |
2,605.50 |
|
| S4 |
2,289.75 |
2,357.75 |
2,577.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,638.75 |
2,492.00 |
146.75 |
5.6% |
40.75 |
1.5% |
97% |
True |
False |
227,975 |
| 10 |
2,638.75 |
2,492.00 |
146.75 |
5.6% |
40.00 |
1.5% |
97% |
True |
False |
271,752 |
| 20 |
2,694.00 |
2,492.00 |
202.00 |
7.7% |
45.25 |
1.7% |
70% |
False |
False |
265,964 |
| 40 |
2,840.75 |
2,492.00 |
348.75 |
13.2% |
41.25 |
1.6% |
41% |
False |
False |
259,915 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
38.25 |
1.5% |
37% |
False |
False |
215,014 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
34.50 |
1.3% |
37% |
False |
False |
161,282 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
33.50 |
1.3% |
37% |
False |
False |
129,031 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
31.50 |
1.2% |
37% |
False |
False |
107,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.50 |
|
2.618 |
2,750.00 |
|
1.618 |
2,707.50 |
|
1.000 |
2,681.25 |
|
0.618 |
2,665.00 |
|
HIGH |
2,638.75 |
|
0.618 |
2,622.50 |
|
0.500 |
2,617.50 |
|
0.382 |
2,612.50 |
|
LOW |
2,596.25 |
|
0.618 |
2,570.00 |
|
1.000 |
2,553.75 |
|
1.618 |
2,527.50 |
|
2.618 |
2,485.00 |
|
4.250 |
2,415.50 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,628.75 |
2,624.00 |
| PP |
2,623.00 |
2,613.75 |
| S1 |
2,617.50 |
2,603.50 |
|