| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,633.00 |
2,648.50 |
15.50 |
0.6% |
2,535.00 |
| High |
2,650.75 |
2,658.75 |
8.00 |
0.3% |
2,638.75 |
| Low |
2,623.00 |
2,636.50 |
13.50 |
0.5% |
2,534.50 |
| Close |
2,645.75 |
2,641.25 |
-4.50 |
-0.2% |
2,634.25 |
| Range |
27.75 |
22.25 |
-5.50 |
-19.8% |
104.25 |
| ATR |
41.10 |
39.76 |
-1.35 |
-3.3% |
0.00 |
| Volume |
203,339 |
266,935 |
63,596 |
31.3% |
796,919 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.25 |
2,699.00 |
2,653.50 |
|
| R3 |
2,690.00 |
2,676.75 |
2,647.25 |
|
| R2 |
2,667.75 |
2,667.75 |
2,645.25 |
|
| R1 |
2,654.50 |
2,654.50 |
2,643.25 |
2,650.00 |
| PP |
2,645.50 |
2,645.50 |
2,645.50 |
2,643.25 |
| S1 |
2,632.25 |
2,632.25 |
2,639.25 |
2,627.75 |
| S2 |
2,623.25 |
2,623.25 |
2,637.25 |
|
| S3 |
2,601.00 |
2,610.00 |
2,635.25 |
|
| S4 |
2,578.75 |
2,587.75 |
2,629.00 |
|
|
| 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 |
2,658.75 |
2,568.00 |
90.75 |
3.4% |
29.25 |
1.1% |
81% |
True |
False |
199,045 |
| 10 |
2,658.75 |
2,492.00 |
166.75 |
6.3% |
37.25 |
1.4% |
90% |
True |
False |
262,757 |
| 20 |
2,694.00 |
2,492.00 |
202.00 |
7.6% |
43.25 |
1.6% |
74% |
False |
False |
269,596 |
| 40 |
2,840.75 |
2,492.00 |
348.75 |
13.2% |
40.50 |
1.5% |
43% |
False |
False |
259,053 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
38.00 |
1.4% |
39% |
False |
False |
222,833 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
34.00 |
1.3% |
39% |
False |
False |
167,160 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
33.75 |
1.3% |
39% |
False |
False |
133,733 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.4% |
31.75 |
1.2% |
39% |
False |
False |
111,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,753.25 |
|
2.618 |
2,717.00 |
|
1.618 |
2,694.75 |
|
1.000 |
2,681.00 |
|
0.618 |
2,672.50 |
|
HIGH |
2,658.75 |
|
0.618 |
2,650.25 |
|
0.500 |
2,647.50 |
|
0.382 |
2,645.00 |
|
LOW |
2,636.50 |
|
0.618 |
2,622.75 |
|
1.000 |
2,614.25 |
|
1.618 |
2,600.50 |
|
2.618 |
2,578.25 |
|
4.250 |
2,542.00 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,647.50 |
2,636.75 |
| PP |
2,645.50 |
2,632.00 |
| S1 |
2,643.50 |
2,627.50 |
|