| 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 |
2,648.50 |
2,640.00 |
-8.50 |
-0.3% |
2,535.00 |
| High |
2,658.75 |
2,665.50 |
6.75 |
0.3% |
2,638.75 |
| Low |
2,636.50 |
2,611.50 |
-25.00 |
-0.9% |
2,534.50 |
| Close |
2,641.25 |
2,660.50 |
19.25 |
0.7% |
2,634.25 |
| Range |
22.25 |
54.00 |
31.75 |
142.7% |
104.25 |
| ATR |
39.76 |
40.77 |
1.02 |
2.6% |
0.00 |
| Volume |
266,935 |
308,712 |
41,777 |
15.7% |
796,919 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.75 |
2,788.25 |
2,690.25 |
|
| R3 |
2,753.75 |
2,734.25 |
2,675.25 |
|
| R2 |
2,699.75 |
2,699.75 |
2,670.50 |
|
| R1 |
2,680.25 |
2,680.25 |
2,665.50 |
2,690.00 |
| PP |
2,645.75 |
2,645.75 |
2,645.75 |
2,650.75 |
| S1 |
2,626.25 |
2,626.25 |
2,655.50 |
2,636.00 |
| S2 |
2,591.75 |
2,591.75 |
2,650.50 |
|
| S3 |
2,537.75 |
2,572.25 |
2,645.75 |
|
| S4 |
2,483.75 |
2,518.25 |
2,630.75 |
|
|
| 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 |
2,665.50 |
2,577.00 |
88.50 |
3.3% |
34.25 |
1.3% |
94% |
True |
False |
215,295 |
| 10 |
2,665.50 |
2,492.00 |
173.50 |
6.5% |
39.50 |
1.5% |
97% |
True |
False |
262,096 |
| 20 |
2,694.00 |
2,492.00 |
202.00 |
7.6% |
44.25 |
1.7% |
83% |
False |
False |
284,108 |
| 40 |
2,840.75 |
2,492.00 |
348.75 |
13.1% |
41.00 |
1.5% |
48% |
False |
False |
261,215 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
38.25 |
1.4% |
44% |
False |
False |
227,898 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
34.50 |
1.3% |
44% |
False |
False |
171,019 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
34.00 |
1.3% |
44% |
False |
False |
136,821 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.3% |
32.00 |
1.2% |
44% |
False |
False |
114,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.00 |
|
2.618 |
2,806.75 |
|
1.618 |
2,752.75 |
|
1.000 |
2,719.50 |
|
0.618 |
2,698.75 |
|
HIGH |
2,665.50 |
|
0.618 |
2,644.75 |
|
0.500 |
2,638.50 |
|
0.382 |
2,632.25 |
|
LOW |
2,611.50 |
|
0.618 |
2,578.25 |
|
1.000 |
2,557.50 |
|
1.618 |
2,524.25 |
|
2.618 |
2,470.25 |
|
4.250 |
2,382.00 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.25 |
2,653.25 |
| PP |
2,645.75 |
2,645.75 |
| S1 |
2,638.50 |
2,638.50 |
|