| 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 |
2,640.00 |
2,663.50 |
23.50 |
0.9% |
2,535.00 |
| High |
2,665.50 |
2,688.50 |
23.00 |
0.9% |
2,638.75 |
| Low |
2,611.50 |
2,659.75 |
48.25 |
1.8% |
2,534.50 |
| Close |
2,660.50 |
2,680.00 |
19.50 |
0.7% |
2,634.25 |
| Range |
54.00 |
28.75 |
-25.25 |
-46.8% |
104.25 |
| ATR |
40.77 |
39.91 |
-0.86 |
-2.1% |
0.00 |
| Volume |
308,712 |
273,982 |
-34,730 |
-11.2% |
796,919 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.25 |
2,750.00 |
2,695.75 |
|
| R3 |
2,733.50 |
2,721.25 |
2,688.00 |
|
| R2 |
2,704.75 |
2,704.75 |
2,685.25 |
|
| R1 |
2,692.50 |
2,692.50 |
2,682.75 |
2,698.50 |
| PP |
2,676.00 |
2,676.00 |
2,676.00 |
2,679.25 |
| S1 |
2,663.75 |
2,663.75 |
2,677.25 |
2,670.00 |
| S2 |
2,647.25 |
2,647.25 |
2,674.75 |
|
| S3 |
2,618.50 |
2,635.00 |
2,672.00 |
|
| S4 |
2,589.75 |
2,606.25 |
2,664.25 |
|
|
| 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 |
2,688.50 |
2,596.25 |
92.25 |
3.4% |
35.00 |
1.3% |
91% |
True |
False |
237,154 |
| 10 |
2,688.50 |
2,492.00 |
196.50 |
7.3% |
36.50 |
1.4% |
96% |
True |
False |
252,985 |
| 20 |
2,694.00 |
2,492.00 |
202.00 |
7.5% |
43.50 |
1.6% |
93% |
False |
False |
281,460 |
| 40 |
2,840.75 |
2,492.00 |
348.75 |
13.0% |
41.00 |
1.5% |
54% |
False |
False |
262,980 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
38.50 |
1.4% |
50% |
False |
False |
232,444 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
34.50 |
1.3% |
50% |
False |
False |
174,444 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
34.00 |
1.3% |
50% |
False |
False |
139,560 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
32.00 |
1.2% |
50% |
False |
False |
116,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,810.75 |
|
2.618 |
2,763.75 |
|
1.618 |
2,735.00 |
|
1.000 |
2,717.25 |
|
0.618 |
2,706.25 |
|
HIGH |
2,688.50 |
|
0.618 |
2,677.50 |
|
0.500 |
2,674.00 |
|
0.382 |
2,670.75 |
|
LOW |
2,659.75 |
|
0.618 |
2,642.00 |
|
1.000 |
2,631.00 |
|
1.618 |
2,613.25 |
|
2.618 |
2,584.50 |
|
4.250 |
2,537.50 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,678.00 |
2,670.00 |
| PP |
2,676.00 |
2,660.00 |
| S1 |
2,674.00 |
2,650.00 |
|