| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,663.50 |
2,672.00 |
8.50 |
0.3% |
2,633.00 |
| High |
2,688.50 |
2,689.75 |
1.25 |
0.0% |
2,689.75 |
| Low |
2,659.75 |
2,667.25 |
7.50 |
0.3% |
2,611.50 |
| Close |
2,680.00 |
2,675.75 |
-4.25 |
-0.2% |
2,675.75 |
| Range |
28.75 |
22.50 |
-6.25 |
-21.7% |
78.25 |
| ATR |
39.91 |
38.67 |
-1.24 |
-3.1% |
0.00 |
| Volume |
273,982 |
213,421 |
-60,561 |
-22.1% |
1,266,389 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,745.00 |
2,733.00 |
2,688.00 |
|
| R3 |
2,722.50 |
2,710.50 |
2,682.00 |
|
| R2 |
2,700.00 |
2,700.00 |
2,680.00 |
|
| R1 |
2,688.00 |
2,688.00 |
2,677.75 |
2,694.00 |
| PP |
2,677.50 |
2,677.50 |
2,677.50 |
2,680.50 |
| S1 |
2,665.50 |
2,665.50 |
2,673.75 |
2,671.50 |
| S2 |
2,655.00 |
2,655.00 |
2,671.50 |
|
| S3 |
2,632.50 |
2,643.00 |
2,669.50 |
|
| S4 |
2,610.00 |
2,620.50 |
2,663.50 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.75 |
2,863.00 |
2,718.75 |
|
| R3 |
2,815.50 |
2,784.75 |
2,697.25 |
|
| R2 |
2,737.25 |
2,737.25 |
2,690.00 |
|
| R1 |
2,706.50 |
2,706.50 |
2,683.00 |
2,722.00 |
| PP |
2,659.00 |
2,659.00 |
2,659.00 |
2,666.75 |
| S1 |
2,628.25 |
2,628.25 |
2,668.50 |
2,643.50 |
| S2 |
2,580.75 |
2,580.75 |
2,661.50 |
|
| S3 |
2,502.50 |
2,550.00 |
2,654.25 |
|
| S4 |
2,424.25 |
2,471.75 |
2,632.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,689.75 |
2,611.50 |
78.25 |
2.9% |
31.00 |
1.2% |
82% |
True |
False |
253,277 |
| 10 |
2,689.75 |
2,492.00 |
197.75 |
7.4% |
35.75 |
1.3% |
93% |
True |
False |
240,626 |
| 20 |
2,694.00 |
2,492.00 |
202.00 |
7.5% |
41.50 |
1.5% |
91% |
False |
False |
277,852 |
| 40 |
2,840.75 |
2,492.00 |
348.75 |
13.0% |
41.00 |
1.5% |
53% |
False |
False |
263,446 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
37.75 |
1.4% |
48% |
False |
False |
235,922 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
34.75 |
1.3% |
48% |
False |
False |
177,111 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
34.00 |
1.3% |
48% |
False |
False |
141,694 |
| 120 |
2,871.75 |
2,492.00 |
379.75 |
14.2% |
32.25 |
1.2% |
48% |
False |
False |
118,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,785.50 |
|
2.618 |
2,748.75 |
|
1.618 |
2,726.25 |
|
1.000 |
2,712.25 |
|
0.618 |
2,703.75 |
|
HIGH |
2,689.75 |
|
0.618 |
2,681.25 |
|
0.500 |
2,678.50 |
|
0.382 |
2,675.75 |
|
LOW |
2,667.25 |
|
0.618 |
2,653.25 |
|
1.000 |
2,644.75 |
|
1.618 |
2,630.75 |
|
2.618 |
2,608.25 |
|
4.250 |
2,571.50 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,678.50 |
2,667.50 |
| PP |
2,677.50 |
2,659.00 |
| S1 |
2,676.75 |
2,650.50 |
|