| 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 |
1,730.1 |
1,730.8 |
0.7 |
0.0% |
1,716.9 |
| High |
1,734.2 |
1,757.1 |
22.9 |
1.3% |
1,757.1 |
| Low |
1,720.6 |
1,730.0 |
9.4 |
0.5% |
1,715.6 |
| Close |
1,730.6 |
1,753.8 |
23.2 |
1.3% |
1,753.8 |
| Range |
13.6 |
27.1 |
13.5 |
99.3% |
41.5 |
| ATR |
18.1 |
18.7 |
0.6 |
3.6% |
0.0 |
| Volume |
19,467 |
33,493 |
14,026 |
72.1% |
89,986 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,828.3 |
1,818.1 |
1,768.7 |
|
| R3 |
1,801.2 |
1,791.0 |
1,761.3 |
|
| R2 |
1,774.1 |
1,774.1 |
1,758.8 |
|
| R1 |
1,763.9 |
1,763.9 |
1,756.3 |
1,769.0 |
| PP |
1,747.0 |
1,747.0 |
1,747.0 |
1,749.5 |
| S1 |
1,736.8 |
1,736.8 |
1,751.3 |
1,741.9 |
| S2 |
1,719.9 |
1,719.9 |
1,748.8 |
|
| S3 |
1,692.8 |
1,709.7 |
1,746.3 |
|
| S4 |
1,665.7 |
1,682.6 |
1,738.9 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,866.7 |
1,851.7 |
1,776.6 |
|
| R3 |
1,825.2 |
1,810.2 |
1,765.2 |
|
| R2 |
1,783.7 |
1,783.7 |
1,761.4 |
|
| R1 |
1,768.7 |
1,768.7 |
1,757.6 |
1,776.2 |
| PP |
1,742.2 |
1,742.2 |
1,742.2 |
1,745.9 |
| S1 |
1,727.2 |
1,727.2 |
1,750.0 |
1,734.7 |
| S2 |
1,700.7 |
1,700.7 |
1,746.2 |
|
| S3 |
1,659.2 |
1,685.7 |
1,742.4 |
|
| S4 |
1,617.7 |
1,644.2 |
1,731.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,757.1 |
1,707.9 |
49.2 |
2.8% |
17.5 |
1.0% |
93% |
True |
False |
22,422 |
| 10 |
1,757.1 |
1,707.0 |
50.1 |
2.9% |
16.4 |
0.9% |
93% |
True |
False |
19,882 |
| 20 |
1,757.1 |
1,674.7 |
82.4 |
4.7% |
18.6 |
1.1% |
96% |
True |
False |
15,647 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.1% |
17.8 |
1.0% |
63% |
False |
False |
9,624 |
| 60 |
1,800.0 |
1,651.9 |
148.1 |
8.4% |
19.1 |
1.1% |
69% |
False |
False |
7,414 |
| 80 |
1,800.0 |
1,588.7 |
211.3 |
12.0% |
17.9 |
1.0% |
78% |
False |
False |
5,817 |
| 100 |
1,800.0 |
1,564.7 |
235.3 |
13.4% |
17.6 |
1.0% |
80% |
False |
False |
4,872 |
| 120 |
1,800.0 |
1,556.3 |
243.7 |
13.9% |
18.1 |
1.0% |
81% |
False |
False |
4,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,872.3 |
|
2.618 |
1,828.0 |
|
1.618 |
1,800.9 |
|
1.000 |
1,784.2 |
|
0.618 |
1,773.8 |
|
HIGH |
1,757.1 |
|
0.618 |
1,746.7 |
|
0.500 |
1,743.6 |
|
0.382 |
1,740.4 |
|
LOW |
1,730.0 |
|
0.618 |
1,713.3 |
|
1.000 |
1,702.9 |
|
1.618 |
1,686.2 |
|
2.618 |
1,659.1 |
|
4.250 |
1,614.8 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,750.4 |
1,748.8 |
| PP |
1,747.0 |
1,743.8 |
| S1 |
1,743.6 |
1,738.9 |
|