| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,730.8 |
1,754.7 |
23.9 |
1.4% |
1,716.9 |
| High |
1,757.1 |
1,754.7 |
-2.4 |
-0.1% |
1,757.1 |
| Low |
1,730.0 |
1,748.3 |
18.3 |
1.1% |
1,715.6 |
| Close |
1,753.8 |
1,752.0 |
-1.8 |
-0.1% |
1,753.8 |
| Range |
27.1 |
6.4 |
-20.7 |
-76.4% |
41.5 |
| ATR |
18.7 |
17.8 |
-0.9 |
-4.7% |
0.0 |
| Volume |
33,493 |
46,051 |
12,558 |
37.5% |
89,986 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,770.9 |
1,767.8 |
1,755.5 |
|
| R3 |
1,764.5 |
1,761.4 |
1,753.8 |
|
| R2 |
1,758.1 |
1,758.1 |
1,753.2 |
|
| R1 |
1,755.0 |
1,755.0 |
1,752.6 |
1,753.4 |
| PP |
1,751.7 |
1,751.7 |
1,751.7 |
1,750.8 |
| S1 |
1,748.6 |
1,748.6 |
1,751.4 |
1,747.0 |
| S2 |
1,745.3 |
1,745.3 |
1,750.8 |
|
| S3 |
1,738.9 |
1,742.2 |
1,750.2 |
|
| S4 |
1,732.5 |
1,735.8 |
1,748.5 |
|
|
| 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 |
1,715.6 |
41.5 |
2.4% |
16.5 |
0.9% |
88% |
False |
False |
27,207 |
| 10 |
1,757.1 |
1,707.0 |
50.1 |
2.9% |
15.8 |
0.9% |
90% |
False |
False |
22,458 |
| 20 |
1,757.1 |
1,674.7 |
82.4 |
4.7% |
18.0 |
1.0% |
94% |
False |
False |
16,664 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
17.5 |
1.0% |
62% |
False |
False |
10,703 |
| 60 |
1,800.0 |
1,651.9 |
148.1 |
8.5% |
19.0 |
1.1% |
68% |
False |
False |
8,165 |
| 80 |
1,800.0 |
1,593.6 |
206.4 |
11.8% |
17.6 |
1.0% |
77% |
False |
False |
6,386 |
| 100 |
1,800.0 |
1,564.7 |
235.3 |
13.4% |
17.4 |
1.0% |
80% |
False |
False |
5,325 |
| 120 |
1,800.0 |
1,556.3 |
243.7 |
13.9% |
17.9 |
1.0% |
80% |
False |
False |
4,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,781.9 |
|
2.618 |
1,771.5 |
|
1.618 |
1,765.1 |
|
1.000 |
1,761.1 |
|
0.618 |
1,758.7 |
|
HIGH |
1,754.7 |
|
0.618 |
1,752.3 |
|
0.500 |
1,751.5 |
|
0.382 |
1,750.7 |
|
LOW |
1,748.3 |
|
0.618 |
1,744.3 |
|
1.000 |
1,741.9 |
|
1.618 |
1,737.9 |
|
2.618 |
1,731.5 |
|
4.250 |
1,721.1 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,751.8 |
1,747.6 |
| PP |
1,751.7 |
1,743.2 |
| S1 |
1,751.5 |
1,738.9 |
|