| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,514.0 |
2,533.0 |
19.0 |
0.8% |
2,440.0 |
| High |
2,526.0 |
2,552.0 |
26.0 |
1.0% |
2,552.0 |
| Low |
2,514.0 |
2,514.0 |
0.0 |
0.0% |
2,440.0 |
| Close |
2,526.0 |
2,544.0 |
18.0 |
0.7% |
2,544.0 |
| Range |
12.0 |
38.0 |
26.0 |
216.7% |
112.0 |
| ATR |
37.5 |
37.6 |
0.0 |
0.1% |
0.0 |
| Volume |
156 |
406 |
250 |
160.3% |
1,485 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,650.7 |
2,635.3 |
2,564.9 |
|
| R3 |
2,612.7 |
2,597.3 |
2,554.5 |
|
| R2 |
2,574.7 |
2,574.7 |
2,551.0 |
|
| R1 |
2,559.3 |
2,559.3 |
2,547.5 |
2,567.0 |
| PP |
2,536.7 |
2,536.7 |
2,536.7 |
2,540.5 |
| S1 |
2,521.3 |
2,521.3 |
2,540.5 |
2,529.0 |
| S2 |
2,498.7 |
2,498.7 |
2,537.0 |
|
| S3 |
2,460.7 |
2,483.3 |
2,533.6 |
|
| S4 |
2,422.7 |
2,445.3 |
2,523.1 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.0 |
2,808.0 |
2,605.6 |
|
| R3 |
2,736.0 |
2,696.0 |
2,574.8 |
|
| R2 |
2,624.0 |
2,624.0 |
2,564.5 |
|
| R1 |
2,584.0 |
2,584.0 |
2,554.3 |
2,604.0 |
| PP |
2,512.0 |
2,512.0 |
2,512.0 |
2,522.0 |
| S1 |
2,472.0 |
2,472.0 |
2,533.7 |
2,492.0 |
| S2 |
2,400.0 |
2,400.0 |
2,523.5 |
|
| S3 |
2,288.0 |
2,360.0 |
2,513.2 |
|
| S4 |
2,176.0 |
2,248.0 |
2,482.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,552.0 |
2,440.0 |
112.0 |
4.4% |
31.2 |
1.2% |
93% |
True |
False |
297 |
| 10 |
2,552.0 |
2,417.0 |
135.0 |
5.3% |
33.0 |
1.3% |
94% |
True |
False |
282 |
| 20 |
2,552.0 |
2,417.0 |
135.0 |
5.3% |
35.1 |
1.4% |
94% |
True |
False |
4,086 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
5.9% |
35.9 |
1.4% |
84% |
False |
False |
2,715 |
| 60 |
2,586.0 |
2,399.0 |
187.0 |
7.4% |
36.3 |
1.4% |
78% |
False |
False |
4,781 |
| 80 |
2,586.0 |
2,354.0 |
232.0 |
9.1% |
33.2 |
1.3% |
82% |
False |
False |
3,614 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.4% |
33.9 |
1.3% |
91% |
False |
False |
2,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.5 |
|
2.618 |
2,651.5 |
|
1.618 |
2,613.5 |
|
1.000 |
2,590.0 |
|
0.618 |
2,575.5 |
|
HIGH |
2,552.0 |
|
0.618 |
2,537.5 |
|
0.500 |
2,533.0 |
|
0.382 |
2,528.5 |
|
LOW |
2,514.0 |
|
0.618 |
2,490.5 |
|
1.000 |
2,476.0 |
|
1.618 |
2,452.5 |
|
2.618 |
2,414.5 |
|
4.250 |
2,352.5 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,540.3 |
2,534.8 |
| PP |
2,536.7 |
2,525.7 |
| S1 |
2,533.0 |
2,516.5 |
|