| 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 |
2,533.0 |
2,542.0 |
9.0 |
0.4% |
2,440.0 |
| High |
2,552.0 |
2,542.0 |
-10.0 |
-0.4% |
2,552.0 |
| Low |
2,514.0 |
2,528.0 |
14.0 |
0.6% |
2,440.0 |
| Close |
2,544.0 |
2,533.0 |
-11.0 |
-0.4% |
2,544.0 |
| Range |
38.0 |
14.0 |
-24.0 |
-63.2% |
112.0 |
| ATR |
37.6 |
36.0 |
-1.5 |
-4.1% |
0.0 |
| Volume |
406 |
3,173 |
2,767 |
681.5% |
1,485 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.3 |
2,568.7 |
2,540.7 |
|
| R3 |
2,562.3 |
2,554.7 |
2,536.9 |
|
| R2 |
2,548.3 |
2,548.3 |
2,535.6 |
|
| R1 |
2,540.7 |
2,540.7 |
2,534.3 |
2,537.5 |
| PP |
2,534.3 |
2,534.3 |
2,534.3 |
2,532.8 |
| S1 |
2,526.7 |
2,526.7 |
2,531.7 |
2,523.5 |
| S2 |
2,520.3 |
2,520.3 |
2,530.4 |
|
| S3 |
2,506.3 |
2,512.7 |
2,529.2 |
|
| S4 |
2,492.3 |
2,498.7 |
2,525.3 |
|
|
| 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 |
2,473.0 |
79.0 |
3.1% |
24.6 |
1.0% |
76% |
False |
False |
810 |
| 10 |
2,552.0 |
2,417.0 |
135.0 |
5.3% |
32.7 |
1.3% |
86% |
False |
False |
589 |
| 20 |
2,552.0 |
2,417.0 |
135.0 |
5.3% |
34.5 |
1.4% |
86% |
False |
False |
3,732 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
6.0% |
34.8 |
1.4% |
77% |
False |
False |
2,792 |
| 60 |
2,586.0 |
2,399.0 |
187.0 |
7.4% |
35.8 |
1.4% |
72% |
False |
False |
4,833 |
| 80 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
33.0 |
1.3% |
74% |
False |
False |
3,653 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.5% |
33.8 |
1.3% |
89% |
False |
False |
2,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,601.5 |
|
2.618 |
2,578.7 |
|
1.618 |
2,564.7 |
|
1.000 |
2,556.0 |
|
0.618 |
2,550.7 |
|
HIGH |
2,542.0 |
|
0.618 |
2,536.7 |
|
0.500 |
2,535.0 |
|
0.382 |
2,533.3 |
|
LOW |
2,528.0 |
|
0.618 |
2,519.3 |
|
1.000 |
2,514.0 |
|
1.618 |
2,505.3 |
|
2.618 |
2,491.3 |
|
4.250 |
2,468.5 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,535.0 |
2,533.0 |
| PP |
2,534.3 |
2,533.0 |
| S1 |
2,533.7 |
2,533.0 |
|