| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,542.0 |
2,545.0 |
3.0 |
0.1% |
2,440.0 |
| High |
2,542.0 |
2,554.0 |
12.0 |
0.5% |
2,552.0 |
| Low |
2,528.0 |
2,525.0 |
-3.0 |
-0.1% |
2,440.0 |
| Close |
2,533.0 |
2,532.0 |
-1.0 |
0.0% |
2,544.0 |
| Range |
14.0 |
29.0 |
15.0 |
107.1% |
112.0 |
| ATR |
36.0 |
35.5 |
-0.5 |
-1.4% |
0.0 |
| Volume |
3,173 |
4,425 |
1,252 |
39.5% |
1,485 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,624.0 |
2,607.0 |
2,548.0 |
|
| R3 |
2,595.0 |
2,578.0 |
2,540.0 |
|
| R2 |
2,566.0 |
2,566.0 |
2,537.3 |
|
| R1 |
2,549.0 |
2,549.0 |
2,534.7 |
2,543.0 |
| PP |
2,537.0 |
2,537.0 |
2,537.0 |
2,534.0 |
| S1 |
2,520.0 |
2,520.0 |
2,529.3 |
2,514.0 |
| S2 |
2,508.0 |
2,508.0 |
2,526.7 |
|
| S3 |
2,479.0 |
2,491.0 |
2,524.0 |
|
| S4 |
2,450.0 |
2,462.0 |
2,516.1 |
|
|
| 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 |
2,554.0 |
2,481.0 |
73.0 |
2.9% |
24.4 |
1.0% |
70% |
True |
False |
1,660 |
| 10 |
2,554.0 |
2,417.0 |
137.0 |
5.4% |
30.9 |
1.2% |
84% |
True |
False |
980 |
| 20 |
2,554.0 |
2,417.0 |
137.0 |
5.4% |
34.1 |
1.3% |
84% |
True |
False |
3,947 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
6.0% |
34.5 |
1.4% |
76% |
False |
False |
2,900 |
| 60 |
2,586.0 |
2,399.0 |
187.0 |
7.4% |
35.8 |
1.4% |
71% |
False |
False |
4,897 |
| 80 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
32.8 |
1.3% |
74% |
False |
False |
3,708 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.5% |
33.7 |
1.3% |
88% |
False |
False |
3,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,677.3 |
|
2.618 |
2,629.9 |
|
1.618 |
2,600.9 |
|
1.000 |
2,583.0 |
|
0.618 |
2,571.9 |
|
HIGH |
2,554.0 |
|
0.618 |
2,542.9 |
|
0.500 |
2,539.5 |
|
0.382 |
2,536.1 |
|
LOW |
2,525.0 |
|
0.618 |
2,507.1 |
|
1.000 |
2,496.0 |
|
1.618 |
2,478.1 |
|
2.618 |
2,449.1 |
|
4.250 |
2,401.8 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,539.5 |
2,534.0 |
| PP |
2,537.0 |
2,533.3 |
| S1 |
2,534.5 |
2,532.7 |
|