| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,545.0 |
2,518.0 |
-27.0 |
-1.1% |
2,440.0 |
| High |
2,554.0 |
2,555.0 |
1.0 |
0.0% |
2,552.0 |
| Low |
2,525.0 |
2,512.0 |
-13.0 |
-0.5% |
2,440.0 |
| Close |
2,532.0 |
2,538.0 |
6.0 |
0.2% |
2,544.0 |
| Range |
29.0 |
43.0 |
14.0 |
48.3% |
112.0 |
| ATR |
35.5 |
36.0 |
0.5 |
1.5% |
0.0 |
| Volume |
4,425 |
43,662 |
39,237 |
886.7% |
1,485 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,664.0 |
2,644.0 |
2,561.7 |
|
| R3 |
2,621.0 |
2,601.0 |
2,549.8 |
|
| R2 |
2,578.0 |
2,578.0 |
2,545.9 |
|
| R1 |
2,558.0 |
2,558.0 |
2,541.9 |
2,568.0 |
| PP |
2,535.0 |
2,535.0 |
2,535.0 |
2,540.0 |
| S1 |
2,515.0 |
2,515.0 |
2,534.1 |
2,525.0 |
| S2 |
2,492.0 |
2,492.0 |
2,530.1 |
|
| S3 |
2,449.0 |
2,472.0 |
2,526.2 |
|
| S4 |
2,406.0 |
2,429.0 |
2,514.4 |
|
|
| 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 |
2,555.0 |
2,512.0 |
43.0 |
1.7% |
27.2 |
1.1% |
60% |
True |
True |
10,364 |
| 10 |
2,555.0 |
2,417.0 |
138.0 |
5.4% |
30.4 |
1.2% |
88% |
True |
False |
5,334 |
| 20 |
2,555.0 |
2,417.0 |
138.0 |
5.4% |
34.2 |
1.3% |
88% |
True |
False |
2,950 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
5.9% |
35.0 |
1.4% |
80% |
False |
False |
3,990 |
| 60 |
2,586.0 |
2,417.0 |
169.0 |
6.7% |
35.9 |
1.4% |
72% |
False |
False |
5,573 |
| 80 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
33.1 |
1.3% |
77% |
False |
False |
4,254 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.5% |
33.9 |
1.3% |
90% |
False |
False |
3,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,737.8 |
|
2.618 |
2,667.6 |
|
1.618 |
2,624.6 |
|
1.000 |
2,598.0 |
|
0.618 |
2,581.6 |
|
HIGH |
2,555.0 |
|
0.618 |
2,538.6 |
|
0.500 |
2,533.5 |
|
0.382 |
2,528.4 |
|
LOW |
2,512.0 |
|
0.618 |
2,485.4 |
|
1.000 |
2,469.0 |
|
1.618 |
2,442.4 |
|
2.618 |
2,399.4 |
|
4.250 |
2,329.3 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,536.5 |
2,536.5 |
| PP |
2,535.0 |
2,535.0 |
| S1 |
2,533.5 |
2,533.5 |
|