| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,518.0 |
2,553.0 |
35.0 |
1.4% |
2,440.0 |
| High |
2,555.0 |
2,572.0 |
17.0 |
0.7% |
2,552.0 |
| Low |
2,512.0 |
2,552.0 |
40.0 |
1.6% |
2,440.0 |
| Close |
2,538.0 |
2,571.0 |
33.0 |
1.3% |
2,544.0 |
| Range |
43.0 |
20.0 |
-23.0 |
-53.5% |
112.0 |
| ATR |
36.0 |
35.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
43,662 |
28,619 |
-15,043 |
-34.5% |
1,485 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.0 |
2,618.0 |
2,582.0 |
|
| R3 |
2,605.0 |
2,598.0 |
2,576.5 |
|
| R2 |
2,585.0 |
2,585.0 |
2,574.7 |
|
| R1 |
2,578.0 |
2,578.0 |
2,572.8 |
2,581.5 |
| PP |
2,565.0 |
2,565.0 |
2,565.0 |
2,566.8 |
| S1 |
2,558.0 |
2,558.0 |
2,569.2 |
2,561.5 |
| S2 |
2,545.0 |
2,545.0 |
2,567.3 |
|
| S3 |
2,525.0 |
2,538.0 |
2,565.5 |
|
| S4 |
2,505.0 |
2,518.0 |
2,560.0 |
|
|
| 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 |
2,572.0 |
2,512.0 |
60.0 |
2.3% |
28.8 |
1.1% |
98% |
True |
False |
16,057 |
| 10 |
2,572.0 |
2,417.0 |
155.0 |
6.0% |
30.1 |
1.2% |
99% |
True |
False |
8,162 |
| 20 |
2,572.0 |
2,417.0 |
155.0 |
6.0% |
33.3 |
1.3% |
99% |
True |
False |
4,228 |
| 40 |
2,572.0 |
2,417.0 |
155.0 |
6.0% |
34.7 |
1.3% |
99% |
True |
False |
4,704 |
| 60 |
2,586.0 |
2,417.0 |
169.0 |
6.6% |
34.8 |
1.4% |
91% |
False |
False |
5,952 |
| 80 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
33.3 |
1.3% |
93% |
False |
False |
4,611 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.2% |
33.9 |
1.3% |
97% |
False |
False |
3,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,657.0 |
|
2.618 |
2,624.4 |
|
1.618 |
2,604.4 |
|
1.000 |
2,592.0 |
|
0.618 |
2,584.4 |
|
HIGH |
2,572.0 |
|
0.618 |
2,564.4 |
|
0.500 |
2,562.0 |
|
0.382 |
2,559.6 |
|
LOW |
2,552.0 |
|
0.618 |
2,539.6 |
|
1.000 |
2,532.0 |
|
1.618 |
2,519.6 |
|
2.618 |
2,499.6 |
|
4.250 |
2,467.0 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,568.0 |
2,561.3 |
| PP |
2,565.0 |
2,551.7 |
| S1 |
2,562.0 |
2,542.0 |
|