| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,730.9 |
1,736.0 |
5.1 |
0.3% |
1,725.5 |
| High |
1,734.3 |
1,757.9 |
23.6 |
1.4% |
1,757.9 |
| Low |
1,725.0 |
1,733.3 |
8.3 |
0.5% |
1,725.0 |
| Close |
1,732.6 |
1,755.8 |
23.2 |
1.3% |
1,755.8 |
| Range |
9.3 |
24.6 |
15.3 |
164.5% |
32.9 |
| ATR |
16.2 |
16.9 |
0.6 |
4.0% |
0.0 |
| Volume |
2,711 |
3,274 |
563 |
20.8% |
7,459 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,822.8 |
1,813.9 |
1,769.3 |
|
| R3 |
1,798.2 |
1,789.3 |
1,762.6 |
|
| R2 |
1,773.6 |
1,773.6 |
1,760.3 |
|
| R1 |
1,764.7 |
1,764.7 |
1,758.1 |
1,769.2 |
| PP |
1,749.0 |
1,749.0 |
1,749.0 |
1,751.2 |
| S1 |
1,740.1 |
1,740.1 |
1,753.5 |
1,744.6 |
| S2 |
1,724.4 |
1,724.4 |
1,751.3 |
|
| S3 |
1,699.8 |
1,715.5 |
1,749.0 |
|
| S4 |
1,675.2 |
1,690.9 |
1,742.3 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,844.9 |
1,833.3 |
1,773.9 |
|
| R3 |
1,812.0 |
1,800.4 |
1,764.8 |
|
| R2 |
1,779.1 |
1,779.1 |
1,761.8 |
|
| R1 |
1,767.5 |
1,767.5 |
1,758.8 |
1,773.3 |
| PP |
1,746.2 |
1,746.2 |
1,746.2 |
1,749.2 |
| S1 |
1,734.6 |
1,734.6 |
1,752.8 |
1,740.4 |
| S2 |
1,713.3 |
1,713.3 |
1,749.8 |
|
| S3 |
1,680.4 |
1,701.7 |
1,746.8 |
|
| S4 |
1,647.5 |
1,668.8 |
1,737.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,757.9 |
1,710.0 |
47.9 |
2.7% |
14.1 |
0.8% |
96% |
True |
False |
2,110 |
| 10 |
1,757.9 |
1,708.8 |
49.1 |
2.8% |
13.8 |
0.8% |
96% |
True |
False |
2,456 |
| 20 |
1,757.9 |
1,678.0 |
79.9 |
4.6% |
16.1 |
0.9% |
97% |
True |
False |
1,961 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
15.4 |
0.9% |
63% |
False |
False |
1,436 |
| 60 |
1,801.8 |
1,655.0 |
146.8 |
8.4% |
16.5 |
0.9% |
69% |
False |
False |
1,301 |
| 80 |
1,801.8 |
1,594.7 |
207.1 |
11.8% |
15.2 |
0.9% |
78% |
False |
False |
1,104 |
| 100 |
1,801.8 |
1,567.0 |
234.8 |
13.4% |
13.8 |
0.8% |
80% |
False |
False |
967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,862.5 |
|
2.618 |
1,822.3 |
|
1.618 |
1,797.7 |
|
1.000 |
1,782.5 |
|
0.618 |
1,773.1 |
|
HIGH |
1,757.9 |
|
0.618 |
1,748.5 |
|
0.500 |
1,745.6 |
|
0.382 |
1,742.7 |
|
LOW |
1,733.3 |
|
0.618 |
1,718.1 |
|
1.000 |
1,708.7 |
|
1.618 |
1,693.5 |
|
2.618 |
1,668.9 |
|
4.250 |
1,628.8 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,752.4 |
1,751.0 |
| PP |
1,749.0 |
1,746.2 |
| S1 |
1,745.6 |
1,741.5 |
|