| 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 |
1,755.0 |
1,754.0 |
-1.0 |
-0.1% |
1,725.5 |
| High |
1,756.2 |
1,755.9 |
-0.3 |
0.0% |
1,757.9 |
| Low |
1,750.5 |
1,744.9 |
-5.6 |
-0.3% |
1,725.0 |
| Close |
1,753.9 |
1,746.8 |
-7.1 |
-0.4% |
1,755.8 |
| Range |
5.7 |
11.0 |
5.3 |
93.0% |
32.9 |
| ATR |
16.1 |
15.7 |
-0.4 |
-2.3% |
0.0 |
| Volume |
739 |
4,295 |
3,556 |
481.2% |
7,459 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,782.2 |
1,775.5 |
1,752.9 |
|
| R3 |
1,771.2 |
1,764.5 |
1,749.8 |
|
| R2 |
1,760.2 |
1,760.2 |
1,748.8 |
|
| R1 |
1,753.5 |
1,753.5 |
1,747.8 |
1,751.4 |
| PP |
1,749.2 |
1,749.2 |
1,749.2 |
1,748.1 |
| S1 |
1,742.5 |
1,742.5 |
1,745.8 |
1,740.4 |
| S2 |
1,738.2 |
1,738.2 |
1,744.8 |
|
| S3 |
1,727.2 |
1,731.5 |
1,743.8 |
|
| S4 |
1,716.2 |
1,720.5 |
1,740.8 |
|
|
| 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 |
1,725.0 |
32.9 |
1.9% |
12.7 |
0.7% |
66% |
False |
False |
2,268 |
| 10 |
1,757.9 |
1,708.8 |
49.1 |
2.8% |
13.3 |
0.8% |
77% |
False |
False |
2,410 |
| 20 |
1,757.9 |
1,678.0 |
79.9 |
4.6% |
15.8 |
0.9% |
86% |
False |
False |
2,103 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
14.8 |
0.8% |
56% |
False |
False |
1,514 |
| 60 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
15.9 |
0.9% |
56% |
False |
False |
1,372 |
| 80 |
1,801.8 |
1,598.8 |
203.0 |
11.6% |
15.2 |
0.9% |
73% |
False |
False |
1,126 |
| 100 |
1,801.8 |
1,567.0 |
234.8 |
13.4% |
13.8 |
0.8% |
77% |
False |
False |
1,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,802.7 |
|
2.618 |
1,784.7 |
|
1.618 |
1,773.7 |
|
1.000 |
1,766.9 |
|
0.618 |
1,762.7 |
|
HIGH |
1,755.9 |
|
0.618 |
1,751.7 |
|
0.500 |
1,750.4 |
|
0.382 |
1,749.1 |
|
LOW |
1,744.9 |
|
0.618 |
1,738.1 |
|
1.000 |
1,733.9 |
|
1.618 |
1,727.1 |
|
2.618 |
1,716.1 |
|
4.250 |
1,698.2 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,750.4 |
1,746.4 |
| PP |
1,749.2 |
1,746.0 |
| S1 |
1,748.0 |
1,745.6 |
|