| 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 |
1,754.0 |
1,746.7 |
-7.3 |
-0.4% |
1,725.5 |
| High |
1,755.9 |
1,747.1 |
-8.8 |
-0.5% |
1,757.9 |
| Low |
1,744.9 |
1,710.0 |
-34.9 |
-2.0% |
1,725.0 |
| Close |
1,746.8 |
1,720.8 |
-26.0 |
-1.5% |
1,755.8 |
| Range |
11.0 |
37.1 |
26.1 |
237.3% |
32.9 |
| ATR |
15.7 |
17.2 |
1.5 |
9.7% |
0.0 |
| Volume |
4,295 |
4,897 |
602 |
14.0% |
7,459 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,837.3 |
1,816.1 |
1,741.2 |
|
| R3 |
1,800.2 |
1,779.0 |
1,731.0 |
|
| R2 |
1,763.1 |
1,763.1 |
1,727.6 |
|
| R1 |
1,741.9 |
1,741.9 |
1,724.2 |
1,734.0 |
| PP |
1,726.0 |
1,726.0 |
1,726.0 |
1,722.0 |
| S1 |
1,704.8 |
1,704.8 |
1,717.4 |
1,696.9 |
| S2 |
1,688.9 |
1,688.9 |
1,714.0 |
|
| S3 |
1,651.8 |
1,667.7 |
1,710.6 |
|
| S4 |
1,614.7 |
1,630.6 |
1,700.4 |
|
|
| 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 |
2.8% |
17.5 |
1.0% |
23% |
False |
True |
3,183 |
| 10 |
1,757.9 |
1,708.8 |
49.1 |
2.9% |
15.8 |
0.9% |
24% |
False |
False |
2,719 |
| 20 |
1,757.9 |
1,678.0 |
79.9 |
4.6% |
17.2 |
1.0% |
54% |
False |
False |
2,336 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
15.5 |
0.9% |
35% |
False |
False |
1,606 |
| 60 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
16.3 |
0.9% |
35% |
False |
False |
1,445 |
| 80 |
1,801.8 |
1,598.8 |
203.0 |
11.8% |
15.7 |
0.9% |
60% |
False |
False |
1,179 |
| 100 |
1,801.8 |
1,567.0 |
234.8 |
13.6% |
14.1 |
0.8% |
66% |
False |
False |
1,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,904.8 |
|
2.618 |
1,844.2 |
|
1.618 |
1,807.1 |
|
1.000 |
1,784.2 |
|
0.618 |
1,770.0 |
|
HIGH |
1,747.1 |
|
0.618 |
1,732.9 |
|
0.500 |
1,728.6 |
|
0.382 |
1,724.2 |
|
LOW |
1,710.0 |
|
0.618 |
1,687.1 |
|
1.000 |
1,672.9 |
|
1.618 |
1,650.0 |
|
2.618 |
1,612.9 |
|
4.250 |
1,552.3 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,728.6 |
1,733.1 |
| PP |
1,726.0 |
1,729.0 |
| S1 |
1,723.4 |
1,724.9 |
|