| 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 |
1,746.7 |
1,724.0 |
-22.7 |
-1.3% |
1,725.5 |
| High |
1,747.1 |
1,732.1 |
-15.0 |
-0.9% |
1,757.9 |
| Low |
1,710.0 |
1,723.2 |
13.2 |
0.8% |
1,725.0 |
| Close |
1,720.8 |
1,731.6 |
10.8 |
0.6% |
1,755.8 |
| Range |
37.1 |
8.9 |
-28.2 |
-76.0% |
32.9 |
| ATR |
17.2 |
16.8 |
-0.4 |
-2.5% |
0.0 |
| Volume |
4,897 |
6,042 |
1,145 |
23.4% |
7,459 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,755.7 |
1,752.5 |
1,736.5 |
|
| R3 |
1,746.8 |
1,743.6 |
1,734.0 |
|
| R2 |
1,737.9 |
1,737.9 |
1,733.2 |
|
| R1 |
1,734.7 |
1,734.7 |
1,732.4 |
1,736.3 |
| PP |
1,729.0 |
1,729.0 |
1,729.0 |
1,729.8 |
| S1 |
1,725.8 |
1,725.8 |
1,730.8 |
1,727.4 |
| S2 |
1,720.1 |
1,720.1 |
1,730.0 |
|
| S3 |
1,711.2 |
1,716.9 |
1,729.2 |
|
| S4 |
1,702.3 |
1,708.0 |
1,726.7 |
|
|
| 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% |
45% |
False |
False |
3,849 |
| 10 |
1,757.9 |
1,708.8 |
49.1 |
2.8% |
15.5 |
0.9% |
46% |
False |
False |
2,884 |
| 20 |
1,757.9 |
1,678.0 |
79.9 |
4.6% |
17.2 |
1.0% |
67% |
False |
False |
2,618 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
15.5 |
0.9% |
43% |
False |
False |
1,745 |
| 60 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
16.4 |
0.9% |
43% |
False |
False |
1,525 |
| 80 |
1,801.8 |
1,598.8 |
203.0 |
11.7% |
15.7 |
0.9% |
65% |
False |
False |
1,251 |
| 100 |
1,801.8 |
1,567.0 |
234.8 |
13.6% |
14.0 |
0.8% |
70% |
False |
False |
1,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,769.9 |
|
2.618 |
1,755.4 |
|
1.618 |
1,746.5 |
|
1.000 |
1,741.0 |
|
0.618 |
1,737.6 |
|
HIGH |
1,732.1 |
|
0.618 |
1,728.7 |
|
0.500 |
1,727.7 |
|
0.382 |
1,726.6 |
|
LOW |
1,723.2 |
|
0.618 |
1,717.7 |
|
1.000 |
1,714.3 |
|
1.618 |
1,708.8 |
|
2.618 |
1,699.9 |
|
4.250 |
1,685.4 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,730.3 |
1,733.0 |
| PP |
1,729.0 |
1,732.5 |
| S1 |
1,727.7 |
1,732.1 |
|