| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,724.0 |
1,729.4 |
5.4 |
0.3% |
1,755.0 |
| High |
1,732.1 |
1,735.6 |
3.5 |
0.2% |
1,756.2 |
| Low |
1,723.2 |
1,712.8 |
-10.4 |
-0.6% |
1,710.0 |
| Close |
1,731.6 |
1,714.8 |
-16.8 |
-1.0% |
1,714.8 |
| Range |
8.9 |
22.8 |
13.9 |
156.2% |
46.2 |
| ATR |
16.8 |
17.2 |
0.4 |
2.5% |
0.0 |
| Volume |
6,042 |
2,004 |
-4,038 |
-66.8% |
17,977 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,789.5 |
1,774.9 |
1,727.3 |
|
| R3 |
1,766.7 |
1,752.1 |
1,721.1 |
|
| R2 |
1,743.9 |
1,743.9 |
1,719.0 |
|
| R1 |
1,729.3 |
1,729.3 |
1,716.9 |
1,725.2 |
| PP |
1,721.1 |
1,721.1 |
1,721.1 |
1,719.0 |
| S1 |
1,706.5 |
1,706.5 |
1,712.7 |
1,702.4 |
| S2 |
1,698.3 |
1,698.3 |
1,710.6 |
|
| S3 |
1,675.5 |
1,683.7 |
1,708.5 |
|
| S4 |
1,652.7 |
1,660.9 |
1,702.3 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,865.6 |
1,836.4 |
1,740.2 |
|
| R3 |
1,819.4 |
1,790.2 |
1,727.5 |
|
| R2 |
1,773.2 |
1,773.2 |
1,723.3 |
|
| R1 |
1,744.0 |
1,744.0 |
1,719.0 |
1,735.5 |
| PP |
1,727.0 |
1,727.0 |
1,727.0 |
1,722.8 |
| S1 |
1,697.8 |
1,697.8 |
1,710.6 |
1,689.3 |
| S2 |
1,680.8 |
1,680.8 |
1,706.3 |
|
| S3 |
1,634.6 |
1,651.6 |
1,702.1 |
|
| S4 |
1,588.4 |
1,605.4 |
1,689.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,756.2 |
1,710.0 |
46.2 |
2.7% |
17.1 |
1.0% |
10% |
False |
False |
3,595 |
| 10 |
1,757.9 |
1,710.0 |
47.9 |
2.8% |
15.6 |
0.9% |
10% |
False |
False |
2,852 |
| 20 |
1,757.9 |
1,678.0 |
79.9 |
4.7% |
17.7 |
1.0% |
46% |
False |
False |
2,678 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
15.7 |
0.9% |
30% |
False |
False |
1,729 |
| 60 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
16.5 |
1.0% |
30% |
False |
False |
1,536 |
| 80 |
1,801.8 |
1,598.8 |
203.0 |
11.8% |
15.9 |
0.9% |
57% |
False |
False |
1,273 |
| 100 |
1,801.8 |
1,567.0 |
234.8 |
13.7% |
14.1 |
0.8% |
63% |
False |
False |
1,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,832.5 |
|
2.618 |
1,795.3 |
|
1.618 |
1,772.5 |
|
1.000 |
1,758.4 |
|
0.618 |
1,749.7 |
|
HIGH |
1,735.6 |
|
0.618 |
1,726.9 |
|
0.500 |
1,724.2 |
|
0.382 |
1,721.5 |
|
LOW |
1,712.8 |
|
0.618 |
1,698.7 |
|
1.000 |
1,690.0 |
|
1.618 |
1,675.9 |
|
2.618 |
1,653.1 |
|
4.250 |
1,615.9 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,724.2 |
1,728.6 |
| PP |
1,721.1 |
1,724.0 |
| S1 |
1,717.9 |
1,719.4 |
|