| 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 |
13,008.30 |
12,963.38 |
-44.92 |
-0.3% |
12,590.23 |
| High |
13,008.45 |
12,980.19 |
-28.26 |
-0.2% |
13,011.45 |
| Low |
12,900.17 |
12,868.26 |
-31.91 |
-0.2% |
12,590.23 |
| Close |
12,967.37 |
12,878.13 |
-89.24 |
-0.7% |
13,009.68 |
| Range |
108.28 |
111.93 |
3.65 |
3.4% |
421.22 |
| ATR |
142.15 |
139.99 |
-2.16 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,244.65 |
13,173.32 |
12,939.69 |
|
| R3 |
13,132.72 |
13,061.39 |
12,908.91 |
|
| R2 |
13,020.79 |
13,020.79 |
12,898.65 |
|
| R1 |
12,949.46 |
12,949.46 |
12,888.39 |
12,929.16 |
| PP |
12,908.86 |
12,908.86 |
12,908.86 |
12,898.71 |
| S1 |
12,837.53 |
12,837.53 |
12,867.87 |
12,817.23 |
| S2 |
12,796.93 |
12,796.93 |
12,857.61 |
|
| S3 |
12,685.00 |
12,725.60 |
12,847.35 |
|
| S4 |
12,573.07 |
12,613.67 |
12,816.57 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,134.11 |
13,993.12 |
13,241.35 |
|
| R3 |
13,712.89 |
13,571.90 |
13,125.52 |
|
| R2 |
13,291.67 |
13,291.67 |
13,086.90 |
|
| R1 |
13,150.68 |
13,150.68 |
13,048.29 |
13,221.18 |
| PP |
12,870.45 |
12,870.45 |
12,870.45 |
12,905.70 |
| S1 |
12,729.46 |
12,729.46 |
12,971.07 |
12,799.96 |
| S2 |
12,449.23 |
12,449.23 |
12,932.46 |
|
| S3 |
12,028.01 |
12,308.24 |
12,893.84 |
|
| S4 |
11,606.79 |
11,887.02 |
12,778.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,011.45 |
12,701.07 |
310.38 |
2.4% |
113.21 |
0.9% |
57% |
False |
False |
|
| 10 |
13,011.45 |
12,471.49 |
539.96 |
4.2% |
141.35 |
1.1% |
75% |
False |
False |
|
| 20 |
13,290.75 |
12,471.49 |
819.26 |
6.4% |
148.17 |
1.2% |
50% |
False |
False |
|
| 40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
136.56 |
1.1% |
34% |
False |
False |
|
| 60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
127.05 |
1.0% |
34% |
False |
False |
|
| 80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
119.76 |
0.9% |
34% |
False |
False |
|
| 100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.2% |
127.32 |
1.0% |
34% |
False |
False |
|
| 120 |
13,661.87 |
12,398.44 |
1,263.43 |
9.8% |
132.24 |
1.0% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,455.89 |
|
2.618 |
13,273.22 |
|
1.618 |
13,161.29 |
|
1.000 |
13,092.12 |
|
0.618 |
13,049.36 |
|
HIGH |
12,980.19 |
|
0.618 |
12,937.43 |
|
0.500 |
12,924.23 |
|
0.382 |
12,911.02 |
|
LOW |
12,868.26 |
|
0.618 |
12,799.09 |
|
1.000 |
12,756.33 |
|
1.618 |
12,687.16 |
|
2.618 |
12,575.23 |
|
4.250 |
12,392.56 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,924.23 |
12,922.22 |
| PP |
12,908.86 |
12,907.52 |
| S1 |
12,893.50 |
12,892.83 |
|