| 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 |
12,977.35 |
13,022.05 |
44.70 |
0.3% |
13,008.30 |
| High |
13,062.56 |
13,053.74 |
-8.82 |
-0.1% |
13,062.56 |
| Low |
12,961.92 |
12,988.68 |
26.76 |
0.2% |
12,765.32 |
| Close |
13,021.82 |
13,025.58 |
3.76 |
0.0% |
13,025.58 |
| Range |
100.64 |
65.06 |
-35.58 |
-35.4% |
297.24 |
| ATR |
142.74 |
137.19 |
-5.55 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,217.85 |
13,186.77 |
13,061.36 |
|
| R3 |
13,152.79 |
13,121.71 |
13,043.47 |
|
| R2 |
13,087.73 |
13,087.73 |
13,037.51 |
|
| R1 |
13,056.65 |
13,056.65 |
13,031.54 |
13,072.19 |
| PP |
13,022.67 |
13,022.67 |
13,022.67 |
13,030.44 |
| S1 |
12,991.59 |
12,991.59 |
13,019.62 |
13,007.13 |
| S2 |
12,957.61 |
12,957.61 |
13,013.65 |
|
| S3 |
12,892.55 |
12,926.53 |
13,007.69 |
|
| S4 |
12,827.49 |
12,861.47 |
12,989.80 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,842.87 |
13,731.47 |
13,189.06 |
|
| R3 |
13,545.63 |
13,434.23 |
13,107.32 |
|
| R2 |
13,248.39 |
13,248.39 |
13,080.07 |
|
| R1 |
13,136.99 |
13,136.99 |
13,052.83 |
13,192.69 |
| PP |
12,951.15 |
12,951.15 |
12,951.15 |
12,979.01 |
| S1 |
12,839.75 |
12,839.75 |
12,998.33 |
12,895.45 |
| S2 |
12,653.91 |
12,653.91 |
12,971.09 |
|
| S3 |
12,356.67 |
12,542.51 |
12,943.84 |
|
| S4 |
12,059.43 |
12,245.27 |
12,862.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,062.56 |
12,765.32 |
297.24 |
2.3% |
121.94 |
0.9% |
88% |
False |
False |
|
| 10 |
13,062.56 |
12,471.49 |
591.07 |
4.5% |
129.42 |
1.0% |
94% |
False |
False |
|
| 20 |
13,290.75 |
12,471.49 |
819.26 |
6.3% |
152.07 |
1.2% |
68% |
False |
False |
|
| 40 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
136.30 |
1.0% |
47% |
False |
False |
|
| 60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
127.85 |
1.0% |
47% |
False |
False |
|
| 80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
119.21 |
0.9% |
47% |
False |
False |
|
| 100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.1% |
126.26 |
1.0% |
47% |
False |
False |
|
| 120 |
13,661.87 |
12,411.91 |
1,249.96 |
9.6% |
130.93 |
1.0% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,330.25 |
|
2.618 |
13,224.07 |
|
1.618 |
13,159.01 |
|
1.000 |
13,118.80 |
|
0.618 |
13,093.95 |
|
HIGH |
13,053.74 |
|
0.618 |
13,028.89 |
|
0.500 |
13,021.21 |
|
0.382 |
13,013.53 |
|
LOW |
12,988.68 |
|
0.618 |
12,948.47 |
|
1.000 |
12,923.62 |
|
1.618 |
12,883.41 |
|
2.618 |
12,818.35 |
|
4.250 |
12,712.18 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,024.12 |
12,988.37 |
| PP |
13,022.67 |
12,951.15 |
| S1 |
13,021.21 |
12,913.94 |
|