| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,536.0 |
2,549.0 |
13.0 |
0.5% |
2,450.0 |
| High |
2,563.0 |
2,554.0 |
-9.0 |
-0.4% |
2,563.0 |
| Low |
2,521.0 |
2,536.0 |
15.0 |
0.6% |
2,443.0 |
| Close |
2,552.0 |
2,541.0 |
-11.0 |
-0.4% |
2,552.0 |
| Range |
42.0 |
18.0 |
-24.0 |
-57.1% |
120.0 |
| ATR |
43.6 |
41.7 |
-1.8 |
-4.2% |
0.0 |
| Volume |
566,393 |
728,124 |
161,731 |
28.6% |
2,511,909 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.7 |
2,587.3 |
2,550.9 |
|
| R3 |
2,579.7 |
2,569.3 |
2,546.0 |
|
| R2 |
2,561.7 |
2,561.7 |
2,544.3 |
|
| R1 |
2,551.3 |
2,551.3 |
2,542.7 |
2,547.5 |
| PP |
2,543.7 |
2,543.7 |
2,543.7 |
2,541.8 |
| S1 |
2,533.3 |
2,533.3 |
2,539.4 |
2,529.5 |
| S2 |
2,525.7 |
2,525.7 |
2,537.7 |
|
| S3 |
2,507.7 |
2,515.3 |
2,536.1 |
|
| S4 |
2,489.7 |
2,497.3 |
2,531.1 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.3 |
2,835.7 |
2,618.0 |
|
| R3 |
2,759.3 |
2,715.7 |
2,585.0 |
|
| R2 |
2,639.3 |
2,639.3 |
2,574.0 |
|
| R1 |
2,595.7 |
2,595.7 |
2,563.0 |
2,617.5 |
| PP |
2,519.3 |
2,519.3 |
2,519.3 |
2,530.3 |
| S1 |
2,475.7 |
2,475.7 |
2,541.0 |
2,497.5 |
| S2 |
2,399.3 |
2,399.3 |
2,530.0 |
|
| S3 |
2,279.3 |
2,355.7 |
2,519.0 |
|
| S4 |
2,159.3 |
2,235.7 |
2,486.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,563.0 |
2,443.0 |
120.0 |
4.7% |
36.4 |
1.4% |
82% |
False |
False |
648,006 |
| 10 |
2,563.0 |
2,423.0 |
140.0 |
5.5% |
37.8 |
1.5% |
84% |
False |
False |
844,423 |
| 20 |
2,563.0 |
2,423.0 |
140.0 |
5.5% |
40.1 |
1.6% |
84% |
False |
False |
827,527 |
| 40 |
2,578.0 |
2,423.0 |
155.0 |
6.1% |
41.0 |
1.6% |
76% |
False |
False |
894,941 |
| 60 |
2,594.0 |
2,386.0 |
208.0 |
8.2% |
40.9 |
1.6% |
75% |
False |
False |
798,066 |
| 80 |
2,594.0 |
2,247.0 |
347.0 |
13.7% |
40.2 |
1.6% |
85% |
False |
False |
598,971 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
18.9% |
41.5 |
1.6% |
89% |
False |
False |
480,822 |
| 120 |
2,594.0 |
2,087.0 |
507.0 |
20.0% |
42.2 |
1.7% |
90% |
False |
False |
402,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,630.5 |
|
2.618 |
2,601.1 |
|
1.618 |
2,583.1 |
|
1.000 |
2,572.0 |
|
0.618 |
2,565.1 |
|
HIGH |
2,554.0 |
|
0.618 |
2,547.1 |
|
0.500 |
2,545.0 |
|
0.382 |
2,542.9 |
|
LOW |
2,536.0 |
|
0.618 |
2,524.9 |
|
1.000 |
2,518.0 |
|
1.618 |
2,506.9 |
|
2.618 |
2,488.9 |
|
4.250 |
2,459.5 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.0 |
2,536.0 |
| PP |
2,543.7 |
2,531.0 |
| S1 |
2,542.3 |
2,526.0 |
|