| 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 |
2,549.0 |
2,561.0 |
12.0 |
0.5% |
2,450.0 |
| High |
2,554.0 |
2,563.0 |
9.0 |
0.4% |
2,563.0 |
| Low |
2,536.0 |
2,532.0 |
-4.0 |
-0.2% |
2,443.0 |
| Close |
2,541.0 |
2,540.0 |
-1.0 |
0.0% |
2,552.0 |
| Range |
18.0 |
31.0 |
13.0 |
72.2% |
120.0 |
| ATR |
41.7 |
41.0 |
-0.8 |
-1.8% |
0.0 |
| Volume |
728,124 |
954,741 |
226,617 |
31.1% |
2,511,909 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.0 |
2,620.0 |
2,557.1 |
|
| R3 |
2,607.0 |
2,589.0 |
2,548.5 |
|
| R2 |
2,576.0 |
2,576.0 |
2,545.7 |
|
| R1 |
2,558.0 |
2,558.0 |
2,542.8 |
2,551.5 |
| PP |
2,545.0 |
2,545.0 |
2,545.0 |
2,541.8 |
| S1 |
2,527.0 |
2,527.0 |
2,537.2 |
2,520.5 |
| S2 |
2,514.0 |
2,514.0 |
2,534.3 |
|
| S3 |
2,483.0 |
2,496.0 |
2,531.5 |
|
| S4 |
2,452.0 |
2,465.0 |
2,523.0 |
|
|
| 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 |
2,480.0 |
83.0 |
3.3% |
31.8 |
1.3% |
72% |
True |
False |
686,903 |
| 10 |
2,563.0 |
2,423.0 |
140.0 |
5.5% |
38.8 |
1.5% |
84% |
True |
False |
831,759 |
| 20 |
2,563.0 |
2,423.0 |
140.0 |
5.5% |
40.4 |
1.6% |
84% |
True |
False |
850,500 |
| 40 |
2,578.0 |
2,423.0 |
155.0 |
6.1% |
40.3 |
1.6% |
75% |
False |
False |
894,285 |
| 60 |
2,594.0 |
2,407.0 |
187.0 |
7.4% |
40.6 |
1.6% |
71% |
False |
False |
813,758 |
| 80 |
2,594.0 |
2,350.0 |
244.0 |
9.6% |
39.1 |
1.5% |
78% |
False |
False |
610,898 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
18.9% |
41.3 |
1.6% |
89% |
False |
False |
490,366 |
| 120 |
2,594.0 |
2,097.0 |
497.0 |
19.6% |
42.1 |
1.7% |
89% |
False |
False |
410,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,694.8 |
|
2.618 |
2,644.2 |
|
1.618 |
2,613.2 |
|
1.000 |
2,594.0 |
|
0.618 |
2,582.2 |
|
HIGH |
2,563.0 |
|
0.618 |
2,551.2 |
|
0.500 |
2,547.5 |
|
0.382 |
2,543.8 |
|
LOW |
2,532.0 |
|
0.618 |
2,512.8 |
|
1.000 |
2,501.0 |
|
1.618 |
2,481.8 |
|
2.618 |
2,450.8 |
|
4.250 |
2,400.3 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,547.5 |
2,542.0 |
| PP |
2,545.0 |
2,541.3 |
| S1 |
2,542.5 |
2,540.7 |
|