| 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 |
2,568.0 |
2,577.0 |
9.0 |
0.4% |
2,549.0 |
| High |
2,582.0 |
2,592.0 |
10.0 |
0.4% |
2,592.0 |
| Low |
2,559.0 |
2,574.0 |
15.0 |
0.6% |
2,519.0 |
| Close |
2,579.0 |
2,579.0 |
0.0 |
0.0% |
2,579.0 |
| Range |
23.0 |
18.0 |
-5.0 |
-21.7% |
73.0 |
| ATR |
40.8 |
39.2 |
-1.6 |
-4.0% |
0.0 |
| Volume |
864,430 |
828,826 |
-35,604 |
-4.1% |
4,373,468 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.7 |
2,625.3 |
2,588.9 |
|
| R3 |
2,617.7 |
2,607.3 |
2,584.0 |
|
| R2 |
2,599.7 |
2,599.7 |
2,582.3 |
|
| R1 |
2,589.3 |
2,589.3 |
2,580.7 |
2,594.5 |
| PP |
2,581.7 |
2,581.7 |
2,581.7 |
2,584.3 |
| S1 |
2,571.3 |
2,571.3 |
2,577.4 |
2,576.5 |
| S2 |
2,563.7 |
2,563.7 |
2,575.7 |
|
| S3 |
2,545.7 |
2,553.3 |
2,574.1 |
|
| S4 |
2,527.7 |
2,535.3 |
2,569.1 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.3 |
2,753.7 |
2,619.2 |
|
| R3 |
2,709.3 |
2,680.7 |
2,599.1 |
|
| R2 |
2,636.3 |
2,636.3 |
2,592.4 |
|
| R1 |
2,607.7 |
2,607.7 |
2,585.7 |
2,622.0 |
| PP |
2,563.3 |
2,563.3 |
2,563.3 |
2,570.5 |
| S1 |
2,534.7 |
2,534.7 |
2,572.3 |
2,549.0 |
| S2 |
2,490.3 |
2,490.3 |
2,565.6 |
|
| S3 |
2,417.3 |
2,461.7 |
2,558.9 |
|
| S4 |
2,344.3 |
2,388.7 |
2,538.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,592.0 |
2,519.0 |
73.0 |
2.8% |
27.0 |
1.0% |
82% |
True |
False |
874,693 |
| 10 |
2,592.0 |
2,423.0 |
169.0 |
6.6% |
34.1 |
1.3% |
92% |
True |
False |
777,878 |
| 20 |
2,592.0 |
2,423.0 |
169.0 |
6.6% |
37.7 |
1.5% |
92% |
True |
False |
853,205 |
| 40 |
2,592.0 |
2,423.0 |
169.0 |
6.6% |
39.7 |
1.5% |
92% |
True |
False |
892,626 |
| 60 |
2,594.0 |
2,423.0 |
171.0 |
6.6% |
39.3 |
1.5% |
91% |
False |
False |
856,748 |
| 80 |
2,594.0 |
2,385.0 |
209.0 |
8.1% |
38.6 |
1.5% |
93% |
False |
False |
644,523 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
18.6% |
41.2 |
1.6% |
97% |
False |
False |
517,167 |
| 120 |
2,594.0 |
2,098.0 |
496.0 |
19.2% |
41.6 |
1.6% |
97% |
False |
False |
432,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,668.5 |
|
2.618 |
2,639.1 |
|
1.618 |
2,621.1 |
|
1.000 |
2,610.0 |
|
0.618 |
2,603.1 |
|
HIGH |
2,592.0 |
|
0.618 |
2,585.1 |
|
0.500 |
2,583.0 |
|
0.382 |
2,580.9 |
|
LOW |
2,574.0 |
|
0.618 |
2,562.9 |
|
1.000 |
2,556.0 |
|
1.618 |
2,544.9 |
|
2.618 |
2,526.9 |
|
4.250 |
2,497.5 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,583.0 |
2,571.2 |
| PP |
2,581.7 |
2,563.3 |
| S1 |
2,580.3 |
2,555.5 |
|