| 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 |
9,435 |
9,415 |
-20 |
-0.2% |
9,090 |
| High |
9,495 |
9,465 |
-30 |
-0.3% |
9,460 |
| Low |
9,355 |
9,355 |
0 |
0.0% |
9,090 |
| Close |
9,400 |
9,370 |
-30 |
-0.3% |
9,435 |
| Range |
140 |
110 |
-30 |
-21.4% |
370 |
| ATR |
149 |
146 |
-3 |
-1.9% |
0 |
| Volume |
5,869 |
6,246 |
377 |
6.4% |
30,851 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,727 |
9,658 |
9,431 |
|
| R3 |
9,617 |
9,548 |
9,400 |
|
| R2 |
9,507 |
9,507 |
9,390 |
|
| R1 |
9,438 |
9,438 |
9,380 |
9,418 |
| PP |
9,397 |
9,397 |
9,397 |
9,386 |
| S1 |
9,328 |
9,328 |
9,360 |
9,308 |
| S2 |
9,287 |
9,287 |
9,350 |
|
| S3 |
9,177 |
9,218 |
9,340 |
|
| S4 |
9,067 |
9,108 |
9,310 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,438 |
10,307 |
9,639 |
|
| R3 |
10,068 |
9,937 |
9,537 |
|
| R2 |
9,698 |
9,698 |
9,503 |
|
| R1 |
9,567 |
9,567 |
9,469 |
9,633 |
| PP |
9,328 |
9,328 |
9,328 |
9,361 |
| S1 |
9,197 |
9,197 |
9,401 |
9,263 |
| S2 |
8,958 |
8,958 |
9,367 |
|
| S3 |
8,588 |
8,827 |
9,333 |
|
| S4 |
8,218 |
8,457 |
9,232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,495 |
9,100 |
395 |
4.2% |
139 |
1.5% |
68% |
False |
False |
7,181 |
| 10 |
9,495 |
8,625 |
870 |
9.3% |
152 |
1.6% |
86% |
False |
False |
7,656 |
| 20 |
9,495 |
8,625 |
870 |
9.3% |
146 |
1.6% |
86% |
False |
False |
5,865 |
| 40 |
9,495 |
8,505 |
990 |
10.6% |
146 |
1.6% |
87% |
False |
False |
5,544 |
| 60 |
9,495 |
8,505 |
990 |
10.6% |
143 |
1.5% |
87% |
False |
False |
5,264 |
| 80 |
9,495 |
8,505 |
990 |
10.6% |
117 |
1.2% |
87% |
False |
False |
3,956 |
| 100 |
9,495 |
8,365 |
1,130 |
12.1% |
94 |
1.0% |
89% |
False |
False |
3,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,933 |
|
2.618 |
9,753 |
|
1.618 |
9,643 |
|
1.000 |
9,575 |
|
0.618 |
9,533 |
|
HIGH |
9,465 |
|
0.618 |
9,423 |
|
0.500 |
9,410 |
|
0.382 |
9,397 |
|
LOW |
9,355 |
|
0.618 |
9,287 |
|
1.000 |
9,245 |
|
1.618 |
9,177 |
|
2.618 |
9,067 |
|
4.250 |
8,888 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,410 |
9,405 |
| PP |
9,397 |
9,393 |
| S1 |
9,383 |
9,382 |
|