| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
9,415 |
9,365 |
-50 |
-0.5% |
9,090 |
| High |
9,465 |
9,415 |
-50 |
-0.5% |
9,460 |
| Low |
9,355 |
9,225 |
-130 |
-1.4% |
9,090 |
| Close |
9,370 |
9,355 |
-15 |
-0.2% |
9,435 |
| Range |
110 |
190 |
80 |
72.7% |
370 |
| ATR |
146 |
149 |
3 |
2.2% |
0 |
| Volume |
6,246 |
6,596 |
350 |
5.6% |
30,851 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,902 |
9,818 |
9,460 |
|
| R3 |
9,712 |
9,628 |
9,407 |
|
| R2 |
9,522 |
9,522 |
9,390 |
|
| R1 |
9,438 |
9,438 |
9,373 |
9,385 |
| PP |
9,332 |
9,332 |
9,332 |
9,305 |
| S1 |
9,248 |
9,248 |
9,338 |
9,195 |
| S2 |
9,142 |
9,142 |
9,320 |
|
| S3 |
8,952 |
9,058 |
9,303 |
|
| S4 |
8,762 |
8,868 |
9,251 |
|
|
| 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 |
9,175 |
320 |
3.4% |
152 |
1.6% |
56% |
False |
False |
7,263 |
| 10 |
9,495 |
8,665 |
830 |
8.9% |
160 |
1.7% |
83% |
False |
False |
7,856 |
| 20 |
9,495 |
8,625 |
870 |
9.3% |
146 |
1.6% |
84% |
False |
False |
6,109 |
| 40 |
9,495 |
8,505 |
990 |
10.6% |
149 |
1.6% |
86% |
False |
False |
5,603 |
| 60 |
9,495 |
8,505 |
990 |
10.6% |
143 |
1.5% |
86% |
False |
False |
5,356 |
| 80 |
9,495 |
8,505 |
990 |
10.6% |
120 |
1.3% |
86% |
False |
False |
4,039 |
| 100 |
9,495 |
8,365 |
1,130 |
12.1% |
96 |
1.0% |
88% |
False |
False |
3,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,223 |
|
2.618 |
9,913 |
|
1.618 |
9,723 |
|
1.000 |
9,605 |
|
0.618 |
9,533 |
|
HIGH |
9,415 |
|
0.618 |
9,343 |
|
0.500 |
9,320 |
|
0.382 |
9,298 |
|
LOW |
9,225 |
|
0.618 |
9,108 |
|
1.000 |
9,035 |
|
1.618 |
8,918 |
|
2.618 |
8,728 |
|
4.250 |
8,418 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,343 |
9,360 |
| PP |
9,332 |
9,358 |
| S1 |
9,320 |
9,357 |
|