| 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 |
2,553.0 |
2,568.0 |
15.0 |
0.6% |
2,542.0 |
| High |
2,572.0 |
2,583.0 |
11.0 |
0.4% |
2,583.0 |
| Low |
2,552.0 |
2,567.0 |
15.0 |
0.6% |
2,512.0 |
| Close |
2,571.0 |
2,571.0 |
0.0 |
0.0% |
2,571.0 |
| Range |
20.0 |
16.0 |
-4.0 |
-20.0% |
71.0 |
| ATR |
35.9 |
34.5 |
-1.4 |
-4.0% |
0.0 |
| Volume |
28,619 |
4,463 |
-24,156 |
-84.4% |
84,342 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.7 |
2,612.3 |
2,579.8 |
|
| R3 |
2,605.7 |
2,596.3 |
2,575.4 |
|
| R2 |
2,589.7 |
2,589.7 |
2,573.9 |
|
| R1 |
2,580.3 |
2,580.3 |
2,572.5 |
2,585.0 |
| PP |
2,573.7 |
2,573.7 |
2,573.7 |
2,576.0 |
| S1 |
2,564.3 |
2,564.3 |
2,569.5 |
2,569.0 |
| S2 |
2,557.7 |
2,557.7 |
2,568.1 |
|
| S3 |
2,541.7 |
2,548.3 |
2,566.6 |
|
| S4 |
2,525.7 |
2,532.3 |
2,562.2 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.3 |
2,740.7 |
2,610.1 |
|
| R3 |
2,697.3 |
2,669.7 |
2,590.5 |
|
| R2 |
2,626.3 |
2,626.3 |
2,584.0 |
|
| R1 |
2,598.7 |
2,598.7 |
2,577.5 |
2,612.5 |
| PP |
2,555.3 |
2,555.3 |
2,555.3 |
2,562.3 |
| S1 |
2,527.7 |
2,527.7 |
2,564.5 |
2,541.5 |
| S2 |
2,484.3 |
2,484.3 |
2,558.0 |
|
| S3 |
2,413.3 |
2,456.7 |
2,551.5 |
|
| S4 |
2,342.3 |
2,385.7 |
2,532.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,583.0 |
2,512.0 |
71.0 |
2.8% |
24.4 |
0.9% |
83% |
True |
False |
16,868 |
| 10 |
2,583.0 |
2,440.0 |
143.0 |
5.6% |
27.8 |
1.1% |
92% |
True |
False |
8,582 |
| 20 |
2,583.0 |
2,417.0 |
166.0 |
6.5% |
32.7 |
1.3% |
93% |
True |
False |
4,448 |
| 40 |
2,583.0 |
2,417.0 |
166.0 |
6.5% |
34.1 |
1.3% |
93% |
True |
False |
4,812 |
| 60 |
2,586.0 |
2,417.0 |
169.0 |
6.6% |
34.5 |
1.3% |
91% |
False |
False |
5,893 |
| 80 |
2,586.0 |
2,379.0 |
207.0 |
8.1% |
33.2 |
1.3% |
93% |
False |
False |
4,665 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.2% |
33.8 |
1.3% |
97% |
False |
False |
3,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.0 |
|
2.618 |
2,624.9 |
|
1.618 |
2,608.9 |
|
1.000 |
2,599.0 |
|
0.618 |
2,592.9 |
|
HIGH |
2,583.0 |
|
0.618 |
2,576.9 |
|
0.500 |
2,575.0 |
|
0.382 |
2,573.1 |
|
LOW |
2,567.0 |
|
0.618 |
2,557.1 |
|
1.000 |
2,551.0 |
|
1.618 |
2,541.1 |
|
2.618 |
2,525.1 |
|
4.250 |
2,499.0 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,575.0 |
2,563.2 |
| PP |
2,573.7 |
2,555.3 |
| S1 |
2,572.3 |
2,547.5 |
|