| 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 |
12,866 |
12,895 |
29 |
0.2% |
12,842 |
| High |
12,969 |
12,984 |
15 |
0.1% |
12,984 |
| Low |
12,866 |
12,895 |
29 |
0.2% |
12,664 |
| Close |
12,946 |
12,933 |
-13 |
-0.1% |
12,933 |
| Range |
103 |
89 |
-14 |
-13.6% |
320 |
| ATR |
131 |
128 |
-3 |
-2.3% |
0 |
| Volume |
387 |
194 |
-193 |
-49.9% |
878 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,204 |
13,158 |
12,982 |
|
| R3 |
13,115 |
13,069 |
12,958 |
|
| R2 |
13,026 |
13,026 |
12,949 |
|
| R1 |
12,980 |
12,980 |
12,941 |
13,003 |
| PP |
12,937 |
12,937 |
12,937 |
12,949 |
| S1 |
12,891 |
12,891 |
12,925 |
12,914 |
| S2 |
12,848 |
12,848 |
12,917 |
|
| S3 |
12,759 |
12,802 |
12,909 |
|
| S4 |
12,670 |
12,713 |
12,884 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,820 |
13,697 |
13,109 |
|
| R3 |
13,500 |
13,377 |
13,021 |
|
| R2 |
13,180 |
13,180 |
12,992 |
|
| R1 |
13,057 |
13,057 |
12,962 |
13,119 |
| PP |
12,860 |
12,860 |
12,860 |
12,891 |
| S1 |
12,737 |
12,737 |
12,904 |
12,799 |
| S2 |
12,540 |
12,540 |
12,874 |
|
| S3 |
12,220 |
12,417 |
12,845 |
|
| S4 |
11,900 |
12,097 |
12,757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,984 |
12,664 |
320 |
2.5% |
123 |
1.0% |
84% |
True |
False |
175 |
| 10 |
12,984 |
12,380 |
604 |
4.7% |
126 |
1.0% |
92% |
True |
False |
133 |
| 20 |
13,150 |
12,380 |
770 |
6.0% |
140 |
1.1% |
72% |
False |
False |
80 |
| 40 |
13,473 |
12,380 |
1,093 |
8.5% |
108 |
0.8% |
51% |
False |
False |
43 |
| 60 |
13,486 |
12,380 |
1,106 |
8.6% |
87 |
0.7% |
50% |
False |
False |
35 |
| 80 |
13,486 |
12,380 |
1,106 |
8.6% |
71 |
0.5% |
50% |
False |
False |
27 |
| 100 |
13,486 |
12,310 |
1,176 |
9.1% |
57 |
0.4% |
53% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,362 |
|
2.618 |
13,217 |
|
1.618 |
13,128 |
|
1.000 |
13,073 |
|
0.618 |
13,039 |
|
HIGH |
12,984 |
|
0.618 |
12,950 |
|
0.500 |
12,940 |
|
0.382 |
12,929 |
|
LOW |
12,895 |
|
0.618 |
12,840 |
|
1.000 |
12,806 |
|
1.618 |
12,751 |
|
2.618 |
12,662 |
|
4.250 |
12,517 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,940 |
12,897 |
| PP |
12,937 |
12,860 |
| S1 |
12,935 |
12,824 |
|