| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,383.50 |
1,395.25 |
11.75 |
0.8% |
1,354.25 |
| High |
1,400.50 |
1,398.25 |
-2.25 |
-0.2% |
1,400.50 |
| Low |
1,381.00 |
1,388.75 |
7.75 |
0.6% |
1,353.75 |
| Close |
1,398.75 |
1,396.75 |
-2.00 |
-0.1% |
1,398.75 |
| Range |
19.50 |
9.50 |
-10.00 |
-51.3% |
46.75 |
| ATR |
18.81 |
18.18 |
-0.63 |
-3.3% |
0.00 |
| Volume |
4,153 |
3,721 |
-432 |
-10.4% |
27,381 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.00 |
1,419.50 |
1,402.00 |
|
| R3 |
1,413.50 |
1,410.00 |
1,399.25 |
|
| R2 |
1,404.00 |
1,404.00 |
1,398.50 |
|
| R1 |
1,400.50 |
1,400.50 |
1,397.50 |
1,402.25 |
| PP |
1,394.50 |
1,394.50 |
1,394.50 |
1,395.50 |
| S1 |
1,391.00 |
1,391.00 |
1,396.00 |
1,392.75 |
| S2 |
1,385.00 |
1,385.00 |
1,395.00 |
|
| S3 |
1,375.50 |
1,381.50 |
1,394.25 |
|
| S4 |
1,366.00 |
1,372.00 |
1,391.50 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,524.50 |
1,508.50 |
1,424.50 |
|
| R3 |
1,477.75 |
1,461.75 |
1,411.50 |
|
| R2 |
1,431.00 |
1,431.00 |
1,407.25 |
|
| R1 |
1,415.00 |
1,415.00 |
1,403.00 |
1,423.00 |
| PP |
1,384.25 |
1,384.25 |
1,384.25 |
1,388.50 |
| S1 |
1,368.25 |
1,368.25 |
1,394.50 |
1,376.25 |
| S2 |
1,337.50 |
1,337.50 |
1,390.25 |
|
| S3 |
1,290.75 |
1,321.50 |
1,386.00 |
|
| S4 |
1,244.00 |
1,274.75 |
1,373.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,400.50 |
1,353.75 |
46.75 |
3.3% |
15.75 |
1.1% |
92% |
False |
False |
6,220 |
| 10 |
1,400.50 |
1,333.75 |
66.75 |
4.8% |
17.00 |
1.2% |
94% |
False |
False |
4,982 |
| 20 |
1,424.00 |
1,333.75 |
90.25 |
6.5% |
19.75 |
1.4% |
70% |
False |
False |
3,540 |
| 40 |
1,459.00 |
1,333.75 |
125.25 |
9.0% |
17.75 |
1.3% |
50% |
False |
False |
2,674 |
| 60 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
16.00 |
1.2% |
50% |
False |
False |
2,038 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
9.1% |
14.00 |
1.0% |
50% |
False |
False |
1,566 |
| 100 |
1,461.00 |
1,313.00 |
148.00 |
10.6% |
13.50 |
1.0% |
57% |
False |
False |
1,282 |
| 120 |
1,461.00 |
1,287.50 |
173.50 |
12.4% |
12.75 |
0.9% |
63% |
False |
False |
1,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,438.50 |
|
2.618 |
1,423.00 |
|
1.618 |
1,413.50 |
|
1.000 |
1,407.75 |
|
0.618 |
1,404.00 |
|
HIGH |
1,398.25 |
|
0.618 |
1,394.50 |
|
0.500 |
1,393.50 |
|
0.382 |
1,392.50 |
|
LOW |
1,388.75 |
|
0.618 |
1,383.00 |
|
1.000 |
1,379.25 |
|
1.618 |
1,373.50 |
|
2.618 |
1,364.00 |
|
4.250 |
1,348.50 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,395.75 |
1,393.00 |
| PP |
1,394.50 |
1,389.25 |
| S1 |
1,393.50 |
1,385.50 |
|