| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,725.3 |
1,727.2 |
1.9 |
0.1% |
1,676.7 |
| High |
1,734.1 |
1,727.9 |
-6.2 |
-0.4% |
1,739.4 |
| Low |
1,720.5 |
1,704.5 |
-16.0 |
-0.9% |
1,672.5 |
| Close |
1,730.1 |
1,713.8 |
-16.3 |
-0.9% |
1,730.9 |
| Range |
13.6 |
23.4 |
9.8 |
72.1% |
66.9 |
| ATR |
19.4 |
19.9 |
0.4 |
2.3% |
0.0 |
| Volume |
143,227 |
181,712 |
38,485 |
26.9% |
887,991 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.6 |
1,773.1 |
1,726.7 |
|
| R3 |
1,762.2 |
1,749.7 |
1,720.2 |
|
| R2 |
1,738.8 |
1,738.8 |
1,718.1 |
|
| R1 |
1,726.3 |
1,726.3 |
1,715.9 |
1,720.9 |
| PP |
1,715.4 |
1,715.4 |
1,715.4 |
1,712.7 |
| S1 |
1,702.9 |
1,702.9 |
1,711.7 |
1,697.5 |
| S2 |
1,692.0 |
1,692.0 |
1,709.5 |
|
| S3 |
1,668.6 |
1,679.5 |
1,707.4 |
|
| S4 |
1,645.2 |
1,656.1 |
1,700.9 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.0 |
1,889.8 |
1,767.7 |
|
| R3 |
1,848.1 |
1,822.9 |
1,749.3 |
|
| R2 |
1,781.2 |
1,781.2 |
1,743.2 |
|
| R1 |
1,756.0 |
1,756.0 |
1,737.0 |
1,768.6 |
| PP |
1,714.3 |
1,714.3 |
1,714.3 |
1,720.6 |
| S1 |
1,689.1 |
1,689.1 |
1,724.8 |
1,701.7 |
| S2 |
1,647.4 |
1,647.4 |
1,718.6 |
|
| S3 |
1,580.5 |
1,622.2 |
1,712.5 |
|
| S4 |
1,513.6 |
1,555.3 |
1,694.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,739.4 |
1,704.5 |
34.9 |
2.0% |
15.6 |
0.9% |
27% |
False |
True |
144,658 |
| 10 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
22.4 |
1.3% |
62% |
False |
False |
168,605 |
| 20 |
1,744.7 |
1,672.5 |
72.2 |
4.2% |
20.0 |
1.2% |
57% |
False |
False |
143,575 |
| 40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.4 |
1.1% |
33% |
False |
False |
144,241 |
| 60 |
1,798.1 |
1,647.1 |
151.0 |
8.8% |
20.3 |
1.2% |
44% |
False |
False |
144,479 |
| 80 |
1,798.1 |
1,586.3 |
211.8 |
12.4% |
19.8 |
1.2% |
60% |
False |
False |
132,652 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
20.7 |
1.2% |
66% |
False |
False |
108,852 |
| 120 |
1,798.1 |
1,537.3 |
260.8 |
15.2% |
21.9 |
1.3% |
68% |
False |
False |
91,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,827.4 |
|
2.618 |
1,789.2 |
|
1.618 |
1,765.8 |
|
1.000 |
1,751.3 |
|
0.618 |
1,742.4 |
|
HIGH |
1,727.9 |
|
0.618 |
1,719.0 |
|
0.500 |
1,716.2 |
|
0.382 |
1,713.4 |
|
LOW |
1,704.5 |
|
0.618 |
1,690.0 |
|
1.000 |
1,681.1 |
|
1.618 |
1,666.6 |
|
2.618 |
1,643.2 |
|
4.250 |
1,605.1 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,716.2 |
1,719.3 |
| PP |
1,715.4 |
1,717.5 |
| S1 |
1,714.6 |
1,715.6 |
|