| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,727.2 |
1,715.5 |
-11.7 |
-0.7% |
1,731.8 |
| High |
1,727.9 |
1,717.2 |
-10.7 |
-0.6% |
1,738.0 |
| Low |
1,704.5 |
1,705.6 |
1.1 |
0.1% |
1,704.5 |
| Close |
1,713.8 |
1,714.7 |
0.9 |
0.1% |
1,714.7 |
| Range |
23.4 |
11.6 |
-11.8 |
-50.4% |
33.5 |
| ATR |
19.9 |
19.3 |
-0.6 |
-3.0% |
0.0 |
| Volume |
181,712 |
136,952 |
-44,760 |
-24.6% |
711,575 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,747.3 |
1,742.6 |
1,721.1 |
|
| R3 |
1,735.7 |
1,731.0 |
1,717.9 |
|
| R2 |
1,724.1 |
1,724.1 |
1,716.8 |
|
| R1 |
1,719.4 |
1,719.4 |
1,715.8 |
1,716.0 |
| PP |
1,712.5 |
1,712.5 |
1,712.5 |
1,710.8 |
| S1 |
1,707.8 |
1,707.8 |
1,713.6 |
1,704.4 |
| S2 |
1,700.9 |
1,700.9 |
1,712.6 |
|
| S3 |
1,689.3 |
1,696.2 |
1,711.5 |
|
| S4 |
1,677.7 |
1,684.6 |
1,708.3 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,819.6 |
1,800.6 |
1,733.1 |
|
| R3 |
1,786.1 |
1,767.1 |
1,723.9 |
|
| R2 |
1,752.6 |
1,752.6 |
1,720.8 |
|
| R1 |
1,733.6 |
1,733.6 |
1,717.8 |
1,726.4 |
| PP |
1,719.1 |
1,719.1 |
1,719.1 |
1,715.4 |
| S1 |
1,700.1 |
1,700.1 |
1,711.6 |
1,692.9 |
| S2 |
1,685.6 |
1,685.6 |
1,708.6 |
|
| S3 |
1,652.1 |
1,666.6 |
1,705.5 |
|
| S4 |
1,618.6 |
1,633.1 |
1,696.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,738.0 |
1,704.5 |
33.5 |
2.0% |
15.4 |
0.9% |
30% |
False |
False |
142,315 |
| 10 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
19.3 |
1.1% |
63% |
False |
False |
159,956 |
| 20 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
19.1 |
1.1% |
63% |
False |
False |
142,487 |
| 40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.1 |
1.1% |
34% |
False |
False |
143,032 |
| 60 |
1,798.1 |
1,647.1 |
151.0 |
8.8% |
20.1 |
1.2% |
45% |
False |
False |
144,354 |
| 80 |
1,798.1 |
1,586.3 |
211.8 |
12.4% |
19.7 |
1.1% |
61% |
False |
False |
133,629 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.4% |
20.6 |
1.2% |
66% |
False |
False |
110,182 |
| 120 |
1,798.1 |
1,551.0 |
247.1 |
14.4% |
21.7 |
1.3% |
66% |
False |
False |
92,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,766.5 |
|
2.618 |
1,747.6 |
|
1.618 |
1,736.0 |
|
1.000 |
1,728.8 |
|
0.618 |
1,724.4 |
|
HIGH |
1,717.2 |
|
0.618 |
1,712.8 |
|
0.500 |
1,711.4 |
|
0.382 |
1,710.0 |
|
LOW |
1,705.6 |
|
0.618 |
1,698.4 |
|
1.000 |
1,694.0 |
|
1.618 |
1,686.8 |
|
2.618 |
1,675.2 |
|
4.250 |
1,656.3 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,713.6 |
1,719.3 |
| PP |
1,712.5 |
1,717.8 |
| S1 |
1,711.4 |
1,716.2 |
|