| 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 |
2,448.0 |
2,453.0 |
5.0 |
0.2% |
2,479.0 |
| High |
2,472.0 |
2,465.0 |
-7.0 |
-0.3% |
2,499.0 |
| Low |
2,446.0 |
2,423.0 |
-23.0 |
-0.9% |
2,423.0 |
| Close |
2,460.0 |
2,428.0 |
-32.0 |
-1.3% |
2,428.0 |
| Range |
26.0 |
42.0 |
16.0 |
61.5% |
76.0 |
| ATR |
43.2 |
43.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,317,791 |
893,407 |
-424,384 |
-32.2% |
5,204,205 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,564.7 |
2,538.3 |
2,451.1 |
|
| R3 |
2,522.7 |
2,496.3 |
2,439.6 |
|
| R2 |
2,480.7 |
2,480.7 |
2,435.7 |
|
| R1 |
2,454.3 |
2,454.3 |
2,431.9 |
2,446.5 |
| PP |
2,438.7 |
2,438.7 |
2,438.7 |
2,434.8 |
| S1 |
2,412.3 |
2,412.3 |
2,424.2 |
2,404.5 |
| S2 |
2,396.7 |
2,396.7 |
2,420.3 |
|
| S3 |
2,354.7 |
2,370.3 |
2,416.5 |
|
| S4 |
2,312.7 |
2,328.3 |
2,404.9 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.0 |
2,629.0 |
2,469.8 |
|
| R3 |
2,602.0 |
2,553.0 |
2,448.9 |
|
| R2 |
2,526.0 |
2,526.0 |
2,441.9 |
|
| R1 |
2,477.0 |
2,477.0 |
2,435.0 |
2,463.5 |
| PP |
2,450.0 |
2,450.0 |
2,450.0 |
2,443.3 |
| S1 |
2,401.0 |
2,401.0 |
2,421.0 |
2,387.5 |
| S2 |
2,374.0 |
2,374.0 |
2,414.1 |
|
| S3 |
2,298.0 |
2,325.0 |
2,407.1 |
|
| S4 |
2,222.0 |
2,249.0 |
2,386.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,499.0 |
2,423.0 |
76.0 |
3.1% |
39.2 |
1.6% |
7% |
False |
True |
1,040,841 |
| 10 |
2,559.0 |
2,423.0 |
136.0 |
5.6% |
41.8 |
1.7% |
4% |
False |
True |
925,983 |
| 20 |
2,559.0 |
2,423.0 |
136.0 |
5.6% |
42.6 |
1.8% |
4% |
False |
True |
901,675 |
| 40 |
2,578.0 |
2,423.0 |
155.0 |
6.4% |
42.1 |
1.7% |
3% |
False |
True |
957,154 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.6% |
40.4 |
1.7% |
21% |
False |
False |
744,113 |
| 80 |
2,594.0 |
2,222.0 |
372.0 |
15.3% |
41.8 |
1.7% |
55% |
False |
False |
558,659 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
19.7% |
41.9 |
1.7% |
65% |
False |
False |
449,187 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.8% |
42.6 |
1.8% |
71% |
False |
False |
376,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.5 |
|
2.618 |
2,575.0 |
|
1.618 |
2,533.0 |
|
1.000 |
2,507.0 |
|
0.618 |
2,491.0 |
|
HIGH |
2,465.0 |
|
0.618 |
2,449.0 |
|
0.500 |
2,444.0 |
|
0.382 |
2,439.0 |
|
LOW |
2,423.0 |
|
0.618 |
2,397.0 |
|
1.000 |
2,381.0 |
|
1.618 |
2,355.0 |
|
2.618 |
2,313.0 |
|
4.250 |
2,244.5 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,444.0 |
2,461.0 |
| PP |
2,438.7 |
2,450.0 |
| S1 |
2,433.3 |
2,439.0 |
|