| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,450.0 |
2,488.0 |
38.0 |
1.6% |
2,479.0 |
| High |
2,497.0 |
2,514.0 |
17.0 |
0.7% |
2,499.0 |
| Low |
2,443.0 |
2,480.0 |
37.0 |
1.5% |
2,423.0 |
| Close |
2,495.0 |
2,508.0 |
13.0 |
0.5% |
2,428.0 |
| Range |
54.0 |
34.0 |
-20.0 |
-37.0% |
76.0 |
| ATR |
45.0 |
44.2 |
-0.8 |
-1.7% |
0.0 |
| Volume |
760,257 |
730,073 |
-30,184 |
-4.0% |
5,204,205 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.7 |
2,589.3 |
2,526.7 |
|
| R3 |
2,568.7 |
2,555.3 |
2,517.4 |
|
| R2 |
2,534.7 |
2,534.7 |
2,514.2 |
|
| R1 |
2,521.3 |
2,521.3 |
2,511.1 |
2,528.0 |
| PP |
2,500.7 |
2,500.7 |
2,500.7 |
2,504.0 |
| S1 |
2,487.3 |
2,487.3 |
2,504.9 |
2,494.0 |
| S2 |
2,466.7 |
2,466.7 |
2,501.8 |
|
| S3 |
2,432.7 |
2,453.3 |
2,498.7 |
|
| S4 |
2,398.7 |
2,419.3 |
2,489.3 |
|
|
| 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 |
2,514.0 |
2,423.0 |
91.0 |
3.6% |
42.6 |
1.7% |
93% |
True |
False |
929,396 |
| 10 |
2,559.0 |
2,423.0 |
136.0 |
5.4% |
45.1 |
1.8% |
63% |
False |
False |
940,990 |
| 20 |
2,559.0 |
2,423.0 |
136.0 |
5.4% |
41.8 |
1.7% |
63% |
False |
False |
859,683 |
| 40 |
2,578.0 |
2,423.0 |
155.0 |
6.2% |
42.8 |
1.7% |
55% |
False |
False |
939,284 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.3% |
40.6 |
1.6% |
59% |
False |
False |
768,929 |
| 80 |
2,594.0 |
2,235.0 |
359.0 |
14.3% |
41.2 |
1.6% |
76% |
False |
False |
577,129 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
19.1% |
41.7 |
1.7% |
82% |
False |
False |
464,077 |
| 120 |
2,594.0 |
2,042.0 |
552.0 |
22.0% |
42.4 |
1.7% |
84% |
False |
False |
388,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.5 |
|
2.618 |
2,603.0 |
|
1.618 |
2,569.0 |
|
1.000 |
2,548.0 |
|
0.618 |
2,535.0 |
|
HIGH |
2,514.0 |
|
0.618 |
2,501.0 |
|
0.500 |
2,497.0 |
|
0.382 |
2,493.0 |
|
LOW |
2,480.0 |
|
0.618 |
2,459.0 |
|
1.000 |
2,446.0 |
|
1.618 |
2,425.0 |
|
2.618 |
2,391.0 |
|
4.250 |
2,335.5 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,504.3 |
2,494.8 |
| PP |
2,500.7 |
2,481.7 |
| S1 |
2,497.0 |
2,468.5 |
|