| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4,442.0 |
4,466.0 |
24.0 |
0.5% |
4,436.0 |
| High |
4,488.0 |
4,482.0 |
-6.0 |
-0.1% |
4,509.0 |
| Low |
4,434.0 |
4,454.0 |
20.0 |
0.5% |
4,421.0 |
| Close |
4,484.0 |
4,457.0 |
-27.0 |
-0.6% |
4,484.0 |
| Range |
54.0 |
28.0 |
-26.0 |
-48.1% |
88.0 |
| ATR |
39.9 |
39.2 |
-0.7 |
-1.8% |
0.0 |
| Volume |
26,917 |
22,452 |
-4,465 |
-16.6% |
114,810 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,548.3 |
4,530.7 |
4,472.4 |
|
| R3 |
4,520.3 |
4,502.7 |
4,464.7 |
|
| R2 |
4,492.3 |
4,492.3 |
4,462.1 |
|
| R1 |
4,474.7 |
4,474.7 |
4,459.6 |
4,469.5 |
| PP |
4,464.3 |
4,464.3 |
4,464.3 |
4,461.8 |
| S1 |
4,446.7 |
4,446.7 |
4,454.4 |
4,441.5 |
| S2 |
4,436.3 |
4,436.3 |
4,451.9 |
|
| S3 |
4,408.3 |
4,418.7 |
4,449.3 |
|
| S4 |
4,380.3 |
4,390.7 |
4,441.6 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,735.3 |
4,697.7 |
4,532.4 |
|
| R3 |
4,647.3 |
4,609.7 |
4,508.2 |
|
| R2 |
4,559.3 |
4,559.3 |
4,500.1 |
|
| R1 |
4,521.7 |
4,521.7 |
4,492.1 |
4,540.5 |
| PP |
4,471.3 |
4,471.3 |
4,471.3 |
4,480.8 |
| S1 |
4,433.7 |
4,433.7 |
4,475.9 |
4,452.5 |
| S2 |
4,383.3 |
4,383.3 |
4,467.9 |
|
| S3 |
4,295.3 |
4,345.7 |
4,459.8 |
|
| S4 |
4,207.3 |
4,257.7 |
4,435.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,509.0 |
4,434.0 |
75.0 |
1.7% |
37.2 |
0.8% |
31% |
False |
False |
22,559 |
| 10 |
4,520.0 |
4,421.0 |
99.0 |
2.2% |
39.2 |
0.9% |
36% |
False |
False |
24,646 |
| 20 |
4,580.0 |
4,421.0 |
159.0 |
3.6% |
35.6 |
0.8% |
23% |
False |
False |
24,058 |
| 40 |
4,580.0 |
4,340.0 |
240.0 |
5.4% |
33.2 |
0.7% |
49% |
False |
False |
26,052 |
| 60 |
4,580.0 |
4,271.0 |
309.0 |
6.9% |
28.1 |
0.6% |
60% |
False |
False |
18,958 |
| 80 |
4,580.0 |
4,077.0 |
503.0 |
11.3% |
22.6 |
0.5% |
76% |
False |
False |
14,239 |
| 100 |
4,580.0 |
3,982.0 |
598.0 |
13.4% |
19.0 |
0.4% |
79% |
False |
False |
11,408 |
| 120 |
4,580.0 |
3,950.0 |
630.0 |
14.1% |
16.1 |
0.4% |
80% |
False |
False |
9,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,601.0 |
|
2.618 |
4,555.3 |
|
1.618 |
4,527.3 |
|
1.000 |
4,510.0 |
|
0.618 |
4,499.3 |
|
HIGH |
4,482.0 |
|
0.618 |
4,471.3 |
|
0.500 |
4,468.0 |
|
0.382 |
4,464.7 |
|
LOW |
4,454.0 |
|
0.618 |
4,436.7 |
|
1.000 |
4,426.0 |
|
1.618 |
4,408.7 |
|
2.618 |
4,380.7 |
|
4.250 |
4,335.0 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,468.0 |
4,461.0 |
| PP |
4,464.3 |
4,459.7 |
| S1 |
4,460.7 |
4,458.3 |
|