| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4,466.0 |
4,455.0 |
-11.0 |
-0.2% |
4,436.0 |
| High |
4,482.0 |
4,460.0 |
-22.0 |
-0.5% |
4,509.0 |
| Low |
4,454.0 |
4,388.0 |
-66.0 |
-1.5% |
4,421.0 |
| Close |
4,457.0 |
4,389.0 |
-68.0 |
-1.5% |
4,484.0 |
| Range |
28.0 |
72.0 |
44.0 |
157.1% |
88.0 |
| ATR |
39.2 |
41.6 |
2.3 |
6.0% |
0.0 |
| Volume |
22,452 |
35,847 |
13,395 |
59.7% |
114,810 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,628.3 |
4,580.7 |
4,428.6 |
|
| R3 |
4,556.3 |
4,508.7 |
4,408.8 |
|
| R2 |
4,484.3 |
4,484.3 |
4,402.2 |
|
| R1 |
4,436.7 |
4,436.7 |
4,395.6 |
4,424.5 |
| PP |
4,412.3 |
4,412.3 |
4,412.3 |
4,406.3 |
| S1 |
4,364.7 |
4,364.7 |
4,382.4 |
4,352.5 |
| S2 |
4,340.3 |
4,340.3 |
4,375.8 |
|
| S3 |
4,268.3 |
4,292.7 |
4,369.2 |
|
| S4 |
4,196.3 |
4,220.7 |
4,349.4 |
|
|
| 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 |
4,388.0 |
121.0 |
2.8% |
46.0 |
1.0% |
1% |
False |
True |
26,517 |
| 10 |
4,520.0 |
4,388.0 |
132.0 |
3.0% |
43.4 |
1.0% |
1% |
False |
True |
26,119 |
| 20 |
4,580.0 |
4,388.0 |
192.0 |
4.4% |
37.7 |
0.9% |
1% |
False |
True |
24,488 |
| 40 |
4,580.0 |
4,340.0 |
240.0 |
5.5% |
34.4 |
0.8% |
20% |
False |
False |
23,974 |
| 60 |
4,580.0 |
4,271.0 |
309.0 |
7.0% |
29.2 |
0.7% |
38% |
False |
False |
19,554 |
| 80 |
4,580.0 |
4,077.0 |
503.0 |
11.5% |
23.4 |
0.5% |
62% |
False |
False |
14,687 |
| 100 |
4,580.0 |
3,982.0 |
598.0 |
13.6% |
19.7 |
0.4% |
68% |
False |
False |
11,767 |
| 120 |
4,580.0 |
3,950.0 |
630.0 |
14.4% |
16.7 |
0.4% |
70% |
False |
False |
9,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,766.0 |
|
2.618 |
4,648.5 |
|
1.618 |
4,576.5 |
|
1.000 |
4,532.0 |
|
0.618 |
4,504.5 |
|
HIGH |
4,460.0 |
|
0.618 |
4,432.5 |
|
0.500 |
4,424.0 |
|
0.382 |
4,415.5 |
|
LOW |
4,388.0 |
|
0.618 |
4,343.5 |
|
1.000 |
4,316.0 |
|
1.618 |
4,271.5 |
|
2.618 |
4,199.5 |
|
4.250 |
4,082.0 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,424.0 |
4,438.0 |
| PP |
4,412.3 |
4,421.7 |
| S1 |
4,400.7 |
4,405.3 |
|