| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4,400.0 |
4,364.0 |
-36.0 |
-0.8% |
4,436.0 |
| High |
4,409.0 |
4,375.0 |
-34.0 |
-0.8% |
4,509.0 |
| Low |
4,382.0 |
4,348.0 |
-34.0 |
-0.8% |
4,421.0 |
| Close |
4,400.0 |
4,351.0 |
-49.0 |
-1.1% |
4,484.0 |
| Range |
27.0 |
27.0 |
0.0 |
0.0% |
88.0 |
| ATR |
40.5 |
41.4 |
0.8 |
2.0% |
0.0 |
| Volume |
22,862 |
28,467 |
5,605 |
24.5% |
114,810 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,439.0 |
4,422.0 |
4,365.9 |
|
| R3 |
4,412.0 |
4,395.0 |
4,358.4 |
|
| R2 |
4,385.0 |
4,385.0 |
4,356.0 |
|
| R1 |
4,368.0 |
4,368.0 |
4,353.5 |
4,363.0 |
| PP |
4,358.0 |
4,358.0 |
4,358.0 |
4,355.5 |
| S1 |
4,341.0 |
4,341.0 |
4,348.5 |
4,336.0 |
| S2 |
4,331.0 |
4,331.0 |
4,346.1 |
|
| S3 |
4,304.0 |
4,314.0 |
4,343.6 |
|
| S4 |
4,277.0 |
4,287.0 |
4,336.2 |
|
|
| 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 |
4,488.0 |
4,348.0 |
140.0 |
3.2% |
41.6 |
1.0% |
2% |
False |
True |
27,309 |
| 10 |
4,509.0 |
4,348.0 |
161.0 |
3.7% |
39.2 |
0.9% |
2% |
False |
True |
24,639 |
| 20 |
4,571.0 |
4,348.0 |
223.0 |
5.1% |
37.8 |
0.9% |
1% |
False |
True |
24,137 |
| 40 |
4,580.0 |
4,340.0 |
240.0 |
5.5% |
34.3 |
0.8% |
5% |
False |
False |
22,701 |
| 60 |
4,580.0 |
4,271.0 |
309.0 |
7.1% |
29.8 |
0.7% |
26% |
False |
False |
20,409 |
| 80 |
4,580.0 |
4,077.0 |
503.0 |
11.6% |
24.0 |
0.6% |
54% |
False |
False |
15,322 |
| 100 |
4,580.0 |
3,982.0 |
598.0 |
13.7% |
20.3 |
0.5% |
62% |
False |
False |
12,280 |
| 120 |
4,580.0 |
3,950.0 |
630.0 |
14.5% |
16.9 |
0.4% |
64% |
False |
False |
10,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,489.8 |
|
2.618 |
4,445.7 |
|
1.618 |
4,418.7 |
|
1.000 |
4,402.0 |
|
0.618 |
4,391.7 |
|
HIGH |
4,375.0 |
|
0.618 |
4,364.7 |
|
0.500 |
4,361.5 |
|
0.382 |
4,358.3 |
|
LOW |
4,348.0 |
|
0.618 |
4,331.3 |
|
1.000 |
4,321.0 |
|
1.618 |
4,304.3 |
|
2.618 |
4,277.3 |
|
4.250 |
4,233.3 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,361.5 |
4,404.0 |
| PP |
4,358.0 |
4,386.3 |
| S1 |
4,354.5 |
4,368.7 |
|