| Trading Metrics calculated at close of trading on 22-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
22-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4,404.0 |
4,405.0 |
1.0 |
0.0% |
4,466.0 |
| High |
4,404.0 |
4,443.0 |
39.0 |
0.9% |
4,482.0 |
| Low |
4,377.0 |
4,404.0 |
27.0 |
0.6% |
4,342.0 |
| Close |
4,381.0 |
4,423.0 |
42.0 |
1.0% |
4,348.0 |
| Range |
27.0 |
39.0 |
12.0 |
44.4% |
140.0 |
| ATR |
37.7 |
39.4 |
1.7 |
4.6% |
0.0 |
| Volume |
21,382 |
22,460 |
1,078 |
5.0% |
126,735 |
|
| Daily Pivots for day following 22-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,540.3 |
4,520.7 |
4,444.5 |
|
| R3 |
4,501.3 |
4,481.7 |
4,433.7 |
|
| R2 |
4,462.3 |
4,462.3 |
4,430.2 |
|
| R1 |
4,442.7 |
4,442.7 |
4,426.6 |
4,452.5 |
| PP |
4,423.3 |
4,423.3 |
4,423.3 |
4,428.3 |
| S1 |
4,403.7 |
4,403.7 |
4,419.4 |
4,413.5 |
| S2 |
4,384.3 |
4,384.3 |
4,415.9 |
|
| S3 |
4,345.3 |
4,364.7 |
4,412.3 |
|
| S4 |
4,306.3 |
4,325.7 |
4,401.6 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,810.7 |
4,719.3 |
4,425.0 |
|
| R3 |
4,670.7 |
4,579.3 |
4,386.5 |
|
| R2 |
4,530.7 |
4,530.7 |
4,373.7 |
|
| R1 |
4,439.3 |
4,439.3 |
4,360.8 |
4,415.0 |
| PP |
4,390.7 |
4,390.7 |
4,390.7 |
4,378.5 |
| S1 |
4,299.3 |
4,299.3 |
4,335.2 |
4,275.0 |
| S2 |
4,250.7 |
4,250.7 |
4,322.3 |
|
| S3 |
4,110.7 |
4,159.3 |
4,309.5 |
|
| S4 |
3,970.7 |
4,019.3 |
4,271.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,443.0 |
4,342.0 |
101.0 |
2.3% |
28.2 |
0.6% |
80% |
True |
False |
20,120 |
| 10 |
4,488.0 |
4,342.0 |
146.0 |
3.3% |
34.9 |
0.8% |
55% |
False |
False |
23,714 |
| 20 |
4,520.0 |
4,342.0 |
178.0 |
4.0% |
37.2 |
0.8% |
46% |
False |
False |
24,127 |
| 40 |
4,580.0 |
4,342.0 |
238.0 |
5.4% |
34.2 |
0.8% |
34% |
False |
False |
22,646 |
| 60 |
4,580.0 |
4,271.0 |
309.0 |
7.0% |
31.3 |
0.7% |
49% |
False |
False |
22,071 |
| 80 |
4,580.0 |
4,172.0 |
408.0 |
9.2% |
25.3 |
0.6% |
62% |
False |
False |
16,576 |
| 100 |
4,580.0 |
4,031.0 |
549.0 |
12.4% |
21.3 |
0.5% |
71% |
False |
False |
13,280 |
| 120 |
4,580.0 |
3,982.0 |
598.0 |
13.5% |
18.1 |
0.4% |
74% |
False |
False |
11,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,608.8 |
|
2.618 |
4,545.1 |
|
1.618 |
4,506.1 |
|
1.000 |
4,482.0 |
|
0.618 |
4,467.1 |
|
HIGH |
4,443.0 |
|
0.618 |
4,428.1 |
|
0.500 |
4,423.5 |
|
0.382 |
4,418.9 |
|
LOW |
4,404.0 |
|
0.618 |
4,379.9 |
|
1.000 |
4,365.0 |
|
1.618 |
4,340.9 |
|
2.618 |
4,301.9 |
|
4.250 |
4,238.3 |
|
|
| Fisher Pivots for day following 22-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,423.5 |
4,418.7 |
| PP |
4,423.3 |
4,414.3 |
| S1 |
4,423.2 |
4,410.0 |
|