| 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 |
8,685 |
8,675 |
-10 |
-0.1% |
9,020 |
| High |
8,790 |
8,895 |
105 |
1.2% |
9,080 |
| Low |
8,665 |
8,670 |
5 |
0.1% |
8,665 |
| Close |
8,685 |
8,880 |
195 |
2.2% |
8,750 |
| Range |
125 |
225 |
100 |
80.0% |
415 |
| ATR |
138 |
144 |
6 |
4.5% |
0 |
| Volume |
8,510 |
10,265 |
1,755 |
20.6% |
22,040 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,490 |
9,410 |
9,004 |
|
| R3 |
9,265 |
9,185 |
8,942 |
|
| R2 |
9,040 |
9,040 |
8,921 |
|
| R1 |
8,960 |
8,960 |
8,901 |
9,000 |
| PP |
8,815 |
8,815 |
8,815 |
8,835 |
| S1 |
8,735 |
8,735 |
8,860 |
8,775 |
| S2 |
8,590 |
8,590 |
8,839 |
|
| S3 |
8,365 |
8,510 |
8,818 |
|
| S4 |
8,140 |
8,285 |
8,756 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,077 |
9,828 |
8,978 |
|
| R3 |
9,662 |
9,413 |
8,864 |
|
| R2 |
9,247 |
9,247 |
8,826 |
|
| R1 |
8,998 |
8,998 |
8,788 |
8,915 |
| PP |
8,832 |
8,832 |
8,832 |
8,790 |
| S1 |
8,583 |
8,583 |
8,712 |
8,500 |
| S2 |
8,417 |
8,417 |
8,674 |
|
| S3 |
8,002 |
8,168 |
8,636 |
|
| S4 |
7,587 |
7,753 |
8,522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,895 |
8,625 |
270 |
3.0% |
131 |
1.5% |
94% |
True |
False |
6,428 |
| 10 |
9,115 |
8,625 |
490 |
5.5% |
134 |
1.5% |
52% |
False |
False |
5,303 |
| 20 |
9,135 |
8,625 |
510 |
5.7% |
155 |
1.7% |
50% |
False |
False |
5,054 |
| 40 |
9,135 |
8,505 |
630 |
7.1% |
141 |
1.6% |
60% |
False |
False |
4,869 |
| 60 |
9,245 |
8,505 |
740 |
8.3% |
133 |
1.5% |
51% |
False |
False |
4,387 |
| 80 |
9,245 |
8,375 |
870 |
9.8% |
105 |
1.2% |
58% |
False |
False |
3,292 |
| 100 |
9,245 |
8,365 |
880 |
9.9% |
84 |
0.9% |
59% |
False |
False |
2,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,851 |
|
2.618 |
9,484 |
|
1.618 |
9,259 |
|
1.000 |
9,120 |
|
0.618 |
9,034 |
|
HIGH |
8,895 |
|
0.618 |
8,809 |
|
0.500 |
8,783 |
|
0.382 |
8,756 |
|
LOW |
8,670 |
|
0.618 |
8,531 |
|
1.000 |
8,445 |
|
1.618 |
8,306 |
|
2.618 |
8,081 |
|
4.250 |
7,714 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,848 |
8,840 |
| PP |
8,815 |
8,800 |
| S1 |
8,783 |
8,760 |
|