| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
8,880 |
9,090 |
210 |
2.4% |
8,735 |
| High |
9,105 |
9,230 |
125 |
1.4% |
9,105 |
| Low |
8,880 |
9,090 |
210 |
2.4% |
8,625 |
| Close |
9,100 |
9,220 |
120 |
1.3% |
9,100 |
| Range |
225 |
140 |
-85 |
-37.8% |
480 |
| ATR |
150 |
149 |
-1 |
-0.5% |
0 |
| Volume |
10,225 |
7,057 |
-3,168 |
-31.0% |
36,249 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,600 |
9,550 |
9,297 |
|
| R3 |
9,460 |
9,410 |
9,259 |
|
| R2 |
9,320 |
9,320 |
9,246 |
|
| R1 |
9,270 |
9,270 |
9,233 |
9,295 |
| PP |
9,180 |
9,180 |
9,180 |
9,193 |
| S1 |
9,130 |
9,130 |
9,207 |
9,155 |
| S2 |
9,040 |
9,040 |
9,194 |
|
| S3 |
8,900 |
8,990 |
9,182 |
|
| S4 |
8,760 |
8,850 |
9,143 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,383 |
10,222 |
9,364 |
|
| R3 |
9,903 |
9,742 |
9,232 |
|
| R2 |
9,423 |
9,423 |
9,188 |
|
| R1 |
9,262 |
9,262 |
9,144 |
9,343 |
| PP |
8,943 |
8,943 |
8,943 |
8,984 |
| S1 |
8,782 |
8,782 |
9,056 |
8,863 |
| S2 |
8,463 |
8,463 |
9,012 |
|
| S3 |
7,983 |
8,302 |
8,968 |
|
| S4 |
7,503 |
7,822 |
8,836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,230 |
8,625 |
605 |
6.6% |
164 |
1.8% |
98% |
True |
False |
8,131 |
| 10 |
9,230 |
8,625 |
605 |
6.6% |
154 |
1.7% |
98% |
True |
False |
6,280 |
| 20 |
9,230 |
8,625 |
605 |
6.6% |
153 |
1.7% |
98% |
True |
False |
5,384 |
| 40 |
9,230 |
8,505 |
725 |
7.9% |
145 |
1.6% |
99% |
True |
False |
5,165 |
| 60 |
9,235 |
8,505 |
730 |
7.9% |
135 |
1.5% |
98% |
False |
False |
4,675 |
| 80 |
9,245 |
8,490 |
755 |
8.2% |
109 |
1.2% |
97% |
False |
False |
3,508 |
| 100 |
9,245 |
8,365 |
880 |
9.5% |
88 |
0.9% |
97% |
False |
False |
2,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,825 |
|
2.618 |
9,597 |
|
1.618 |
9,457 |
|
1.000 |
9,370 |
|
0.618 |
9,317 |
|
HIGH |
9,230 |
|
0.618 |
9,177 |
|
0.500 |
9,160 |
|
0.382 |
9,144 |
|
LOW |
9,090 |
|
0.618 |
9,004 |
|
1.000 |
8,950 |
|
1.618 |
8,864 |
|
2.618 |
8,724 |
|
4.250 |
8,495 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,200 |
9,130 |
| PP |
9,180 |
9,040 |
| S1 |
9,160 |
8,950 |
|