| 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 |
1,351.50 |
1,360.75 |
9.25 |
0.7% |
1,375.25 |
| High |
1,360.50 |
1,385.75 |
25.25 |
1.9% |
1,386.25 |
| Low |
1,340.25 |
1,360.25 |
20.00 |
1.5% |
1,340.25 |
| Close |
1,359.75 |
1,382.50 |
22.75 |
1.7% |
1,359.75 |
| Range |
20.25 |
25.50 |
5.25 |
25.9% |
46.00 |
| ATR |
20.18 |
20.60 |
0.42 |
2.1% |
0.00 |
| Volume |
2,605,521 |
1,741,462 |
-864,059 |
-33.2% |
10,560,185 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.75 |
1,443.00 |
1,396.50 |
|
| R3 |
1,427.25 |
1,417.50 |
1,389.50 |
|
| R2 |
1,401.75 |
1,401.75 |
1,387.25 |
|
| R1 |
1,392.00 |
1,392.00 |
1,384.75 |
1,397.00 |
| PP |
1,376.25 |
1,376.25 |
1,376.25 |
1,378.50 |
| S1 |
1,366.50 |
1,366.50 |
1,380.25 |
1,371.50 |
| S2 |
1,350.75 |
1,350.75 |
1,377.75 |
|
| S3 |
1,325.25 |
1,341.00 |
1,375.50 |
|
| S4 |
1,299.75 |
1,315.50 |
1,368.50 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,500.00 |
1,476.00 |
1,385.00 |
|
| R3 |
1,454.00 |
1,430.00 |
1,372.50 |
|
| R2 |
1,408.00 |
1,408.00 |
1,368.25 |
|
| R1 |
1,384.00 |
1,384.00 |
1,364.00 |
1,373.00 |
| PP |
1,362.00 |
1,362.00 |
1,362.00 |
1,356.50 |
| S1 |
1,338.00 |
1,338.00 |
1,355.50 |
1,327.00 |
| S2 |
1,316.00 |
1,316.00 |
1,351.25 |
|
| S3 |
1,270.00 |
1,292.00 |
1,347.00 |
|
| S4 |
1,224.00 |
1,246.00 |
1,334.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,386.25 |
1,340.25 |
46.00 |
3.3% |
22.50 |
1.6% |
92% |
False |
False |
2,232,596 |
| 10 |
1,431.75 |
1,340.25 |
91.50 |
6.6% |
23.75 |
1.7% |
46% |
False |
False |
2,214,715 |
| 20 |
1,433.25 |
1,340.25 |
93.00 |
6.7% |
21.50 |
1.6% |
45% |
False |
False |
1,871,336 |
| 40 |
1,466.00 |
1,340.25 |
125.75 |
9.1% |
19.00 |
1.4% |
34% |
False |
False |
1,791,833 |
| 60 |
1,468.00 |
1,340.25 |
127.75 |
9.2% |
17.00 |
1.2% |
33% |
False |
False |
1,430,926 |
| 80 |
1,468.00 |
1,340.25 |
127.75 |
9.2% |
16.00 |
1.2% |
33% |
False |
False |
1,073,916 |
| 100 |
1,468.00 |
1,313.25 |
154.75 |
11.2% |
16.50 |
1.2% |
45% |
False |
False |
859,513 |
| 120 |
1,468.00 |
1,250.00 |
218.00 |
15.8% |
17.25 |
1.2% |
61% |
False |
False |
716,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,494.00 |
|
2.618 |
1,452.50 |
|
1.618 |
1,427.00 |
|
1.000 |
1,411.25 |
|
0.618 |
1,401.50 |
|
HIGH |
1,385.75 |
|
0.618 |
1,376.00 |
|
0.500 |
1,373.00 |
|
0.382 |
1,370.00 |
|
LOW |
1,360.25 |
|
0.618 |
1,344.50 |
|
1.000 |
1,334.75 |
|
1.618 |
1,319.00 |
|
2.618 |
1,293.50 |
|
4.250 |
1,252.00 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,379.25 |
1,376.00 |
| PP |
1,376.25 |
1,369.50 |
| S1 |
1,373.00 |
1,363.00 |
|