| 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 |
2,567.50 |
2,531.25 |
-36.25 |
-1.4% |
2,640.50 |
| High |
2,585.75 |
2,541.00 |
-44.75 |
-1.7% |
2,691.75 |
| Low |
2,526.50 |
2,512.75 |
-13.75 |
-0.5% |
2,556.25 |
| Close |
2,529.50 |
2,522.00 |
-7.50 |
-0.3% |
2,580.50 |
| Range |
59.25 |
28.25 |
-31.00 |
-52.3% |
135.50 |
| ATR |
44.06 |
42.93 |
-1.13 |
-2.6% |
0.00 |
| Volume |
365,096 |
337,005 |
-28,091 |
-7.7% |
1,651,852 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,610.00 |
2,594.25 |
2,537.50 |
|
| R3 |
2,581.75 |
2,566.00 |
2,529.75 |
|
| R2 |
2,553.50 |
2,553.50 |
2,527.25 |
|
| R1 |
2,537.75 |
2,537.75 |
2,524.50 |
2,531.50 |
| PP |
2,525.25 |
2,525.25 |
2,525.25 |
2,522.00 |
| S1 |
2,509.50 |
2,509.50 |
2,519.50 |
2,503.25 |
| S2 |
2,497.00 |
2,497.00 |
2,516.75 |
|
| S3 |
2,468.75 |
2,481.25 |
2,514.25 |
|
| S4 |
2,440.50 |
2,453.00 |
2,506.50 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.00 |
2,933.75 |
2,655.00 |
|
| R3 |
2,880.50 |
2,798.25 |
2,617.75 |
|
| R2 |
2,745.00 |
2,745.00 |
2,605.25 |
|
| R1 |
2,662.75 |
2,662.75 |
2,593.00 |
2,636.00 |
| PP |
2,609.50 |
2,609.50 |
2,609.50 |
2,596.25 |
| S1 |
2,527.25 |
2,527.25 |
2,568.00 |
2,500.50 |
| S2 |
2,474.00 |
2,474.00 |
2,555.75 |
|
| S3 |
2,338.50 |
2,391.75 |
2,543.25 |
|
| S4 |
2,203.00 |
2,256.25 |
2,506.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,607.25 |
2,512.75 |
94.50 |
3.7% |
39.25 |
1.6% |
10% |
False |
True |
315,528 |
| 10 |
2,694.00 |
2,512.75 |
181.25 |
7.2% |
47.00 |
1.9% |
5% |
False |
True |
315,078 |
| 20 |
2,737.50 |
2,512.75 |
224.75 |
8.9% |
46.00 |
1.8% |
4% |
False |
True |
283,365 |
| 40 |
2,871.75 |
2,512.75 |
359.00 |
14.2% |
41.00 |
1.6% |
3% |
False |
True |
258,484 |
| 60 |
2,871.75 |
2,512.75 |
359.00 |
14.2% |
37.00 |
1.5% |
3% |
False |
True |
196,031 |
| 80 |
2,871.75 |
2,512.75 |
359.00 |
14.2% |
33.75 |
1.3% |
3% |
False |
True |
147,035 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
14.5% |
33.00 |
1.3% |
4% |
False |
False |
117,633 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
17.0% |
30.00 |
1.2% |
19% |
False |
False |
98,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.00 |
|
2.618 |
2,615.00 |
|
1.618 |
2,586.75 |
|
1.000 |
2,569.25 |
|
0.618 |
2,558.50 |
|
HIGH |
2,541.00 |
|
0.618 |
2,530.25 |
|
0.500 |
2,527.00 |
|
0.382 |
2,523.50 |
|
LOW |
2,512.75 |
|
0.618 |
2,495.25 |
|
1.000 |
2,484.50 |
|
1.618 |
2,467.00 |
|
2.618 |
2,438.75 |
|
4.250 |
2,392.75 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,527.00 |
2,549.25 |
| PP |
2,525.25 |
2,540.25 |
| S1 |
2,523.50 |
2,531.00 |
|