| 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 |
2,522.75 |
2,535.00 |
12.25 |
0.5% |
2,581.50 |
| High |
2,539.25 |
2,594.25 |
55.00 |
2.2% |
2,597.25 |
| Low |
2,492.00 |
2,534.50 |
42.50 |
1.7% |
2,492.00 |
| Close |
2,533.00 |
2,585.50 |
52.50 |
2.1% |
2,533.00 |
| Range |
47.25 |
59.75 |
12.50 |
26.5% |
105.25 |
| ATR |
43.24 |
44.52 |
1.29 |
3.0% |
0.00 |
| Volume |
342,959 |
271,966 |
-70,993 |
-20.7% |
1,554,027 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.75 |
2,727.75 |
2,618.25 |
|
| R3 |
2,691.00 |
2,668.00 |
2,602.00 |
|
| R2 |
2,631.25 |
2,631.25 |
2,596.50 |
|
| R1 |
2,608.25 |
2,608.25 |
2,591.00 |
2,619.75 |
| PP |
2,571.50 |
2,571.50 |
2,571.50 |
2,577.00 |
| S1 |
2,548.50 |
2,548.50 |
2,580.00 |
2,560.00 |
| S2 |
2,511.75 |
2,511.75 |
2,574.50 |
|
| S3 |
2,452.00 |
2,488.75 |
2,569.00 |
|
| S4 |
2,392.25 |
2,429.00 |
2,552.75 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.50 |
2,800.00 |
2,591.00 |
|
| R3 |
2,751.25 |
2,694.75 |
2,562.00 |
|
| R2 |
2,646.00 |
2,646.00 |
2,552.25 |
|
| R1 |
2,589.50 |
2,589.50 |
2,542.75 |
2,565.00 |
| PP |
2,540.75 |
2,540.75 |
2,540.75 |
2,528.50 |
| S1 |
2,484.25 |
2,484.25 |
2,523.25 |
2,460.00 |
| S2 |
2,435.50 |
2,435.50 |
2,513.75 |
|
| S3 |
2,330.25 |
2,379.00 |
2,504.00 |
|
| S4 |
2,225.00 |
2,273.75 |
2,475.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,594.25 |
2,492.00 |
102.25 |
4.0% |
45.50 |
1.8% |
91% |
True |
False |
326,469 |
| 10 |
2,691.75 |
2,492.00 |
199.75 |
7.7% |
48.50 |
1.9% |
47% |
False |
False |
322,654 |
| 20 |
2,695.25 |
2,492.00 |
203.25 |
7.9% |
46.00 |
1.8% |
46% |
False |
False |
283,280 |
| 40 |
2,853.00 |
2,492.00 |
361.00 |
14.0% |
42.50 |
1.6% |
26% |
False |
False |
264,485 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.7% |
37.50 |
1.5% |
25% |
False |
False |
206,277 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.7% |
33.75 |
1.3% |
25% |
False |
False |
154,721 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.7% |
33.50 |
1.3% |
25% |
False |
False |
123,782 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.6% |
30.75 |
1.2% |
33% |
False |
False |
103,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.25 |
|
2.618 |
2,750.75 |
|
1.618 |
2,691.00 |
|
1.000 |
2,654.00 |
|
0.618 |
2,631.25 |
|
HIGH |
2,594.25 |
|
0.618 |
2,571.50 |
|
0.500 |
2,564.50 |
|
0.382 |
2,557.25 |
|
LOW |
2,534.50 |
|
0.618 |
2,497.50 |
|
1.000 |
2,474.75 |
|
1.618 |
2,437.75 |
|
2.618 |
2,378.00 |
|
4.250 |
2,280.50 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,578.50 |
2,571.50 |
| PP |
2,571.50 |
2,557.25 |
| S1 |
2,564.50 |
2,543.00 |
|