| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,728.6 |
1,719.0 |
-9.6 |
-0.6% |
1,734.3 |
| High |
1,729.9 |
1,719.3 |
-10.6 |
-0.6% |
1,740.1 |
| Low |
1,707.0 |
1,707.9 |
0.9 |
0.1% |
1,707.0 |
| Close |
1,716.1 |
1,716.9 |
0.8 |
0.0% |
1,716.9 |
| Range |
22.9 |
11.4 |
-11.5 |
-50.2% |
33.1 |
| ATR |
19.1 |
18.5 |
-0.5 |
-2.9% |
0.0 |
| Volume |
7,051 |
22,128 |
15,077 |
213.8% |
88,551 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,748.9 |
1,744.3 |
1,723.2 |
|
| R3 |
1,737.5 |
1,732.9 |
1,720.0 |
|
| R2 |
1,726.1 |
1,726.1 |
1,719.0 |
|
| R1 |
1,721.5 |
1,721.5 |
1,717.9 |
1,718.1 |
| PP |
1,714.7 |
1,714.7 |
1,714.7 |
1,713.0 |
| S1 |
1,710.1 |
1,710.1 |
1,715.9 |
1,706.7 |
| S2 |
1,703.3 |
1,703.3 |
1,714.8 |
|
| S3 |
1,691.9 |
1,698.7 |
1,713.8 |
|
| S4 |
1,680.5 |
1,687.3 |
1,710.6 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.6 |
1,801.9 |
1,735.1 |
|
| R3 |
1,787.5 |
1,768.8 |
1,726.0 |
|
| R2 |
1,754.4 |
1,754.4 |
1,723.0 |
|
| R1 |
1,735.7 |
1,735.7 |
1,719.9 |
1,728.5 |
| PP |
1,721.3 |
1,721.3 |
1,721.3 |
1,717.8 |
| S1 |
1,702.6 |
1,702.6 |
1,713.9 |
1,695.4 |
| S2 |
1,688.2 |
1,688.2 |
1,710.8 |
|
| S3 |
1,655.1 |
1,669.5 |
1,707.8 |
|
| S4 |
1,622.0 |
1,636.4 |
1,698.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,740.1 |
1,707.0 |
33.1 |
1.9% |
15.1 |
0.9% |
30% |
False |
False |
17,710 |
| 10 |
1,741.3 |
1,674.7 |
66.6 |
3.9% |
18.9 |
1.1% |
63% |
False |
False |
16,505 |
| 20 |
1,741.3 |
1,674.7 |
66.6 |
3.9% |
18.3 |
1.1% |
63% |
False |
False |
12,177 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.1 |
1.1% |
34% |
False |
False |
7,977 |
| 60 |
1,800.0 |
1,651.9 |
148.1 |
8.6% |
18.7 |
1.1% |
44% |
False |
False |
5,971 |
| 80 |
1,800.0 |
1,588.7 |
211.3 |
12.3% |
17.8 |
1.0% |
61% |
False |
False |
4,738 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.8 |
1.0% |
66% |
False |
False |
4,008 |
| 120 |
1,800.0 |
1,551.9 |
248.1 |
14.5% |
18.3 |
1.1% |
67% |
False |
False |
3,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,767.8 |
|
2.618 |
1,749.1 |
|
1.618 |
1,737.7 |
|
1.000 |
1,730.7 |
|
0.618 |
1,726.3 |
|
HIGH |
1,719.3 |
|
0.618 |
1,714.9 |
|
0.500 |
1,713.6 |
|
0.382 |
1,712.3 |
|
LOW |
1,707.9 |
|
0.618 |
1,700.9 |
|
1.000 |
1,696.5 |
|
1.618 |
1,689.5 |
|
2.618 |
1,678.1 |
|
4.250 |
1,659.5 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,715.8 |
1,721.7 |
| PP |
1,714.7 |
1,720.1 |
| S1 |
1,713.6 |
1,718.5 |
|