| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,440.0 |
2,479.0 |
39.0 |
1.6% |
2,470.0 |
| High |
2,487.0 |
2,503.0 |
16.0 |
0.6% |
2,488.0 |
| Low |
2,440.0 |
2,473.0 |
33.0 |
1.4% |
2,417.0 |
| Close |
2,487.0 |
2,499.0 |
12.0 |
0.5% |
2,420.0 |
| Range |
47.0 |
30.0 |
-17.0 |
-36.2% |
71.0 |
| ATR |
40.7 |
40.0 |
-0.8 |
-1.9% |
0.0 |
| Volume |
606 |
174 |
-432 |
-71.3% |
1,343 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.7 |
2,570.3 |
2,515.5 |
|
| R3 |
2,551.7 |
2,540.3 |
2,507.3 |
|
| R2 |
2,521.7 |
2,521.7 |
2,504.5 |
|
| R1 |
2,510.3 |
2,510.3 |
2,501.8 |
2,516.0 |
| PP |
2,491.7 |
2,491.7 |
2,491.7 |
2,494.5 |
| S1 |
2,480.3 |
2,480.3 |
2,496.3 |
2,486.0 |
| S2 |
2,461.7 |
2,461.7 |
2,493.5 |
|
| S3 |
2,431.7 |
2,450.3 |
2,490.8 |
|
| S4 |
2,401.7 |
2,420.3 |
2,482.5 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,654.7 |
2,608.3 |
2,459.1 |
|
| R3 |
2,583.7 |
2,537.3 |
2,439.5 |
|
| R2 |
2,512.7 |
2,512.7 |
2,433.0 |
|
| R1 |
2,466.3 |
2,466.3 |
2,426.5 |
2,454.0 |
| PP |
2,441.7 |
2,441.7 |
2,441.7 |
2,435.5 |
| S1 |
2,395.3 |
2,395.3 |
2,413.5 |
2,383.0 |
| S2 |
2,370.7 |
2,370.7 |
2,407.0 |
|
| S3 |
2,299.7 |
2,324.3 |
2,400.5 |
|
| S4 |
2,228.7 |
2,253.3 |
2,381.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,503.0 |
2,417.0 |
86.0 |
3.4% |
37.4 |
1.5% |
95% |
True |
False |
301 |
| 10 |
2,548.0 |
2,417.0 |
131.0 |
5.2% |
40.6 |
1.6% |
63% |
False |
False |
387 |
| 20 |
2,548.0 |
2,417.0 |
131.0 |
5.2% |
36.5 |
1.5% |
63% |
False |
False |
5,138 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
6.0% |
37.7 |
1.5% |
54% |
False |
False |
2,708 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
36.4 |
1.5% |
58% |
False |
False |
4,784 |
| 80 |
2,586.0 |
2,233.0 |
353.0 |
14.1% |
34.6 |
1.4% |
75% |
False |
False |
3,605 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.8% |
34.0 |
1.4% |
81% |
False |
False |
2,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,630.5 |
|
2.618 |
2,581.5 |
|
1.618 |
2,551.5 |
|
1.000 |
2,533.0 |
|
0.618 |
2,521.5 |
|
HIGH |
2,503.0 |
|
0.618 |
2,491.5 |
|
0.500 |
2,488.0 |
|
0.382 |
2,484.5 |
|
LOW |
2,473.0 |
|
0.618 |
2,454.5 |
|
1.000 |
2,443.0 |
|
1.618 |
2,424.5 |
|
2.618 |
2,394.5 |
|
4.250 |
2,345.5 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,495.3 |
2,486.0 |
| PP |
2,491.7 |
2,473.0 |
| S1 |
2,488.0 |
2,460.0 |
|