| Trading Metrics calculated at close of trading on 22-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
22-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,488.0 |
2,514.0 |
26.0 |
1.0% |
2,470.0 |
| High |
2,510.0 |
2,526.0 |
16.0 |
0.6% |
2,488.0 |
| Low |
2,481.0 |
2,514.0 |
33.0 |
1.3% |
2,417.0 |
| Close |
2,510.0 |
2,526.0 |
16.0 |
0.6% |
2,420.0 |
| Range |
29.0 |
12.0 |
-17.0 |
-58.6% |
71.0 |
| ATR |
39.2 |
37.5 |
-1.7 |
-4.2% |
0.0 |
| Volume |
143 |
156 |
13 |
9.1% |
1,343 |
|
| Daily Pivots for day following 22-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.0 |
2,554.0 |
2,532.6 |
|
| R3 |
2,546.0 |
2,542.0 |
2,529.3 |
|
| R2 |
2,534.0 |
2,534.0 |
2,528.2 |
|
| R1 |
2,530.0 |
2,530.0 |
2,527.1 |
2,532.0 |
| PP |
2,522.0 |
2,522.0 |
2,522.0 |
2,523.0 |
| S1 |
2,518.0 |
2,518.0 |
2,524.9 |
2,520.0 |
| S2 |
2,510.0 |
2,510.0 |
2,523.8 |
|
| S3 |
2,498.0 |
2,506.0 |
2,522.7 |
|
| S4 |
2,486.0 |
2,494.0 |
2,519.4 |
|
|
| 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 |
2,526.0 |
2,417.0 |
109.0 |
4.3% |
31.4 |
1.2% |
100% |
True |
False |
267 |
| 10 |
2,526.0 |
2,417.0 |
109.0 |
4.3% |
33.6 |
1.3% |
100% |
True |
False |
266 |
| 20 |
2,548.0 |
2,417.0 |
131.0 |
5.2% |
35.3 |
1.4% |
83% |
False |
False |
4,571 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
6.0% |
36.7 |
1.5% |
72% |
False |
False |
2,712 |
| 60 |
2,586.0 |
2,380.0 |
206.0 |
8.2% |
36.4 |
1.4% |
71% |
False |
False |
4,785 |
| 80 |
2,586.0 |
2,276.0 |
310.0 |
12.3% |
33.7 |
1.3% |
81% |
False |
False |
3,609 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.6% |
33.9 |
1.3% |
87% |
False |
False |
2,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.0 |
|
2.618 |
2,557.4 |
|
1.618 |
2,545.4 |
|
1.000 |
2,538.0 |
|
0.618 |
2,533.4 |
|
HIGH |
2,526.0 |
|
0.618 |
2,521.4 |
|
0.500 |
2,520.0 |
|
0.382 |
2,518.6 |
|
LOW |
2,514.0 |
|
0.618 |
2,506.6 |
|
1.000 |
2,502.0 |
|
1.618 |
2,494.6 |
|
2.618 |
2,482.6 |
|
4.250 |
2,463.0 |
|
|
| Fisher Pivots for day following 22-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,524.0 |
2,517.2 |
| PP |
2,522.0 |
2,508.3 |
| S1 |
2,520.0 |
2,499.5 |
|