| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,369.25 |
1,369.00 |
-0.25 |
0.0% |
1,395.75 |
| High |
1,381.25 |
1,374.75 |
-6.50 |
-0.5% |
1,424.00 |
| Low |
1,357.00 |
1,366.25 |
9.25 |
0.7% |
1,357.00 |
| Close |
1,369.00 |
1,371.50 |
2.50 |
0.2% |
1,369.00 |
| Range |
24.25 |
8.50 |
-15.75 |
-64.9% |
67.00 |
| ATR |
19.66 |
18.86 |
-0.80 |
-4.1% |
0.00 |
| Volume |
4,059 |
1,815 |
-2,244 |
-55.3% |
14,277 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.25 |
1,392.50 |
1,376.25 |
|
| R3 |
1,387.75 |
1,384.00 |
1,373.75 |
|
| R2 |
1,379.25 |
1,379.25 |
1,373.00 |
|
| R1 |
1,375.50 |
1,375.50 |
1,372.25 |
1,377.50 |
| PP |
1,370.75 |
1,370.75 |
1,370.75 |
1,371.75 |
| S1 |
1,367.00 |
1,367.00 |
1,370.75 |
1,369.00 |
| S2 |
1,362.25 |
1,362.25 |
1,370.00 |
|
| S3 |
1,353.75 |
1,358.50 |
1,369.25 |
|
| S4 |
1,345.25 |
1,350.00 |
1,366.75 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,584.25 |
1,543.75 |
1,405.75 |
|
| R3 |
1,517.25 |
1,476.75 |
1,387.50 |
|
| R2 |
1,450.25 |
1,450.25 |
1,381.25 |
|
| R1 |
1,409.75 |
1,409.75 |
1,375.25 |
1,396.50 |
| PP |
1,383.25 |
1,383.25 |
1,383.25 |
1,376.75 |
| S1 |
1,342.75 |
1,342.75 |
1,362.75 |
1,329.50 |
| S2 |
1,316.25 |
1,316.25 |
1,356.75 |
|
| S3 |
1,249.25 |
1,275.75 |
1,350.50 |
|
| S4 |
1,182.25 |
1,208.75 |
1,332.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,424.00 |
1,357.00 |
67.00 |
4.9% |
24.50 |
1.8% |
22% |
False |
False |
2,989 |
| 10 |
1,424.00 |
1,357.00 |
67.00 |
4.9% |
22.00 |
1.6% |
22% |
False |
False |
2,161 |
| 20 |
1,452.50 |
1,357.00 |
95.50 |
7.0% |
19.25 |
1.4% |
15% |
False |
False |
1,706 |
| 40 |
1,459.00 |
1,357.00 |
102.00 |
7.4% |
16.50 |
1.2% |
14% |
False |
False |
1,720 |
| 60 |
1,461.00 |
1,357.00 |
104.00 |
7.6% |
14.75 |
1.1% |
14% |
False |
False |
1,253 |
| 80 |
1,461.00 |
1,313.00 |
148.00 |
10.8% |
13.75 |
1.0% |
40% |
False |
False |
979 |
| 100 |
1,461.00 |
1,293.00 |
168.00 |
12.2% |
12.75 |
0.9% |
47% |
False |
False |
808 |
| 120 |
1,461.00 |
1,246.50 |
214.50 |
15.6% |
11.75 |
0.9% |
58% |
False |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,411.00 |
|
2.618 |
1,397.00 |
|
1.618 |
1,388.50 |
|
1.000 |
1,383.25 |
|
0.618 |
1,380.00 |
|
HIGH |
1,374.75 |
|
0.618 |
1,371.50 |
|
0.500 |
1,370.50 |
|
0.382 |
1,369.50 |
|
LOW |
1,366.25 |
|
0.618 |
1,361.00 |
|
1.000 |
1,357.75 |
|
1.618 |
1,352.50 |
|
2.618 |
1,344.00 |
|
4.250 |
1,330.00 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,371.25 |
1,374.00 |
| PP |
1,370.75 |
1,373.00 |
| S1 |
1,370.50 |
1,372.25 |
|