| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,367.25 |
1,347.25 |
-20.00 |
-1.5% |
1,395.75 |
| High |
1,374.75 |
1,352.00 |
-22.75 |
-1.7% |
1,424.00 |
| Low |
1,343.00 |
1,338.50 |
-4.50 |
-0.3% |
1,357.00 |
| Close |
1,346.00 |
1,344.50 |
-1.50 |
-0.1% |
1,369.00 |
| Range |
31.75 |
13.50 |
-18.25 |
-57.5% |
67.00 |
| ATR |
19.77 |
19.32 |
-0.45 |
-2.3% |
0.00 |
| Volume |
2,476 |
6,688 |
4,212 |
170.1% |
14,277 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.50 |
1,378.50 |
1,352.00 |
|
| R3 |
1,372.00 |
1,365.00 |
1,348.25 |
|
| R2 |
1,358.50 |
1,358.50 |
1,347.00 |
|
| R1 |
1,351.50 |
1,351.50 |
1,345.75 |
1,348.25 |
| PP |
1,345.00 |
1,345.00 |
1,345.00 |
1,343.50 |
| S1 |
1,338.00 |
1,338.00 |
1,343.25 |
1,334.75 |
| S2 |
1,331.50 |
1,331.50 |
1,342.00 |
|
| S3 |
1,318.00 |
1,324.50 |
1,340.75 |
|
| S4 |
1,304.50 |
1,311.00 |
1,337.00 |
|
|
| 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 |
1,381.25 |
1,338.50 |
42.75 |
3.2% |
19.25 |
1.4% |
14% |
False |
True |
3,136 |
| 10 |
1,424.00 |
1,338.50 |
85.50 |
6.4% |
22.50 |
1.7% |
7% |
False |
True |
2,686 |
| 20 |
1,445.50 |
1,338.50 |
107.00 |
8.0% |
20.75 |
1.5% |
6% |
False |
True |
2,029 |
| 40 |
1,459.00 |
1,338.50 |
120.50 |
9.0% |
17.50 |
1.3% |
5% |
False |
True |
1,915 |
| 60 |
1,461.00 |
1,338.50 |
122.50 |
9.1% |
15.50 |
1.1% |
5% |
False |
True |
1,413 |
| 80 |
1,461.00 |
1,319.00 |
142.00 |
10.6% |
14.00 |
1.0% |
18% |
False |
False |
1,099 |
| 100 |
1,461.00 |
1,295.00 |
166.00 |
12.3% |
13.25 |
1.0% |
30% |
False |
False |
904 |
| 120 |
1,461.00 |
1,246.50 |
214.50 |
16.0% |
12.25 |
0.9% |
46% |
False |
False |
757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,409.50 |
|
2.618 |
1,387.25 |
|
1.618 |
1,373.75 |
|
1.000 |
1,365.50 |
|
0.618 |
1,360.25 |
|
HIGH |
1,352.00 |
|
0.618 |
1,346.75 |
|
0.500 |
1,345.25 |
|
0.382 |
1,343.75 |
|
LOW |
1,338.50 |
|
0.618 |
1,330.25 |
|
1.000 |
1,325.00 |
|
1.618 |
1,316.75 |
|
2.618 |
1,303.25 |
|
4.250 |
1,281.00 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,345.25 |
1,358.50 |
| PP |
1,345.00 |
1,354.00 |
| S1 |
1,344.75 |
1,349.25 |
|