| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,737.0 |
1,731.2 |
-5.8 |
-0.3% |
1,680.4 |
| High |
1,741.1 |
1,735.8 |
-5.3 |
-0.3% |
1,742.4 |
| Low |
1,730.0 |
1,723.2 |
-6.8 |
-0.4% |
1,678.0 |
| Close |
1,735.4 |
1,729.2 |
-6.2 |
-0.4% |
1,735.4 |
| Range |
11.1 |
12.6 |
1.5 |
13.5% |
64.4 |
| ATR |
17.4 |
17.1 |
-0.3 |
-2.0% |
0.0 |
| Volume |
2,823 |
1,812 |
-1,011 |
-35.8% |
12,618 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,767.2 |
1,760.8 |
1,736.1 |
|
| R3 |
1,754.6 |
1,748.2 |
1,732.7 |
|
| R2 |
1,742.0 |
1,742.0 |
1,731.5 |
|
| R1 |
1,735.6 |
1,735.6 |
1,730.4 |
1,732.5 |
| PP |
1,729.4 |
1,729.4 |
1,729.4 |
1,727.9 |
| S1 |
1,723.0 |
1,723.0 |
1,728.0 |
1,719.9 |
| S2 |
1,716.8 |
1,716.8 |
1,726.9 |
|
| S3 |
1,704.2 |
1,710.4 |
1,725.7 |
|
| S4 |
1,691.6 |
1,697.8 |
1,722.3 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.8 |
1,888.0 |
1,770.8 |
|
| R3 |
1,847.4 |
1,823.6 |
1,753.1 |
|
| R2 |
1,783.0 |
1,783.0 |
1,747.2 |
|
| R1 |
1,759.2 |
1,759.2 |
1,741.3 |
1,771.1 |
| PP |
1,718.6 |
1,718.6 |
1,718.6 |
1,724.6 |
| S1 |
1,694.8 |
1,694.8 |
1,729.5 |
1,706.7 |
| S2 |
1,654.2 |
1,654.2 |
1,723.6 |
|
| S3 |
1,589.8 |
1,630.4 |
1,717.7 |
|
| S4 |
1,525.4 |
1,566.0 |
1,700.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,742.4 |
1,707.6 |
34.8 |
2.0% |
16.0 |
0.9% |
62% |
False |
False |
2,936 |
| 10 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
18.6 |
1.1% |
80% |
False |
False |
1,953 |
| 20 |
1,758.5 |
1,678.0 |
80.5 |
4.7% |
16.1 |
0.9% |
64% |
False |
False |
1,412 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
15.8 |
0.9% |
41% |
False |
False |
1,212 |
| 60 |
1,801.8 |
1,631.8 |
170.0 |
9.8% |
16.2 |
0.9% |
57% |
False |
False |
1,045 |
| 80 |
1,801.8 |
1,584.7 |
217.1 |
12.6% |
14.7 |
0.8% |
67% |
False |
False |
917 |
| 100 |
1,801.8 |
1,558.6 |
243.2 |
14.1% |
13.4 |
0.8% |
70% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,789.4 |
|
2.618 |
1,768.8 |
|
1.618 |
1,756.2 |
|
1.000 |
1,748.4 |
|
0.618 |
1,743.6 |
|
HIGH |
1,735.8 |
|
0.618 |
1,731.0 |
|
0.500 |
1,729.5 |
|
0.382 |
1,728.0 |
|
LOW |
1,723.2 |
|
0.618 |
1,715.4 |
|
1.000 |
1,710.6 |
|
1.618 |
1,702.8 |
|
2.618 |
1,690.2 |
|
4.250 |
1,669.7 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,729.5 |
1,732.8 |
| PP |
1,729.4 |
1,731.6 |
| S1 |
1,729.3 |
1,730.4 |
|