| 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 |
1,731.5 |
1,731.8 |
0.3 |
0.0% |
1,676.7 |
| High |
1,739.4 |
1,738.0 |
-1.4 |
-0.1% |
1,739.4 |
| Low |
1,726.9 |
1,725.2 |
-1.7 |
-0.1% |
1,672.5 |
| Close |
1,730.9 |
1,730.9 |
0.0 |
0.0% |
1,730.9 |
| Range |
12.5 |
12.8 |
0.3 |
2.4% |
66.9 |
| ATR |
20.8 |
20.2 |
-0.6 |
-2.7% |
0.0 |
| Volume |
148,670 |
107,182 |
-41,488 |
-27.9% |
887,991 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.8 |
1,763.1 |
1,737.9 |
|
| R3 |
1,757.0 |
1,750.3 |
1,734.4 |
|
| R2 |
1,744.2 |
1,744.2 |
1,733.2 |
|
| R1 |
1,737.5 |
1,737.5 |
1,732.1 |
1,734.5 |
| PP |
1,731.4 |
1,731.4 |
1,731.4 |
1,729.8 |
| S1 |
1,724.7 |
1,724.7 |
1,729.7 |
1,721.7 |
| S2 |
1,718.6 |
1,718.6 |
1,728.6 |
|
| S3 |
1,705.8 |
1,711.9 |
1,727.4 |
|
| S4 |
1,693.0 |
1,699.1 |
1,723.9 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.0 |
1,889.8 |
1,767.7 |
|
| R3 |
1,848.1 |
1,822.9 |
1,749.3 |
|
| R2 |
1,781.2 |
1,781.2 |
1,743.2 |
|
| R1 |
1,756.0 |
1,756.0 |
1,737.0 |
1,768.6 |
| PP |
1,714.3 |
1,714.3 |
1,714.3 |
1,720.6 |
| S1 |
1,689.1 |
1,689.1 |
1,724.8 |
1,701.7 |
| S2 |
1,647.4 |
1,647.4 |
1,718.6 |
|
| S3 |
1,580.5 |
1,622.2 |
1,712.5 |
|
| S4 |
1,513.6 |
1,555.3 |
1,694.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,739.4 |
1,683.5 |
55.9 |
3.2% |
23.0 |
1.3% |
85% |
False |
False |
174,925 |
| 10 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
21.2 |
1.2% |
87% |
False |
False |
151,737 |
| 20 |
1,755.0 |
1,672.5 |
82.5 |
4.8% |
19.3 |
1.1% |
71% |
False |
False |
136,433 |
| 40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.5 |
1.1% |
46% |
False |
False |
144,334 |
| 60 |
1,798.1 |
1,611.8 |
186.3 |
10.8% |
20.4 |
1.2% |
64% |
False |
False |
141,885 |
| 80 |
1,798.1 |
1,566.8 |
231.3 |
13.4% |
20.0 |
1.2% |
71% |
False |
False |
127,660 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.2% |
20.7 |
1.2% |
73% |
False |
False |
104,299 |
| 120 |
1,798.1 |
1,537.3 |
260.8 |
15.1% |
22.1 |
1.3% |
74% |
False |
False |
87,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,792.4 |
|
2.618 |
1,771.5 |
|
1.618 |
1,758.7 |
|
1.000 |
1,750.8 |
|
0.618 |
1,745.9 |
|
HIGH |
1,738.0 |
|
0.618 |
1,733.1 |
|
0.500 |
1,731.6 |
|
0.382 |
1,730.1 |
|
LOW |
1,725.2 |
|
0.618 |
1,717.3 |
|
1.000 |
1,712.4 |
|
1.618 |
1,704.5 |
|
2.618 |
1,691.7 |
|
4.250 |
1,670.8 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,731.6 |
1,729.3 |
| PP |
1,731.4 |
1,727.6 |
| S1 |
1,731.1 |
1,726.0 |
|