| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,729.0 |
1,725.3 |
-3.7 |
-0.2% |
1,676.7 |
| High |
1,733.3 |
1,734.1 |
0.8 |
0.0% |
1,739.4 |
| Low |
1,717.6 |
1,720.5 |
2.9 |
0.2% |
1,672.5 |
| Close |
1,724.8 |
1,730.1 |
5.3 |
0.3% |
1,730.9 |
| Range |
15.7 |
13.6 |
-2.1 |
-13.4% |
66.9 |
| ATR |
19.9 |
19.4 |
-0.4 |
-2.3% |
0.0 |
| Volume |
142,502 |
143,227 |
725 |
0.5% |
887,991 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.0 |
1,763.2 |
1,737.6 |
|
| R3 |
1,755.4 |
1,749.6 |
1,733.8 |
|
| R2 |
1,741.8 |
1,741.8 |
1,732.6 |
|
| R1 |
1,736.0 |
1,736.0 |
1,731.3 |
1,738.9 |
| PP |
1,728.2 |
1,728.2 |
1,728.2 |
1,729.7 |
| S1 |
1,722.4 |
1,722.4 |
1,728.9 |
1,725.3 |
| S2 |
1,714.6 |
1,714.6 |
1,727.6 |
|
| S3 |
1,701.0 |
1,708.8 |
1,726.4 |
|
| S4 |
1,687.4 |
1,695.2 |
1,722.6 |
|
|
| 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 |
1,712.6 |
26.8 |
1.5% |
15.4 |
0.9% |
65% |
False |
False |
141,490 |
| 10 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
21.4 |
1.2% |
86% |
False |
False |
162,584 |
| 20 |
1,753.4 |
1,672.5 |
80.9 |
4.7% |
19.5 |
1.1% |
71% |
False |
False |
139,796 |
| 40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.2 |
1.1% |
46% |
False |
False |
143,312 |
| 60 |
1,798.1 |
1,636.3 |
161.8 |
9.4% |
20.3 |
1.2% |
58% |
False |
False |
143,546 |
| 80 |
1,798.1 |
1,582.6 |
215.5 |
12.5% |
19.9 |
1.1% |
68% |
False |
False |
130,799 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.2% |
20.7 |
1.2% |
72% |
False |
False |
107,082 |
| 120 |
1,798.1 |
1,537.3 |
260.8 |
15.1% |
22.0 |
1.3% |
74% |
False |
False |
90,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,791.9 |
|
2.618 |
1,769.7 |
|
1.618 |
1,756.1 |
|
1.000 |
1,747.7 |
|
0.618 |
1,742.5 |
|
HIGH |
1,734.1 |
|
0.618 |
1,728.9 |
|
0.500 |
1,727.3 |
|
0.382 |
1,725.7 |
|
LOW |
1,720.5 |
|
0.618 |
1,712.1 |
|
1.000 |
1,706.9 |
|
1.618 |
1,698.5 |
|
2.618 |
1,684.9 |
|
4.250 |
1,662.7 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,729.2 |
1,729.3 |
| PP |
1,728.2 |
1,728.6 |
| S1 |
1,727.3 |
1,727.8 |
|