| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,714.4 |
1,731.5 |
17.1 |
1.0% |
1,731.8 |
| High |
1,735.5 |
1,736.0 |
0.5 |
0.0% |
1,738.0 |
| Low |
1,713.4 |
1,721.8 |
8.4 |
0.5% |
1,704.5 |
| Close |
1,734.4 |
1,723.6 |
-10.8 |
-0.6% |
1,714.7 |
| Range |
22.1 |
14.2 |
-7.9 |
-35.7% |
33.5 |
| ATR |
19.5 |
19.1 |
-0.4 |
-1.9% |
0.0 |
| Volume |
125,525 |
128,071 |
2,546 |
2.0% |
711,575 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.7 |
1,760.9 |
1,731.4 |
|
| R3 |
1,755.5 |
1,746.7 |
1,727.5 |
|
| R2 |
1,741.3 |
1,741.3 |
1,726.2 |
|
| R1 |
1,732.5 |
1,732.5 |
1,724.9 |
1,729.8 |
| PP |
1,727.1 |
1,727.1 |
1,727.1 |
1,725.8 |
| S1 |
1,718.3 |
1,718.3 |
1,722.3 |
1,715.6 |
| S2 |
1,712.9 |
1,712.9 |
1,721.0 |
|
| S3 |
1,698.7 |
1,704.1 |
1,719.7 |
|
| S4 |
1,684.5 |
1,689.9 |
1,715.8 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,819.6 |
1,800.6 |
1,733.1 |
|
| R3 |
1,786.1 |
1,767.1 |
1,723.9 |
|
| R2 |
1,752.6 |
1,752.6 |
1,720.8 |
|
| R1 |
1,733.6 |
1,733.6 |
1,717.8 |
1,726.4 |
| PP |
1,719.1 |
1,719.1 |
1,719.1 |
1,715.4 |
| S1 |
1,700.1 |
1,700.1 |
1,711.6 |
1,692.9 |
| S2 |
1,685.6 |
1,685.6 |
1,708.6 |
|
| S3 |
1,652.1 |
1,666.6 |
1,705.5 |
|
| S4 |
1,618.6 |
1,633.1 |
1,696.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,736.0 |
1,704.5 |
31.5 |
1.8% |
17.0 |
1.0% |
61% |
True |
False |
143,097 |
| 10 |
1,739.4 |
1,703.0 |
36.4 |
2.1% |
17.8 |
1.0% |
57% |
False |
False |
154,539 |
| 20 |
1,739.4 |
1,672.5 |
66.9 |
3.9% |
18.8 |
1.1% |
76% |
False |
False |
142,061 |
| 40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
19.2 |
1.1% |
41% |
False |
False |
141,450 |
| 60 |
1,798.1 |
1,647.1 |
151.0 |
8.8% |
20.3 |
1.2% |
51% |
False |
False |
145,769 |
| 80 |
1,798.1 |
1,586.3 |
211.8 |
12.3% |
19.7 |
1.1% |
65% |
False |
False |
134,519 |
| 100 |
1,798.1 |
1,559.5 |
238.6 |
13.8% |
20.2 |
1.2% |
69% |
False |
False |
112,606 |
| 120 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
21.1 |
1.2% |
70% |
False |
False |
94,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,796.4 |
|
2.618 |
1,773.2 |
|
1.618 |
1,759.0 |
|
1.000 |
1,750.2 |
|
0.618 |
1,744.8 |
|
HIGH |
1,736.0 |
|
0.618 |
1,730.6 |
|
0.500 |
1,728.9 |
|
0.382 |
1,727.2 |
|
LOW |
1,721.8 |
|
0.618 |
1,713.0 |
|
1.000 |
1,707.6 |
|
1.618 |
1,698.8 |
|
2.618 |
1,684.6 |
|
4.250 |
1,661.5 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,728.9 |
1,722.7 |
| PP |
1,727.1 |
1,721.7 |
| S1 |
1,725.4 |
1,720.8 |
|