| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,492.0 |
2,484.0 |
-8.0 |
-0.3% |
2,524.0 |
| High |
2,501.0 |
2,486.0 |
-15.0 |
-0.6% |
2,559.0 |
| Low |
2,466.0 |
2,439.0 |
-27.0 |
-1.1% |
2,439.0 |
| Close |
2,481.0 |
2,481.0 |
0.0 |
0.0% |
2,481.0 |
| Range |
35.0 |
47.0 |
12.0 |
34.3% |
120.0 |
| ATR |
44.3 |
44.5 |
0.2 |
0.4% |
0.0 |
| Volume |
1,049,194 |
616,979 |
-432,215 |
-41.2% |
4,055,625 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,609.7 |
2,592.3 |
2,506.9 |
|
| R3 |
2,562.7 |
2,545.3 |
2,493.9 |
|
| R2 |
2,515.7 |
2,515.7 |
2,489.6 |
|
| R1 |
2,498.3 |
2,498.3 |
2,485.3 |
2,483.5 |
| PP |
2,468.7 |
2,468.7 |
2,468.7 |
2,461.3 |
| S1 |
2,451.3 |
2,451.3 |
2,476.7 |
2,436.5 |
| S2 |
2,421.7 |
2,421.7 |
2,472.4 |
|
| S3 |
2,374.7 |
2,404.3 |
2,468.1 |
|
| S4 |
2,327.7 |
2,357.3 |
2,455.2 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.0 |
2,787.0 |
2,547.0 |
|
| R3 |
2,733.0 |
2,667.0 |
2,514.0 |
|
| R2 |
2,613.0 |
2,613.0 |
2,503.0 |
|
| R1 |
2,547.0 |
2,547.0 |
2,492.0 |
2,520.0 |
| PP |
2,493.0 |
2,493.0 |
2,493.0 |
2,479.5 |
| S1 |
2,427.0 |
2,427.0 |
2,470.0 |
2,400.0 |
| S2 |
2,373.0 |
2,373.0 |
2,459.0 |
|
| S3 |
2,253.0 |
2,307.0 |
2,448.0 |
|
| S4 |
2,133.0 |
2,187.0 |
2,415.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,559.0 |
2,439.0 |
120.0 |
4.8% |
44.4 |
1.8% |
35% |
False |
True |
811,125 |
| 10 |
2,559.0 |
2,439.0 |
120.0 |
4.8% |
42.3 |
1.7% |
35% |
False |
True |
810,631 |
| 20 |
2,578.0 |
2,439.0 |
139.0 |
5.6% |
42.8 |
1.7% |
30% |
False |
True |
906,931 |
| 40 |
2,579.0 |
2,433.0 |
146.0 |
5.9% |
40.7 |
1.6% |
33% |
False |
False |
945,066 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
40.0 |
1.6% |
46% |
False |
False |
657,850 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.3% |
43.3 |
1.7% |
76% |
False |
False |
495,103 |
| 100 |
2,594.0 |
2,100.0 |
494.0 |
19.9% |
42.1 |
1.7% |
77% |
False |
False |
397,397 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
42.6 |
1.7% |
80% |
False |
False |
332,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,685.8 |
|
2.618 |
2,609.0 |
|
1.618 |
2,562.0 |
|
1.000 |
2,533.0 |
|
0.618 |
2,515.0 |
|
HIGH |
2,486.0 |
|
0.618 |
2,468.0 |
|
0.500 |
2,462.5 |
|
0.382 |
2,457.0 |
|
LOW |
2,439.0 |
|
0.618 |
2,410.0 |
|
1.000 |
2,392.0 |
|
1.618 |
2,363.0 |
|
2.618 |
2,316.0 |
|
4.250 |
2,239.3 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,474.8 |
2,499.0 |
| PP |
2,468.7 |
2,493.0 |
| S1 |
2,462.5 |
2,487.0 |
|