| 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 |
2,484.0 |
2,479.0 |
-5.0 |
-0.2% |
2,524.0 |
| High |
2,486.0 |
2,484.0 |
-2.0 |
-0.1% |
2,559.0 |
| Low |
2,439.0 |
2,463.0 |
24.0 |
1.0% |
2,439.0 |
| Close |
2,481.0 |
2,473.0 |
-8.0 |
-0.3% |
2,481.0 |
| Range |
47.0 |
21.0 |
-26.0 |
-55.3% |
120.0 |
| ATR |
44.5 |
42.8 |
-1.7 |
-3.8% |
0.0 |
| Volume |
616,979 |
1,081,389 |
464,410 |
75.3% |
4,055,625 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.3 |
2,525.7 |
2,484.6 |
|
| R3 |
2,515.3 |
2,504.7 |
2,478.8 |
|
| R2 |
2,494.3 |
2,494.3 |
2,476.9 |
|
| R1 |
2,483.7 |
2,483.7 |
2,474.9 |
2,478.5 |
| PP |
2,473.3 |
2,473.3 |
2,473.3 |
2,470.8 |
| S1 |
2,462.7 |
2,462.7 |
2,471.1 |
2,457.5 |
| S2 |
2,452.3 |
2,452.3 |
2,469.2 |
|
| S3 |
2,431.3 |
2,441.7 |
2,467.2 |
|
| S4 |
2,410.3 |
2,420.7 |
2,461.5 |
|
|
| 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 |
4.9% |
44.4 |
1.8% |
28% |
False |
False |
893,377 |
| 10 |
2,559.0 |
2,439.0 |
120.0 |
4.9% |
42.0 |
1.7% |
28% |
False |
False |
869,241 |
| 20 |
2,578.0 |
2,439.0 |
139.0 |
5.6% |
41.8 |
1.7% |
24% |
False |
False |
900,003 |
| 40 |
2,578.0 |
2,433.0 |
145.0 |
5.9% |
40.9 |
1.7% |
28% |
False |
False |
943,582 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.5% |
40.1 |
1.6% |
42% |
False |
False |
675,664 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.4% |
42.8 |
1.7% |
75% |
False |
False |
508,611 |
| 100 |
2,594.0 |
2,100.0 |
494.0 |
20.0% |
42.0 |
1.7% |
76% |
False |
False |
408,117 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.4% |
42.5 |
1.7% |
79% |
False |
False |
341,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.3 |
|
2.618 |
2,539.0 |
|
1.618 |
2,518.0 |
|
1.000 |
2,505.0 |
|
0.618 |
2,497.0 |
|
HIGH |
2,484.0 |
|
0.618 |
2,476.0 |
|
0.500 |
2,473.5 |
|
0.382 |
2,471.0 |
|
LOW |
2,463.0 |
|
0.618 |
2,450.0 |
|
1.000 |
2,442.0 |
|
1.618 |
2,429.0 |
|
2.618 |
2,408.0 |
|
4.250 |
2,373.8 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,473.5 |
2,472.0 |
| PP |
2,473.3 |
2,471.0 |
| S1 |
2,473.2 |
2,470.0 |
|