| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,479.0 |
2,464.0 |
-15.0 |
-0.6% |
2,524.0 |
| High |
2,484.0 |
2,495.0 |
11.0 |
0.4% |
2,559.0 |
| Low |
2,463.0 |
2,445.0 |
-18.0 |
-0.7% |
2,439.0 |
| Close |
2,473.0 |
2,493.0 |
20.0 |
0.8% |
2,481.0 |
| Range |
21.0 |
50.0 |
29.0 |
138.1% |
120.0 |
| ATR |
42.8 |
43.3 |
0.5 |
1.2% |
0.0 |
| Volume |
1,081,389 |
966,166 |
-115,223 |
-10.7% |
4,055,625 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.7 |
2,610.3 |
2,520.5 |
|
| R3 |
2,577.7 |
2,560.3 |
2,506.8 |
|
| R2 |
2,527.7 |
2,527.7 |
2,502.2 |
|
| R1 |
2,510.3 |
2,510.3 |
2,497.6 |
2,519.0 |
| PP |
2,477.7 |
2,477.7 |
2,477.7 |
2,482.0 |
| S1 |
2,460.3 |
2,460.3 |
2,488.4 |
2,469.0 |
| S2 |
2,427.7 |
2,427.7 |
2,483.8 |
|
| S3 |
2,377.7 |
2,410.3 |
2,479.3 |
|
| S4 |
2,327.7 |
2,360.3 |
2,465.5 |
|
|
| 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 |
4.8% |
47.6 |
1.9% |
45% |
False |
False |
952,584 |
| 10 |
2,559.0 |
2,439.0 |
120.0 |
4.8% |
42.3 |
1.7% |
45% |
False |
False |
863,181 |
| 20 |
2,578.0 |
2,439.0 |
139.0 |
5.6% |
41.4 |
1.7% |
39% |
False |
False |
892,697 |
| 40 |
2,578.0 |
2,433.0 |
145.0 |
5.8% |
41.1 |
1.6% |
41% |
False |
False |
939,522 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
40.2 |
1.6% |
52% |
False |
False |
691,696 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
42.8 |
1.7% |
79% |
False |
False |
520,684 |
| 100 |
2,594.0 |
2,100.0 |
494.0 |
19.8% |
41.7 |
1.7% |
80% |
False |
False |
417,776 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
42.5 |
1.7% |
83% |
False |
False |
349,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.5 |
|
2.618 |
2,625.9 |
|
1.618 |
2,575.9 |
|
1.000 |
2,545.0 |
|
0.618 |
2,525.9 |
|
HIGH |
2,495.0 |
|
0.618 |
2,475.9 |
|
0.500 |
2,470.0 |
|
0.382 |
2,464.1 |
|
LOW |
2,445.0 |
|
0.618 |
2,414.1 |
|
1.000 |
2,395.0 |
|
1.618 |
2,364.1 |
|
2.618 |
2,314.1 |
|
4.250 |
2,232.5 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,485.3 |
2,484.3 |
| PP |
2,477.7 |
2,475.7 |
| S1 |
2,470.0 |
2,467.0 |
|