| 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 |
2,464.0 |
2,483.0 |
19.0 |
0.8% |
2,524.0 |
| High |
2,495.0 |
2,499.0 |
4.0 |
0.2% |
2,559.0 |
| Low |
2,445.0 |
2,442.0 |
-3.0 |
-0.1% |
2,439.0 |
| Close |
2,493.0 |
2,475.0 |
-18.0 |
-0.7% |
2,481.0 |
| Range |
50.0 |
57.0 |
7.0 |
14.0% |
120.0 |
| ATR |
43.3 |
44.3 |
1.0 |
2.3% |
0.0 |
| Volume |
966,166 |
945,452 |
-20,714 |
-2.1% |
4,055,625 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,643.0 |
2,616.0 |
2,506.4 |
|
| R3 |
2,586.0 |
2,559.0 |
2,490.7 |
|
| R2 |
2,529.0 |
2,529.0 |
2,485.5 |
|
| R1 |
2,502.0 |
2,502.0 |
2,480.2 |
2,487.0 |
| PP |
2,472.0 |
2,472.0 |
2,472.0 |
2,464.5 |
| S1 |
2,445.0 |
2,445.0 |
2,469.8 |
2,430.0 |
| S2 |
2,415.0 |
2,415.0 |
2,464.6 |
|
| S3 |
2,358.0 |
2,388.0 |
2,459.3 |
|
| S4 |
2,301.0 |
2,331.0 |
2,443.7 |
|
|
| 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 |
2,501.0 |
2,439.0 |
62.0 |
2.5% |
42.0 |
1.7% |
58% |
False |
False |
931,836 |
| 10 |
2,559.0 |
2,439.0 |
120.0 |
4.8% |
43.6 |
1.8% |
30% |
False |
False |
877,240 |
| 20 |
2,578.0 |
2,439.0 |
139.0 |
5.6% |
42.9 |
1.7% |
26% |
False |
False |
890,742 |
| 40 |
2,578.0 |
2,433.0 |
145.0 |
5.9% |
41.8 |
1.7% |
29% |
False |
False |
940,571 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
40.7 |
1.6% |
43% |
False |
False |
707,403 |
| 80 |
2,594.0 |
2,125.0 |
469.0 |
18.9% |
42.8 |
1.7% |
75% |
False |
False |
532,484 |
| 100 |
2,594.0 |
2,111.0 |
483.0 |
19.5% |
42.0 |
1.7% |
75% |
False |
False |
427,230 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.4% |
42.8 |
1.7% |
79% |
False |
False |
357,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.3 |
|
2.618 |
2,648.2 |
|
1.618 |
2,591.2 |
|
1.000 |
2,556.0 |
|
0.618 |
2,534.2 |
|
HIGH |
2,499.0 |
|
0.618 |
2,477.2 |
|
0.500 |
2,470.5 |
|
0.382 |
2,463.8 |
|
LOW |
2,442.0 |
|
0.618 |
2,406.8 |
|
1.000 |
2,385.0 |
|
1.618 |
2,349.8 |
|
2.618 |
2,292.8 |
|
4.250 |
2,199.8 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,473.5 |
2,473.5 |
| PP |
2,472.0 |
2,472.0 |
| S1 |
2,470.5 |
2,470.5 |
|