| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,483.0 |
2,448.0 |
-35.0 |
-1.4% |
2,524.0 |
| High |
2,499.0 |
2,472.0 |
-27.0 |
-1.1% |
2,559.0 |
| Low |
2,442.0 |
2,446.0 |
4.0 |
0.2% |
2,439.0 |
| Close |
2,475.0 |
2,460.0 |
-15.0 |
-0.6% |
2,481.0 |
| Range |
57.0 |
26.0 |
-31.0 |
-54.4% |
120.0 |
| ATR |
44.3 |
43.2 |
-1.1 |
-2.5% |
0.0 |
| Volume |
945,452 |
1,317,791 |
372,339 |
39.4% |
4,055,625 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.3 |
2,524.7 |
2,474.3 |
|
| R3 |
2,511.3 |
2,498.7 |
2,467.2 |
|
| R2 |
2,485.3 |
2,485.3 |
2,464.8 |
|
| R1 |
2,472.7 |
2,472.7 |
2,462.4 |
2,479.0 |
| PP |
2,459.3 |
2,459.3 |
2,459.3 |
2,462.5 |
| S1 |
2,446.7 |
2,446.7 |
2,457.6 |
2,453.0 |
| S2 |
2,433.3 |
2,433.3 |
2,455.2 |
|
| S3 |
2,407.3 |
2,420.7 |
2,452.9 |
|
| S4 |
2,381.3 |
2,394.7 |
2,445.7 |
|
|
| 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 |
2,499.0 |
2,439.0 |
60.0 |
2.4% |
40.2 |
1.6% |
35% |
False |
False |
985,555 |
| 10 |
2,559.0 |
2,439.0 |
120.0 |
4.9% |
41.2 |
1.7% |
18% |
False |
False |
928,532 |
| 20 |
2,570.0 |
2,439.0 |
131.0 |
5.3% |
42.9 |
1.7% |
16% |
False |
False |
898,026 |
| 40 |
2,578.0 |
2,433.0 |
145.0 |
5.9% |
41.8 |
1.7% |
19% |
False |
False |
950,928 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.5% |
40.7 |
1.7% |
36% |
False |
False |
729,318 |
| 80 |
2,594.0 |
2,130.0 |
464.0 |
18.9% |
42.7 |
1.7% |
71% |
False |
False |
547,654 |
| 100 |
2,594.0 |
2,114.0 |
480.0 |
19.5% |
41.9 |
1.7% |
72% |
False |
False |
440,254 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.5% |
42.6 |
1.7% |
77% |
False |
False |
368,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.5 |
|
2.618 |
2,540.1 |
|
1.618 |
2,514.1 |
|
1.000 |
2,498.0 |
|
0.618 |
2,488.1 |
|
HIGH |
2,472.0 |
|
0.618 |
2,462.1 |
|
0.500 |
2,459.0 |
|
0.382 |
2,455.9 |
|
LOW |
2,446.0 |
|
0.618 |
2,429.9 |
|
1.000 |
2,420.0 |
|
1.618 |
2,403.9 |
|
2.618 |
2,377.9 |
|
4.250 |
2,335.5 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,459.7 |
2,470.5 |
| PP |
2,459.3 |
2,467.0 |
| S1 |
2,459.0 |
2,463.5 |
|