| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,453.0 |
2,450.0 |
-3.0 |
-0.1% |
2,479.0 |
| High |
2,465.0 |
2,497.0 |
32.0 |
1.3% |
2,499.0 |
| Low |
2,423.0 |
2,443.0 |
20.0 |
0.8% |
2,423.0 |
| Close |
2,428.0 |
2,495.0 |
67.0 |
2.8% |
2,428.0 |
| Range |
42.0 |
54.0 |
12.0 |
28.6% |
76.0 |
| ATR |
43.1 |
45.0 |
1.8 |
4.3% |
0.0 |
| Volume |
893,407 |
760,257 |
-133,150 |
-14.9% |
5,204,205 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,640.3 |
2,621.7 |
2,524.7 |
|
| R3 |
2,586.3 |
2,567.7 |
2,509.9 |
|
| R2 |
2,532.3 |
2,532.3 |
2,504.9 |
|
| R1 |
2,513.7 |
2,513.7 |
2,500.0 |
2,523.0 |
| PP |
2,478.3 |
2,478.3 |
2,478.3 |
2,483.0 |
| S1 |
2,459.7 |
2,459.7 |
2,490.1 |
2,469.0 |
| S2 |
2,424.3 |
2,424.3 |
2,485.1 |
|
| S3 |
2,370.3 |
2,405.7 |
2,480.2 |
|
| S4 |
2,316.3 |
2,351.7 |
2,465.3 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.0 |
2,629.0 |
2,469.8 |
|
| R3 |
2,602.0 |
2,553.0 |
2,448.9 |
|
| R2 |
2,526.0 |
2,526.0 |
2,441.9 |
|
| R1 |
2,477.0 |
2,477.0 |
2,435.0 |
2,463.5 |
| PP |
2,450.0 |
2,450.0 |
2,450.0 |
2,443.3 |
| S1 |
2,401.0 |
2,401.0 |
2,421.0 |
2,387.5 |
| S2 |
2,374.0 |
2,374.0 |
2,414.1 |
|
| S3 |
2,298.0 |
2,325.0 |
2,407.1 |
|
| S4 |
2,222.0 |
2,249.0 |
2,386.2 |
|
|
| 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 |
2,423.0 |
76.0 |
3.0% |
45.8 |
1.8% |
95% |
False |
False |
976,614 |
| 10 |
2,559.0 |
2,423.0 |
136.0 |
5.5% |
45.1 |
1.8% |
53% |
False |
False |
934,995 |
| 20 |
2,559.0 |
2,423.0 |
136.0 |
5.5% |
43.6 |
1.7% |
53% |
False |
False |
876,490 |
| 40 |
2,578.0 |
2,423.0 |
155.0 |
6.2% |
42.9 |
1.7% |
46% |
False |
False |
953,475 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
40.7 |
1.6% |
53% |
False |
False |
756,766 |
| 80 |
2,594.0 |
2,235.0 |
359.0 |
14.4% |
41.2 |
1.7% |
72% |
False |
False |
568,100 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
41.8 |
1.7% |
79% |
False |
False |
456,779 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
42.6 |
1.7% |
83% |
False |
False |
382,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,726.5 |
|
2.618 |
2,638.4 |
|
1.618 |
2,584.4 |
|
1.000 |
2,551.0 |
|
0.618 |
2,530.4 |
|
HIGH |
2,497.0 |
|
0.618 |
2,476.4 |
|
0.500 |
2,470.0 |
|
0.382 |
2,463.6 |
|
LOW |
2,443.0 |
|
0.618 |
2,409.6 |
|
1.000 |
2,389.0 |
|
1.618 |
2,355.6 |
|
2.618 |
2,301.6 |
|
4.250 |
2,213.5 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,486.7 |
2,483.3 |
| PP |
2,478.3 |
2,471.7 |
| S1 |
2,470.0 |
2,460.0 |
|