| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,488.0 |
2,494.0 |
6.0 |
0.2% |
2,479.0 |
| High |
2,514.0 |
2,523.0 |
9.0 |
0.4% |
2,499.0 |
| Low |
2,480.0 |
2,489.0 |
9.0 |
0.4% |
2,423.0 |
| Close |
2,508.0 |
2,518.0 |
10.0 |
0.4% |
2,428.0 |
| Range |
34.0 |
34.0 |
0.0 |
0.0% |
76.0 |
| ATR |
44.2 |
43.4 |
-0.7 |
-1.6% |
0.0 |
| Volume |
730,073 |
455,186 |
-274,887 |
-37.7% |
5,204,205 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.0 |
2,599.0 |
2,536.7 |
|
| R3 |
2,578.0 |
2,565.0 |
2,527.4 |
|
| R2 |
2,544.0 |
2,544.0 |
2,524.2 |
|
| R1 |
2,531.0 |
2,531.0 |
2,521.1 |
2,537.5 |
| PP |
2,510.0 |
2,510.0 |
2,510.0 |
2,513.3 |
| S1 |
2,497.0 |
2,497.0 |
2,514.9 |
2,503.5 |
| S2 |
2,476.0 |
2,476.0 |
2,511.8 |
|
| S3 |
2,442.0 |
2,463.0 |
2,508.7 |
|
| S4 |
2,408.0 |
2,429.0 |
2,499.3 |
|
|
| 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 |
2,523.0 |
2,423.0 |
100.0 |
4.0% |
38.0 |
1.5% |
95% |
True |
False |
831,342 |
| 10 |
2,523.0 |
2,423.0 |
100.0 |
4.0% |
40.0 |
1.6% |
95% |
True |
False |
881,589 |
| 20 |
2,559.0 |
2,423.0 |
136.0 |
5.4% |
41.5 |
1.6% |
70% |
False |
False |
837,340 |
| 40 |
2,578.0 |
2,423.0 |
155.0 |
6.2% |
42.3 |
1.7% |
61% |
False |
False |
926,222 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.3% |
40.8 |
1.6% |
64% |
False |
False |
776,508 |
| 80 |
2,594.0 |
2,235.0 |
359.0 |
14.3% |
41.2 |
1.6% |
79% |
False |
False |
582,795 |
| 100 |
2,594.0 |
2,115.0 |
479.0 |
19.0% |
41.7 |
1.7% |
84% |
False |
False |
468,527 |
| 120 |
2,594.0 |
2,074.0 |
520.0 |
20.7% |
42.5 |
1.7% |
85% |
False |
False |
392,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,667.5 |
|
2.618 |
2,612.0 |
|
1.618 |
2,578.0 |
|
1.000 |
2,557.0 |
|
0.618 |
2,544.0 |
|
HIGH |
2,523.0 |
|
0.618 |
2,510.0 |
|
0.500 |
2,506.0 |
|
0.382 |
2,502.0 |
|
LOW |
2,489.0 |
|
0.618 |
2,468.0 |
|
1.000 |
2,455.0 |
|
1.618 |
2,434.0 |
|
2.618 |
2,400.0 |
|
4.250 |
2,344.5 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.0 |
2,506.3 |
| PP |
2,510.0 |
2,494.7 |
| S1 |
2,506.0 |
2,483.0 |
|