| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4,468.0 |
4,442.0 |
-26.0 |
-0.6% |
4,436.0 |
| High |
4,487.0 |
4,488.0 |
1.0 |
0.0% |
4,509.0 |
| Low |
4,453.0 |
4,434.0 |
-19.0 |
-0.4% |
4,421.0 |
| Close |
4,486.0 |
4,484.0 |
-2.0 |
0.0% |
4,484.0 |
| Range |
34.0 |
54.0 |
20.0 |
58.8% |
88.0 |
| ATR |
38.9 |
39.9 |
1.1 |
2.8% |
0.0 |
| Volume |
21,779 |
26,917 |
5,138 |
23.6% |
114,810 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,630.7 |
4,611.3 |
4,513.7 |
|
| R3 |
4,576.7 |
4,557.3 |
4,498.9 |
|
| R2 |
4,522.7 |
4,522.7 |
4,493.9 |
|
| R1 |
4,503.3 |
4,503.3 |
4,489.0 |
4,513.0 |
| PP |
4,468.7 |
4,468.7 |
4,468.7 |
4,473.5 |
| S1 |
4,449.3 |
4,449.3 |
4,479.1 |
4,459.0 |
| S2 |
4,414.7 |
4,414.7 |
4,474.1 |
|
| S3 |
4,360.7 |
4,395.3 |
4,469.2 |
|
| S4 |
4,306.7 |
4,341.3 |
4,454.3 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,735.3 |
4,697.7 |
4,532.4 |
|
| R3 |
4,647.3 |
4,609.7 |
4,508.2 |
|
| R2 |
4,559.3 |
4,559.3 |
4,500.1 |
|
| R1 |
4,521.7 |
4,521.7 |
4,492.1 |
4,540.5 |
| PP |
4,471.3 |
4,471.3 |
4,471.3 |
4,480.8 |
| S1 |
4,433.7 |
4,433.7 |
4,475.9 |
4,452.5 |
| S2 |
4,383.3 |
4,383.3 |
4,467.9 |
|
| S3 |
4,295.3 |
4,345.7 |
4,459.8 |
|
| S4 |
4,207.3 |
4,257.7 |
4,435.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,509.0 |
4,421.0 |
88.0 |
2.0% |
40.8 |
0.9% |
72% |
False |
False |
22,962 |
| 10 |
4,520.0 |
4,421.0 |
99.0 |
2.2% |
39.0 |
0.9% |
64% |
False |
False |
24,574 |
| 20 |
4,580.0 |
4,421.0 |
159.0 |
3.5% |
35.2 |
0.8% |
40% |
False |
False |
23,873 |
| 40 |
4,580.0 |
4,340.0 |
240.0 |
5.4% |
33.1 |
0.7% |
60% |
False |
False |
27,241 |
| 60 |
4,580.0 |
4,251.0 |
329.0 |
7.3% |
28.2 |
0.6% |
71% |
False |
False |
18,584 |
| 80 |
4,580.0 |
4,077.0 |
503.0 |
11.2% |
22.5 |
0.5% |
81% |
False |
False |
13,960 |
| 100 |
4,580.0 |
3,982.0 |
598.0 |
13.3% |
18.7 |
0.4% |
84% |
False |
False |
11,184 |
| 120 |
4,580.0 |
3,950.0 |
630.0 |
14.0% |
15.9 |
0.4% |
85% |
False |
False |
9,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,717.5 |
|
2.618 |
4,629.4 |
|
1.618 |
4,575.4 |
|
1.000 |
4,542.0 |
|
0.618 |
4,521.4 |
|
HIGH |
4,488.0 |
|
0.618 |
4,467.4 |
|
0.500 |
4,461.0 |
|
0.382 |
4,454.6 |
|
LOW |
4,434.0 |
|
0.618 |
4,400.6 |
|
1.000 |
4,380.0 |
|
1.618 |
4,346.6 |
|
2.618 |
4,292.6 |
|
4.250 |
4,204.5 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,476.3 |
4,479.8 |
| PP |
4,468.7 |
4,475.7 |
| S1 |
4,461.0 |
4,471.5 |
|