| 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 |
7,146.5 |
7,153.0 |
6.5 |
0.1% |
7,322.5 |
| High |
7,187.5 |
7,185.0 |
-2.5 |
0.0% |
7,440.0 |
| Low |
7,075.5 |
7,031.5 |
-44.0 |
-0.6% |
7,063.5 |
| Close |
7,175.5 |
7,116.0 |
-59.5 |
-0.8% |
7,170.0 |
| Range |
112.0 |
153.5 |
41.5 |
37.1% |
376.5 |
| ATR |
105.7 |
109.1 |
3.4 |
3.2% |
0.0 |
| Volume |
132,046 |
130,573 |
-1,473 |
-1.1% |
561,104 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,571.3 |
7,497.2 |
7,200.4 |
|
| R3 |
7,417.8 |
7,343.7 |
7,158.2 |
|
| R2 |
7,264.3 |
7,264.3 |
7,144.1 |
|
| R1 |
7,190.2 |
7,190.2 |
7,130.1 |
7,150.5 |
| PP |
7,110.8 |
7,110.8 |
7,110.8 |
7,091.0 |
| S1 |
7,036.7 |
7,036.7 |
7,101.9 |
6,997.0 |
| S2 |
6,957.3 |
6,957.3 |
7,087.9 |
|
| S3 |
6,803.8 |
6,883.2 |
7,073.8 |
|
| S4 |
6,650.3 |
6,729.7 |
7,031.6 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,354.0 |
8,138.5 |
7,377.1 |
|
| R3 |
7,977.5 |
7,762.0 |
7,273.5 |
|
| R2 |
7,601.0 |
7,601.0 |
7,239.0 |
|
| R1 |
7,385.5 |
7,385.5 |
7,204.5 |
7,305.0 |
| PP |
7,224.5 |
7,224.5 |
7,224.5 |
7,184.3 |
| S1 |
7,009.0 |
7,009.0 |
7,135.5 |
6,928.5 |
| S2 |
6,848.0 |
6,848.0 |
7,101.0 |
|
| S3 |
6,471.5 |
6,632.5 |
7,066.5 |
|
| S4 |
6,095.0 |
6,256.0 |
6,962.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,289.5 |
7,031.5 |
258.0 |
3.6% |
122.1 |
1.7% |
33% |
False |
True |
128,647 |
| 10 |
7,440.0 |
7,031.5 |
408.5 |
5.7% |
116.7 |
1.6% |
21% |
False |
True |
120,685 |
| 20 |
7,449.5 |
7,031.5 |
418.0 |
5.9% |
107.3 |
1.5% |
20% |
False |
True |
117,134 |
| 40 |
7,483.5 |
7,031.5 |
452.0 |
6.4% |
98.8 |
1.4% |
19% |
False |
True |
116,719 |
| 60 |
7,483.5 |
6,875.0 |
608.5 |
8.6% |
97.7 |
1.4% |
40% |
False |
False |
84,342 |
| 80 |
7,483.5 |
6,337.5 |
1,146.0 |
16.1% |
102.6 |
1.4% |
68% |
False |
False |
63,352 |
| 100 |
7,483.5 |
6,112.5 |
1,371.0 |
19.3% |
104.6 |
1.5% |
73% |
False |
False |
50,791 |
| 120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.9% |
107.8 |
1.5% |
76% |
False |
False |
42,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,837.4 |
|
2.618 |
7,586.9 |
|
1.618 |
7,433.4 |
|
1.000 |
7,338.5 |
|
0.618 |
7,279.9 |
|
HIGH |
7,185.0 |
|
0.618 |
7,126.4 |
|
0.500 |
7,108.3 |
|
0.382 |
7,090.1 |
|
LOW |
7,031.5 |
|
0.618 |
6,936.6 |
|
1.000 |
6,878.0 |
|
1.618 |
6,783.1 |
|
2.618 |
6,629.6 |
|
4.250 |
6,379.1 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,113.4 |
7,117.0 |
| PP |
7,110.8 |
7,116.7 |
| S1 |
7,108.3 |
7,116.3 |
|