| 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 |
7,153.0 |
7,050.0 |
-103.0 |
-1.4% |
7,322.5 |
| High |
7,185.0 |
7,080.0 |
-105.0 |
-1.5% |
7,440.0 |
| Low |
7,031.5 |
7,011.5 |
-20.0 |
-0.3% |
7,063.5 |
| Close |
7,116.0 |
7,045.5 |
-70.5 |
-1.0% |
7,170.0 |
| Range |
153.5 |
68.5 |
-85.0 |
-55.4% |
376.5 |
| ATR |
109.1 |
108.8 |
-0.3 |
-0.3% |
0.0 |
| Volume |
130,573 |
161,401 |
30,828 |
23.6% |
561,104 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,251.2 |
7,216.8 |
7,083.2 |
|
| R3 |
7,182.7 |
7,148.3 |
7,064.3 |
|
| R2 |
7,114.2 |
7,114.2 |
7,058.1 |
|
| R1 |
7,079.8 |
7,079.8 |
7,051.8 |
7,062.8 |
| PP |
7,045.7 |
7,045.7 |
7,045.7 |
7,037.1 |
| S1 |
7,011.3 |
7,011.3 |
7,039.2 |
6,994.3 |
| S2 |
6,977.2 |
6,977.2 |
7,032.9 |
|
| S3 |
6,908.7 |
6,942.8 |
7,026.7 |
|
| S4 |
6,840.2 |
6,874.3 |
7,007.8 |
|
|
| 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 |
7,238.0 |
7,011.5 |
226.5 |
3.2% |
114.7 |
1.6% |
15% |
False |
True |
132,679 |
| 10 |
7,440.0 |
7,011.5 |
428.5 |
6.1% |
112.2 |
1.6% |
8% |
False |
True |
125,484 |
| 20 |
7,440.0 |
7,011.5 |
428.5 |
6.1% |
107.8 |
1.5% |
8% |
False |
True |
118,502 |
| 40 |
7,483.5 |
7,011.5 |
472.0 |
6.7% |
98.3 |
1.4% |
7% |
False |
True |
118,420 |
| 60 |
7,483.5 |
6,875.0 |
608.5 |
8.6% |
98.0 |
1.4% |
28% |
False |
False |
87,029 |
| 80 |
7,483.5 |
6,337.5 |
1,146.0 |
16.3% |
102.0 |
1.4% |
62% |
False |
False |
65,364 |
| 100 |
7,483.5 |
6,112.5 |
1,371.0 |
19.5% |
104.2 |
1.5% |
68% |
False |
False |
52,400 |
| 120 |
7,483.5 |
5,924.0 |
1,559.5 |
22.1% |
107.3 |
1.5% |
72% |
False |
False |
44,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,371.1 |
|
2.618 |
7,259.3 |
|
1.618 |
7,190.8 |
|
1.000 |
7,148.5 |
|
0.618 |
7,122.3 |
|
HIGH |
7,080.0 |
|
0.618 |
7,053.8 |
|
0.500 |
7,045.8 |
|
0.382 |
7,037.7 |
|
LOW |
7,011.5 |
|
0.618 |
6,969.2 |
|
1.000 |
6,943.0 |
|
1.618 |
6,900.7 |
|
2.618 |
6,832.2 |
|
4.250 |
6,720.4 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,045.8 |
7,099.5 |
| PP |
7,045.7 |
7,081.5 |
| S1 |
7,045.6 |
7,063.5 |
|