| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
7,050.0 |
7,034.0 |
-16.0 |
-0.2% |
7,167.5 |
| High |
7,080.0 |
7,060.0 |
-20.0 |
-0.3% |
7,202.5 |
| Low |
7,011.5 |
6,948.0 |
-63.5 |
-0.9% |
6,948.0 |
| Close |
7,045.5 |
6,958.5 |
-87.0 |
-1.2% |
6,958.5 |
| Range |
68.5 |
112.0 |
43.5 |
63.5% |
254.5 |
| ATR |
108.8 |
109.0 |
0.2 |
0.2% |
0.0 |
| Volume |
161,401 |
113,355 |
-48,046 |
-29.8% |
696,316 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,324.8 |
7,253.7 |
7,020.1 |
|
| R3 |
7,212.8 |
7,141.7 |
6,989.3 |
|
| R2 |
7,100.8 |
7,100.8 |
6,979.0 |
|
| R1 |
7,029.7 |
7,029.7 |
6,968.8 |
7,009.3 |
| PP |
6,988.8 |
6,988.8 |
6,988.8 |
6,978.6 |
| S1 |
6,917.7 |
6,917.7 |
6,948.2 |
6,897.3 |
| S2 |
6,876.8 |
6,876.8 |
6,938.0 |
|
| S3 |
6,764.8 |
6,805.7 |
6,927.7 |
|
| S4 |
6,652.8 |
6,693.7 |
6,896.9 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,799.8 |
7,633.7 |
7,098.5 |
|
| R3 |
7,545.3 |
7,379.2 |
7,028.5 |
|
| R2 |
7,290.8 |
7,290.8 |
7,005.2 |
|
| R1 |
7,124.7 |
7,124.7 |
6,981.8 |
7,080.5 |
| PP |
7,036.3 |
7,036.3 |
7,036.3 |
7,014.3 |
| S1 |
6,870.2 |
6,870.2 |
6,935.2 |
6,826.0 |
| S2 |
6,781.8 |
6,781.8 |
6,911.8 |
|
| S3 |
6,527.3 |
6,615.7 |
6,888.5 |
|
| S4 |
6,272.8 |
6,361.2 |
6,818.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,202.5 |
6,948.0 |
254.5 |
3.7% |
102.2 |
1.5% |
4% |
False |
True |
139,263 |
| 10 |
7,440.0 |
6,948.0 |
492.0 |
7.1% |
115.7 |
1.7% |
2% |
False |
True |
125,742 |
| 20 |
7,440.0 |
6,948.0 |
492.0 |
7.1% |
108.3 |
1.6% |
2% |
False |
True |
118,559 |
| 40 |
7,449.5 |
6,948.0 |
501.5 |
7.2% |
98.9 |
1.4% |
2% |
False |
True |
119,125 |
| 60 |
7,483.5 |
6,875.0 |
608.5 |
8.7% |
97.3 |
1.4% |
14% |
False |
False |
88,913 |
| 80 |
7,483.5 |
6,520.0 |
963.5 |
13.8% |
100.2 |
1.4% |
46% |
False |
False |
66,768 |
| 100 |
7,483.5 |
6,281.0 |
1,202.5 |
17.3% |
104.0 |
1.5% |
56% |
False |
False |
53,530 |
| 120 |
7,483.5 |
5,924.0 |
1,559.5 |
22.4% |
107.3 |
1.5% |
66% |
False |
False |
45,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,536.0 |
|
2.618 |
7,353.2 |
|
1.618 |
7,241.2 |
|
1.000 |
7,172.0 |
|
0.618 |
7,129.2 |
|
HIGH |
7,060.0 |
|
0.618 |
7,017.2 |
|
0.500 |
7,004.0 |
|
0.382 |
6,990.8 |
|
LOW |
6,948.0 |
|
0.618 |
6,878.8 |
|
1.000 |
6,836.0 |
|
1.618 |
6,766.8 |
|
2.618 |
6,654.8 |
|
4.250 |
6,472.0 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,004.0 |
7,066.5 |
| PP |
6,988.8 |
7,030.5 |
| S1 |
6,973.7 |
6,994.5 |
|