| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
7,034.0 |
7,012.0 |
-22.0 |
-0.3% |
7,167.5 |
| High |
7,060.0 |
7,131.0 |
71.0 |
1.0% |
7,202.5 |
| Low |
6,948.0 |
7,006.0 |
58.0 |
0.8% |
6,948.0 |
| Close |
6,958.5 |
7,125.0 |
166.5 |
2.4% |
6,958.5 |
| Range |
112.0 |
125.0 |
13.0 |
11.6% |
254.5 |
| ATR |
109.0 |
113.6 |
4.5 |
4.2% |
0.0 |
| Volume |
113,355 |
119,078 |
5,723 |
5.0% |
696,316 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,462.3 |
7,418.7 |
7,193.8 |
|
| R3 |
7,337.3 |
7,293.7 |
7,159.4 |
|
| R2 |
7,212.3 |
7,212.3 |
7,147.9 |
|
| R1 |
7,168.7 |
7,168.7 |
7,136.5 |
7,190.5 |
| PP |
7,087.3 |
7,087.3 |
7,087.3 |
7,098.3 |
| S1 |
7,043.7 |
7,043.7 |
7,113.5 |
7,065.5 |
| S2 |
6,962.3 |
6,962.3 |
7,102.1 |
|
| S3 |
6,837.3 |
6,918.7 |
7,090.6 |
|
| S4 |
6,712.3 |
6,793.7 |
7,056.3 |
|
|
| 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 |
7,187.5 |
6,948.0 |
239.5 |
3.4% |
114.2 |
1.6% |
74% |
False |
False |
131,290 |
| 10 |
7,440.0 |
6,948.0 |
492.0 |
6.9% |
123.3 |
1.7% |
36% |
False |
False |
127,740 |
| 20 |
7,440.0 |
6,948.0 |
492.0 |
6.9% |
110.1 |
1.5% |
36% |
False |
False |
116,615 |
| 40 |
7,449.5 |
6,948.0 |
501.5 |
7.0% |
100.6 |
1.4% |
35% |
False |
False |
119,470 |
| 60 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
97.7 |
1.4% |
41% |
False |
False |
90,892 |
| 80 |
7,483.5 |
6,554.5 |
929.0 |
13.0% |
98.1 |
1.4% |
61% |
False |
False |
68,253 |
| 100 |
7,483.5 |
6,320.0 |
1,163.5 |
16.3% |
103.6 |
1.5% |
69% |
False |
False |
54,719 |
| 120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.9% |
106.3 |
1.5% |
77% |
False |
False |
46,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,662.3 |
|
2.618 |
7,458.3 |
|
1.618 |
7,333.3 |
|
1.000 |
7,256.0 |
|
0.618 |
7,208.3 |
|
HIGH |
7,131.0 |
|
0.618 |
7,083.3 |
|
0.500 |
7,068.5 |
|
0.382 |
7,053.8 |
|
LOW |
7,006.0 |
|
0.618 |
6,928.8 |
|
1.000 |
6,881.0 |
|
1.618 |
6,803.8 |
|
2.618 |
6,678.8 |
|
4.250 |
6,474.8 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,106.2 |
7,096.5 |
| PP |
7,087.3 |
7,068.0 |
| S1 |
7,068.5 |
7,039.5 |
|