| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
7,103.5 |
7,142.5 |
39.0 |
0.5% |
7,167.5 |
| High |
7,188.0 |
7,196.0 |
8.0 |
0.1% |
7,202.5 |
| Low |
7,092.5 |
7,136.0 |
43.5 |
0.6% |
6,948.0 |
| Close |
7,174.5 |
7,187.5 |
13.0 |
0.2% |
6,958.5 |
| Range |
95.5 |
60.0 |
-35.5 |
-37.2% |
254.5 |
| ATR |
112.3 |
108.5 |
-3.7 |
-3.3% |
0.0 |
| Volume |
84,270 |
59,586 |
-24,684 |
-29.3% |
696,316 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,353.2 |
7,330.3 |
7,220.5 |
|
| R3 |
7,293.2 |
7,270.3 |
7,204.0 |
|
| R2 |
7,233.2 |
7,233.2 |
7,198.5 |
|
| R1 |
7,210.3 |
7,210.3 |
7,193.0 |
7,221.8 |
| PP |
7,173.2 |
7,173.2 |
7,173.2 |
7,178.9 |
| S1 |
7,150.3 |
7,150.3 |
7,182.0 |
7,161.8 |
| S2 |
7,113.2 |
7,113.2 |
7,176.5 |
|
| S3 |
7,053.2 |
7,090.3 |
7,171.0 |
|
| S4 |
6,993.2 |
7,030.3 |
7,154.5 |
|
|
| 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 |
7,196.0 |
6,948.0 |
248.0 |
3.5% |
92.2 |
1.3% |
97% |
True |
False |
107,538 |
| 10 |
7,289.5 |
6,948.0 |
341.5 |
4.8% |
107.2 |
1.5% |
70% |
False |
False |
118,092 |
| 20 |
7,440.0 |
6,948.0 |
492.0 |
6.8% |
103.3 |
1.4% |
49% |
False |
False |
111,219 |
| 40 |
7,449.5 |
6,948.0 |
501.5 |
7.0% |
99.3 |
1.4% |
48% |
False |
False |
116,859 |
| 60 |
7,483.5 |
6,875.0 |
608.5 |
8.5% |
97.9 |
1.4% |
51% |
False |
False |
93,248 |
| 80 |
7,483.5 |
6,554.5 |
929.0 |
12.9% |
97.9 |
1.4% |
68% |
False |
False |
70,041 |
| 100 |
7,483.5 |
6,320.0 |
1,163.5 |
16.2% |
103.0 |
1.4% |
75% |
False |
False |
56,153 |
| 120 |
7,483.5 |
6,004.5 |
1,479.0 |
20.6% |
106.0 |
1.5% |
80% |
False |
False |
47,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,451.0 |
|
2.618 |
7,353.1 |
|
1.618 |
7,293.1 |
|
1.000 |
7,256.0 |
|
0.618 |
7,233.1 |
|
HIGH |
7,196.0 |
|
0.618 |
7,173.1 |
|
0.500 |
7,166.0 |
|
0.382 |
7,158.9 |
|
LOW |
7,136.0 |
|
0.618 |
7,098.9 |
|
1.000 |
7,076.0 |
|
1.618 |
7,038.9 |
|
2.618 |
6,978.9 |
|
4.250 |
6,881.0 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,180.3 |
7,158.7 |
| PP |
7,173.2 |
7,129.8 |
| S1 |
7,166.0 |
7,101.0 |
|