| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,375.75 |
1,375.25 |
-0.50 |
0.0% |
1,402.75 |
| High |
1,388.00 |
1,381.75 |
-6.25 |
-0.5% |
1,431.75 |
| Low |
1,363.50 |
1,372.50 |
9.00 |
0.7% |
1,363.50 |
| Close |
1,375.75 |
1,378.25 |
2.50 |
0.2% |
1,375.75 |
| Range |
24.50 |
9.25 |
-15.25 |
-62.2% |
68.25 |
| ATR |
20.53 |
19.73 |
-0.81 |
-3.9% |
0.00 |
| Volume |
2,549,324 |
1,138,665 |
-1,410,659 |
-55.3% |
11,234,453 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.25 |
1,401.00 |
1,383.25 |
|
| R3 |
1,396.00 |
1,391.75 |
1,380.75 |
|
| R2 |
1,386.75 |
1,386.75 |
1,380.00 |
|
| R1 |
1,382.50 |
1,382.50 |
1,379.00 |
1,384.50 |
| PP |
1,377.50 |
1,377.50 |
1,377.50 |
1,378.50 |
| S1 |
1,373.25 |
1,373.25 |
1,377.50 |
1,375.50 |
| S2 |
1,368.25 |
1,368.25 |
1,376.50 |
|
| S3 |
1,359.00 |
1,364.00 |
1,375.75 |
|
| S4 |
1,349.75 |
1,354.75 |
1,373.25 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,595.00 |
1,553.75 |
1,413.25 |
|
| R3 |
1,526.75 |
1,485.50 |
1,394.50 |
|
| R2 |
1,458.50 |
1,458.50 |
1,388.25 |
|
| R1 |
1,417.25 |
1,417.25 |
1,382.00 |
1,403.75 |
| PP |
1,390.25 |
1,390.25 |
1,390.25 |
1,383.50 |
| S1 |
1,349.00 |
1,349.00 |
1,369.50 |
1,335.50 |
| S2 |
1,322.00 |
1,322.00 |
1,363.25 |
|
| S3 |
1,253.75 |
1,280.75 |
1,357.00 |
|
| S4 |
1,185.50 |
1,212.50 |
1,338.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,431.75 |
1,363.50 |
68.25 |
5.0% |
25.25 |
1.8% |
22% |
False |
False |
2,196,834 |
| 10 |
1,431.75 |
1,363.50 |
68.25 |
5.0% |
23.00 |
1.7% |
22% |
False |
False |
1,812,286 |
| 20 |
1,459.75 |
1,363.50 |
96.25 |
7.0% |
20.25 |
1.5% |
15% |
False |
False |
1,770,257 |
| 40 |
1,466.00 |
1,363.50 |
102.50 |
7.4% |
17.50 |
1.3% |
14% |
False |
False |
1,715,015 |
| 60 |
1,468.00 |
1,363.50 |
104.50 |
7.6% |
16.25 |
1.2% |
14% |
False |
False |
1,245,189 |
| 80 |
1,468.00 |
1,314.25 |
153.75 |
11.2% |
16.00 |
1.2% |
42% |
False |
False |
934,492 |
| 100 |
1,468.00 |
1,296.00 |
172.00 |
12.5% |
16.50 |
1.2% |
48% |
False |
False |
747,950 |
| 120 |
1,468.00 |
1,250.00 |
218.00 |
15.8% |
17.00 |
1.2% |
59% |
False |
False |
623,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,421.00 |
|
2.618 |
1,406.00 |
|
1.618 |
1,396.75 |
|
1.000 |
1,391.00 |
|
0.618 |
1,387.50 |
|
HIGH |
1,381.75 |
|
0.618 |
1,378.25 |
|
0.500 |
1,377.00 |
|
0.382 |
1,376.00 |
|
LOW |
1,372.50 |
|
0.618 |
1,366.75 |
|
1.000 |
1,363.25 |
|
1.618 |
1,357.50 |
|
2.618 |
1,348.25 |
|
4.250 |
1,333.25 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,378.00 |
1,380.50 |
| PP |
1,377.50 |
1,379.75 |
| S1 |
1,377.00 |
1,379.00 |
|