| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,360.75 |
1,380.00 |
19.25 |
1.4% |
1,375.25 |
| High |
1,385.75 |
1,387.50 |
1.75 |
0.1% |
1,386.25 |
| Low |
1,360.25 |
1,374.00 |
13.75 |
1.0% |
1,340.25 |
| Close |
1,382.50 |
1,386.25 |
3.75 |
0.3% |
1,359.75 |
| Range |
25.50 |
13.50 |
-12.00 |
-47.1% |
46.00 |
| ATR |
20.60 |
20.09 |
-0.51 |
-2.5% |
0.00 |
| Volume |
1,741,462 |
1,548,714 |
-192,748 |
-11.1% |
10,560,185 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.00 |
1,418.25 |
1,393.75 |
|
| R3 |
1,409.50 |
1,404.75 |
1,390.00 |
|
| R2 |
1,396.00 |
1,396.00 |
1,388.75 |
|
| R1 |
1,391.25 |
1,391.25 |
1,387.50 |
1,393.50 |
| PP |
1,382.50 |
1,382.50 |
1,382.50 |
1,383.75 |
| S1 |
1,377.75 |
1,377.75 |
1,385.00 |
1,380.00 |
| S2 |
1,369.00 |
1,369.00 |
1,383.75 |
|
| S3 |
1,355.50 |
1,364.25 |
1,382.50 |
|
| S4 |
1,342.00 |
1,350.75 |
1,378.75 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,500.00 |
1,476.00 |
1,385.00 |
|
| R3 |
1,454.00 |
1,430.00 |
1,372.50 |
|
| R2 |
1,408.00 |
1,408.00 |
1,368.25 |
|
| R1 |
1,384.00 |
1,384.00 |
1,364.00 |
1,373.00 |
| PP |
1,362.00 |
1,362.00 |
1,362.00 |
1,356.50 |
| S1 |
1,338.00 |
1,338.00 |
1,355.50 |
1,327.00 |
| S2 |
1,316.00 |
1,316.00 |
1,351.25 |
|
| S3 |
1,270.00 |
1,292.00 |
1,347.00 |
|
| S4 |
1,224.00 |
1,246.00 |
1,334.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,387.50 |
1,340.25 |
47.25 |
3.4% |
21.00 |
1.5% |
97% |
True |
False |
2,152,218 |
| 10 |
1,431.75 |
1,340.25 |
91.50 |
6.6% |
23.25 |
1.7% |
50% |
False |
False |
2,221,463 |
| 20 |
1,431.75 |
1,340.25 |
91.50 |
6.6% |
20.75 |
1.5% |
50% |
False |
False |
1,833,573 |
| 40 |
1,466.00 |
1,340.25 |
125.75 |
9.1% |
18.75 |
1.4% |
37% |
False |
False |
1,785,207 |
| 60 |
1,468.00 |
1,340.25 |
127.75 |
9.2% |
17.00 |
1.2% |
36% |
False |
False |
1,456,719 |
| 80 |
1,468.00 |
1,340.25 |
127.75 |
9.2% |
16.00 |
1.2% |
36% |
False |
False |
1,093,251 |
| 100 |
1,468.00 |
1,313.25 |
154.75 |
11.2% |
16.50 |
1.2% |
47% |
False |
False |
874,976 |
| 120 |
1,468.00 |
1,263.75 |
204.25 |
14.7% |
17.25 |
1.2% |
60% |
False |
False |
729,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,445.00 |
|
2.618 |
1,422.75 |
|
1.618 |
1,409.25 |
|
1.000 |
1,401.00 |
|
0.618 |
1,395.75 |
|
HIGH |
1,387.50 |
|
0.618 |
1,382.25 |
|
0.500 |
1,380.75 |
|
0.382 |
1,379.25 |
|
LOW |
1,374.00 |
|
0.618 |
1,365.75 |
|
1.000 |
1,360.50 |
|
1.618 |
1,352.25 |
|
2.618 |
1,338.75 |
|
4.250 |
1,316.50 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,384.50 |
1,378.75 |
| PP |
1,382.50 |
1,371.25 |
| S1 |
1,380.75 |
1,364.00 |
|