| 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 |
1,380.00 |
1,386.00 |
6.00 |
0.4% |
1,375.25 |
| High |
1,387.50 |
1,389.75 |
2.25 |
0.2% |
1,386.25 |
| Low |
1,374.00 |
1,377.00 |
3.00 |
0.2% |
1,340.25 |
| Close |
1,386.25 |
1,388.25 |
2.00 |
0.1% |
1,359.75 |
| Range |
13.50 |
12.75 |
-0.75 |
-5.6% |
46.00 |
| ATR |
20.09 |
19.57 |
-0.52 |
-2.6% |
0.00 |
| Volume |
1,548,714 |
1,068,642 |
-480,072 |
-31.0% |
10,560,185 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.25 |
1,418.50 |
1,395.25 |
|
| R3 |
1,410.50 |
1,405.75 |
1,391.75 |
|
| R2 |
1,397.75 |
1,397.75 |
1,390.50 |
|
| R1 |
1,393.00 |
1,393.00 |
1,389.50 |
1,395.50 |
| PP |
1,385.00 |
1,385.00 |
1,385.00 |
1,386.25 |
| S1 |
1,380.25 |
1,380.25 |
1,387.00 |
1,382.50 |
| S2 |
1,372.25 |
1,372.25 |
1,386.00 |
|
| S3 |
1,359.50 |
1,367.50 |
1,384.75 |
|
| S4 |
1,346.75 |
1,354.75 |
1,381.25 |
|
|
| 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 |
1,389.75 |
1,340.25 |
49.50 |
3.6% |
17.25 |
1.2% |
97% |
True |
False |
1,876,202 |
| 10 |
1,397.50 |
1,340.25 |
57.25 |
4.1% |
19.75 |
1.4% |
84% |
False |
False |
2,008,370 |
| 20 |
1,431.75 |
1,340.25 |
91.50 |
6.6% |
20.75 |
1.5% |
52% |
False |
False |
1,799,167 |
| 40 |
1,466.00 |
1,340.25 |
125.75 |
9.1% |
18.75 |
1.3% |
38% |
False |
False |
1,767,091 |
| 60 |
1,468.00 |
1,340.25 |
127.75 |
9.2% |
17.00 |
1.2% |
38% |
False |
False |
1,474,496 |
| 80 |
1,468.00 |
1,340.25 |
127.75 |
9.2% |
16.00 |
1.2% |
38% |
False |
False |
1,106,589 |
| 100 |
1,468.00 |
1,313.25 |
154.75 |
11.1% |
16.50 |
1.2% |
48% |
False |
False |
885,651 |
| 120 |
1,468.00 |
1,277.50 |
190.50 |
13.7% |
17.25 |
1.2% |
58% |
False |
False |
738,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,444.00 |
|
2.618 |
1,423.25 |
|
1.618 |
1,410.50 |
|
1.000 |
1,402.50 |
|
0.618 |
1,397.75 |
|
HIGH |
1,389.75 |
|
0.618 |
1,385.00 |
|
0.500 |
1,383.50 |
|
0.382 |
1,381.75 |
|
LOW |
1,377.00 |
|
0.618 |
1,369.00 |
|
1.000 |
1,364.25 |
|
1.618 |
1,356.25 |
|
2.618 |
1,343.50 |
|
4.250 |
1,322.75 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.50 |
1,383.75 |
| PP |
1,385.00 |
1,379.50 |
| S1 |
1,383.50 |
1,375.00 |
|