| 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 |
2,573.50 |
2,581.50 |
8.00 |
0.3% |
2,640.50 |
| High |
2,607.25 |
2,597.25 |
-10.00 |
-0.4% |
2,691.75 |
| Low |
2,556.25 |
2,572.00 |
15.75 |
0.6% |
2,556.25 |
| Close |
2,580.50 |
2,581.00 |
0.50 |
0.0% |
2,580.50 |
| Range |
51.00 |
25.25 |
-25.75 |
-50.5% |
135.50 |
| ATR |
45.08 |
43.67 |
-1.42 |
-3.1% |
0.00 |
| Volume |
366,575 |
193,646 |
-172,929 |
-47.2% |
1,651,852 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.25 |
2,645.25 |
2,595.00 |
|
| R3 |
2,634.00 |
2,620.00 |
2,588.00 |
|
| R2 |
2,608.75 |
2,608.75 |
2,585.75 |
|
| R1 |
2,594.75 |
2,594.75 |
2,583.25 |
2,589.00 |
| PP |
2,583.50 |
2,583.50 |
2,583.50 |
2,580.50 |
| S1 |
2,569.50 |
2,569.50 |
2,578.75 |
2,564.00 |
| S2 |
2,558.25 |
2,558.25 |
2,576.25 |
|
| S3 |
2,533.00 |
2,544.25 |
2,574.00 |
|
| S4 |
2,507.75 |
2,519.00 |
2,567.00 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.00 |
2,933.75 |
2,655.00 |
|
| R3 |
2,880.50 |
2,798.25 |
2,617.75 |
|
| R2 |
2,745.00 |
2,745.00 |
2,605.25 |
|
| R1 |
2,662.75 |
2,662.75 |
2,593.00 |
2,636.00 |
| PP |
2,609.50 |
2,609.50 |
2,609.50 |
2,596.25 |
| S1 |
2,527.25 |
2,527.25 |
2,568.00 |
2,500.50 |
| S2 |
2,474.00 |
2,474.00 |
2,555.75 |
|
| S3 |
2,338.50 |
2,391.75 |
2,543.25 |
|
| S4 |
2,203.00 |
2,256.25 |
2,506.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,691.75 |
2,556.25 |
135.50 |
5.2% |
51.75 |
2.0% |
18% |
False |
False |
318,839 |
| 10 |
2,694.00 |
2,556.25 |
137.75 |
5.3% |
49.00 |
1.9% |
18% |
False |
False |
276,435 |
| 20 |
2,778.75 |
2,556.25 |
222.50 |
8.6% |
46.00 |
1.8% |
11% |
False |
False |
272,318 |
| 40 |
2,871.75 |
2,556.25 |
315.50 |
12.2% |
39.50 |
1.5% |
8% |
False |
False |
249,195 |
| 60 |
2,871.75 |
2,556.25 |
315.50 |
12.2% |
36.25 |
1.4% |
8% |
False |
False |
179,077 |
| 80 |
2,871.75 |
2,513.25 |
358.50 |
13.9% |
33.75 |
1.3% |
19% |
False |
False |
134,319 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
14.2% |
32.25 |
1.3% |
21% |
False |
False |
107,459 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.6% |
29.00 |
1.1% |
32% |
False |
False |
89,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,704.50 |
|
2.618 |
2,663.25 |
|
1.618 |
2,638.00 |
|
1.000 |
2,622.50 |
|
0.618 |
2,612.75 |
|
HIGH |
2,597.25 |
|
0.618 |
2,587.50 |
|
0.500 |
2,584.50 |
|
0.382 |
2,581.75 |
|
LOW |
2,572.00 |
|
0.618 |
2,556.50 |
|
1.000 |
2,546.75 |
|
1.618 |
2,531.25 |
|
2.618 |
2,506.00 |
|
4.250 |
2,464.75 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,584.50 |
2,589.75 |
| PP |
2,583.50 |
2,586.75 |
| S1 |
2,582.25 |
2,584.00 |
|