| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,581.50 |
2,581.75 |
0.25 |
0.0% |
2,640.50 |
| High |
2,597.25 |
2,585.75 |
-11.50 |
-0.4% |
2,691.75 |
| Low |
2,572.00 |
2,553.00 |
-19.00 |
-0.7% |
2,556.25 |
| Close |
2,581.00 |
2,560.50 |
-20.50 |
-0.8% |
2,580.50 |
| Range |
25.25 |
32.75 |
7.50 |
29.7% |
135.50 |
| ATR |
43.67 |
42.89 |
-0.78 |
-1.8% |
0.00 |
| Volume |
193,646 |
315,321 |
121,675 |
62.8% |
1,651,852 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,664.75 |
2,645.25 |
2,578.50 |
|
| R3 |
2,632.00 |
2,612.50 |
2,569.50 |
|
| R2 |
2,599.25 |
2,599.25 |
2,566.50 |
|
| R1 |
2,579.75 |
2,579.75 |
2,563.50 |
2,573.00 |
| PP |
2,566.50 |
2,566.50 |
2,566.50 |
2,563.00 |
| S1 |
2,547.00 |
2,547.00 |
2,557.50 |
2,540.50 |
| S2 |
2,533.75 |
2,533.75 |
2,554.50 |
|
| S3 |
2,501.00 |
2,514.25 |
2,551.50 |
|
| S4 |
2,468.25 |
2,481.50 |
2,542.50 |
|
|
| 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 |
2,688.00 |
2,553.00 |
135.00 |
5.3% |
50.50 |
2.0% |
6% |
False |
True |
332,298 |
| 10 |
2,694.00 |
2,553.00 |
141.00 |
5.5% |
49.00 |
1.9% |
5% |
False |
True |
306,119 |
| 20 |
2,778.75 |
2,553.00 |
225.75 |
8.8% |
45.25 |
1.8% |
3% |
False |
True |
276,324 |
| 40 |
2,871.75 |
2,553.00 |
318.75 |
12.4% |
40.00 |
1.6% |
2% |
False |
True |
252,188 |
| 60 |
2,871.75 |
2,553.00 |
318.75 |
12.4% |
36.50 |
1.4% |
2% |
False |
True |
184,331 |
| 80 |
2,871.75 |
2,513.25 |
358.50 |
14.0% |
33.25 |
1.3% |
13% |
False |
False |
138,260 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
14.3% |
32.50 |
1.3% |
15% |
False |
False |
110,612 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.8% |
29.25 |
1.1% |
27% |
False |
False |
92,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.00 |
|
2.618 |
2,671.50 |
|
1.618 |
2,638.75 |
|
1.000 |
2,618.50 |
|
0.618 |
2,606.00 |
|
HIGH |
2,585.75 |
|
0.618 |
2,573.25 |
|
0.500 |
2,569.50 |
|
0.382 |
2,565.50 |
|
LOW |
2,553.00 |
|
0.618 |
2,532.75 |
|
1.000 |
2,520.25 |
|
1.618 |
2,500.00 |
|
2.618 |
2,467.25 |
|
4.250 |
2,413.75 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,569.50 |
2,580.00 |
| PP |
2,566.50 |
2,573.50 |
| S1 |
2,563.50 |
2,567.00 |
|