| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,581.75 |
2,567.50 |
-14.25 |
-0.6% |
2,640.50 |
| High |
2,585.75 |
2,585.75 |
0.00 |
0.0% |
2,691.75 |
| Low |
2,553.00 |
2,526.50 |
-26.50 |
-1.0% |
2,556.25 |
| Close |
2,560.50 |
2,529.50 |
-31.00 |
-1.2% |
2,580.50 |
| Range |
32.75 |
59.25 |
26.50 |
80.9% |
135.50 |
| ATR |
42.89 |
44.06 |
1.17 |
2.7% |
0.00 |
| Volume |
315,321 |
365,096 |
49,775 |
15.8% |
1,651,852 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.00 |
2,686.50 |
2,562.00 |
|
| R3 |
2,665.75 |
2,627.25 |
2,545.75 |
|
| R2 |
2,606.50 |
2,606.50 |
2,540.25 |
|
| R1 |
2,568.00 |
2,568.00 |
2,535.00 |
2,557.50 |
| PP |
2,547.25 |
2,547.25 |
2,547.25 |
2,542.00 |
| S1 |
2,508.75 |
2,508.75 |
2,524.00 |
2,498.50 |
| S2 |
2,488.00 |
2,488.00 |
2,518.75 |
|
| S3 |
2,428.75 |
2,449.50 |
2,513.25 |
|
| S4 |
2,369.50 |
2,390.25 |
2,497.00 |
|
|
| 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 |
2,623.25 |
2,526.50 |
96.75 |
3.8% |
44.50 |
1.8% |
3% |
False |
True |
325,003 |
| 10 |
2,694.00 |
2,526.50 |
167.50 |
6.6% |
50.50 |
2.0% |
2% |
False |
True |
309,935 |
| 20 |
2,774.00 |
2,526.50 |
247.50 |
9.8% |
47.00 |
1.9% |
1% |
False |
True |
283,163 |
| 40 |
2,871.75 |
2,526.50 |
345.25 |
13.6% |
40.75 |
1.6% |
1% |
False |
True |
255,824 |
| 60 |
2,871.75 |
2,526.50 |
345.25 |
13.6% |
37.00 |
1.5% |
1% |
False |
True |
190,415 |
| 80 |
2,871.75 |
2,513.25 |
358.50 |
14.2% |
33.75 |
1.3% |
5% |
False |
False |
142,823 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
14.5% |
33.00 |
1.3% |
6% |
False |
False |
114,263 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
17.0% |
29.75 |
1.2% |
20% |
False |
False |
95,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.50 |
|
2.618 |
2,740.75 |
|
1.618 |
2,681.50 |
|
1.000 |
2,645.00 |
|
0.618 |
2,622.25 |
|
HIGH |
2,585.75 |
|
0.618 |
2,563.00 |
|
0.500 |
2,556.00 |
|
0.382 |
2,549.25 |
|
LOW |
2,526.50 |
|
0.618 |
2,490.00 |
|
1.000 |
2,467.25 |
|
1.618 |
2,430.75 |
|
2.618 |
2,371.50 |
|
4.250 |
2,274.75 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,556.00 |
2,562.00 |
| PP |
2,547.25 |
2,551.00 |
| S1 |
2,538.50 |
2,540.25 |
|