| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,531.25 |
2,522.75 |
-8.50 |
-0.3% |
2,581.50 |
| High |
2,541.00 |
2,539.25 |
-1.75 |
-0.1% |
2,597.25 |
| Low |
2,512.75 |
2,492.00 |
-20.75 |
-0.8% |
2,492.00 |
| Close |
2,522.00 |
2,533.00 |
11.00 |
0.4% |
2,533.00 |
| Range |
28.25 |
47.25 |
19.00 |
67.3% |
105.25 |
| ATR |
42.93 |
43.24 |
0.31 |
0.7% |
0.00 |
| Volume |
337,005 |
342,959 |
5,954 |
1.8% |
1,554,027 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.25 |
2,645.25 |
2,559.00 |
|
| R3 |
2,616.00 |
2,598.00 |
2,546.00 |
|
| R2 |
2,568.75 |
2,568.75 |
2,541.75 |
|
| R1 |
2,550.75 |
2,550.75 |
2,537.25 |
2,559.75 |
| PP |
2,521.50 |
2,521.50 |
2,521.50 |
2,526.00 |
| S1 |
2,503.50 |
2,503.50 |
2,528.75 |
2,512.50 |
| S2 |
2,474.25 |
2,474.25 |
2,524.25 |
|
| S3 |
2,427.00 |
2,456.25 |
2,520.00 |
|
| S4 |
2,379.75 |
2,409.00 |
2,507.00 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.50 |
2,800.00 |
2,591.00 |
|
| R3 |
2,751.25 |
2,694.75 |
2,562.00 |
|
| R2 |
2,646.00 |
2,646.00 |
2,552.25 |
|
| R1 |
2,589.50 |
2,589.50 |
2,542.75 |
2,565.00 |
| PP |
2,540.75 |
2,540.75 |
2,540.75 |
2,528.50 |
| S1 |
2,484.25 |
2,484.25 |
2,523.25 |
2,460.00 |
| S2 |
2,435.50 |
2,435.50 |
2,513.75 |
|
| S3 |
2,330.25 |
2,379.00 |
2,504.00 |
|
| S4 |
2,225.00 |
2,273.75 |
2,475.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,597.25 |
2,492.00 |
105.25 |
4.2% |
38.50 |
1.5% |
39% |
False |
True |
310,805 |
| 10 |
2,691.75 |
2,492.00 |
199.75 |
7.9% |
46.50 |
1.8% |
21% |
False |
True |
320,587 |
| 20 |
2,695.25 |
2,492.00 |
203.25 |
8.0% |
44.75 |
1.8% |
20% |
False |
True |
283,599 |
| 40 |
2,857.25 |
2,492.00 |
365.25 |
14.4% |
41.75 |
1.6% |
11% |
False |
True |
262,804 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
15.0% |
37.00 |
1.5% |
11% |
False |
True |
201,746 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
15.0% |
33.75 |
1.3% |
11% |
False |
True |
151,322 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
15.0% |
33.25 |
1.3% |
11% |
False |
True |
121,062 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.9% |
30.25 |
1.2% |
21% |
False |
False |
100,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.00 |
|
2.618 |
2,663.00 |
|
1.618 |
2,615.75 |
|
1.000 |
2,586.50 |
|
0.618 |
2,568.50 |
|
HIGH |
2,539.25 |
|
0.618 |
2,521.25 |
|
0.500 |
2,515.50 |
|
0.382 |
2,510.00 |
|
LOW |
2,492.00 |
|
0.618 |
2,462.75 |
|
1.000 |
2,444.75 |
|
1.618 |
2,415.50 |
|
2.618 |
2,368.25 |
|
4.250 |
2,291.25 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,527.25 |
2,539.00 |
| PP |
2,521.50 |
2,537.00 |
| S1 |
2,515.50 |
2,535.00 |
|