| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,535.00 |
2,584.75 |
49.75 |
2.0% |
2,581.50 |
| High |
2,594.25 |
2,596.75 |
2.50 |
0.1% |
2,597.25 |
| Low |
2,534.50 |
2,568.00 |
33.50 |
1.3% |
2,492.00 |
| Close |
2,585.50 |
2,593.50 |
8.00 |
0.3% |
2,533.00 |
| Range |
59.75 |
28.75 |
-31.00 |
-51.9% |
105.25 |
| ATR |
44.52 |
43.40 |
-1.13 |
-2.5% |
0.00 |
| Volume |
271,966 |
227,460 |
-44,506 |
-16.4% |
1,554,027 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.25 |
2,661.75 |
2,609.25 |
|
| R3 |
2,643.50 |
2,633.00 |
2,601.50 |
|
| R2 |
2,614.75 |
2,614.75 |
2,598.75 |
|
| R1 |
2,604.25 |
2,604.25 |
2,596.25 |
2,609.50 |
| PP |
2,586.00 |
2,586.00 |
2,586.00 |
2,588.75 |
| S1 |
2,575.50 |
2,575.50 |
2,590.75 |
2,580.75 |
| S2 |
2,557.25 |
2,557.25 |
2,588.25 |
|
| S3 |
2,528.50 |
2,546.75 |
2,585.50 |
|
| S4 |
2,499.75 |
2,518.00 |
2,577.75 |
|
|
| 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 |
2,596.75 |
2,492.00 |
104.75 |
4.0% |
44.75 |
1.7% |
97% |
True |
False |
308,897 |
| 10 |
2,688.00 |
2,492.00 |
196.00 |
7.6% |
47.50 |
1.8% |
52% |
False |
False |
320,597 |
| 20 |
2,694.00 |
2,492.00 |
202.00 |
7.8% |
45.25 |
1.7% |
50% |
False |
False |
276,817 |
| 40 |
2,840.75 |
2,492.00 |
348.75 |
13.4% |
41.75 |
1.6% |
29% |
False |
False |
264,292 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.6% |
37.75 |
1.5% |
27% |
False |
False |
210,067 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.6% |
33.75 |
1.3% |
27% |
False |
False |
157,564 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.6% |
33.25 |
1.3% |
27% |
False |
False |
126,056 |
| 120 |
2,871.75 |
2,452.00 |
419.75 |
16.2% |
30.75 |
1.2% |
34% |
False |
False |
105,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,719.00 |
|
2.618 |
2,672.00 |
|
1.618 |
2,643.25 |
|
1.000 |
2,625.50 |
|
0.618 |
2,614.50 |
|
HIGH |
2,596.75 |
|
0.618 |
2,585.75 |
|
0.500 |
2,582.50 |
|
0.382 |
2,579.00 |
|
LOW |
2,568.00 |
|
0.618 |
2,550.25 |
|
1.000 |
2,539.25 |
|
1.618 |
2,521.50 |
|
2.618 |
2,492.75 |
|
4.250 |
2,445.75 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,589.75 |
2,577.00 |
| PP |
2,586.00 |
2,560.75 |
| S1 |
2,582.50 |
2,544.50 |
|