| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,584.75 |
2,592.00 |
7.25 |
0.3% |
2,581.50 |
| High |
2,596.75 |
2,602.00 |
5.25 |
0.2% |
2,597.25 |
| Low |
2,568.00 |
2,577.00 |
9.00 |
0.4% |
2,492.00 |
| Close |
2,593.50 |
2,596.00 |
2.50 |
0.1% |
2,533.00 |
| Range |
28.75 |
25.00 |
-3.75 |
-13.0% |
105.25 |
| ATR |
43.40 |
42.08 |
-1.31 |
-3.0% |
0.00 |
| Volume |
227,460 |
164,688 |
-62,772 |
-27.6% |
1,554,027 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,666.75 |
2,656.25 |
2,609.75 |
|
| R3 |
2,641.75 |
2,631.25 |
2,603.00 |
|
| R2 |
2,616.75 |
2,616.75 |
2,600.50 |
|
| R1 |
2,606.25 |
2,606.25 |
2,598.25 |
2,611.50 |
| PP |
2,591.75 |
2,591.75 |
2,591.75 |
2,594.25 |
| S1 |
2,581.25 |
2,581.25 |
2,593.75 |
2,586.50 |
| S2 |
2,566.75 |
2,566.75 |
2,591.50 |
|
| S3 |
2,541.75 |
2,556.25 |
2,589.00 |
|
| S4 |
2,516.75 |
2,531.25 |
2,582.25 |
|
|
| 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 |
2,602.00 |
2,492.00 |
110.00 |
4.2% |
37.75 |
1.5% |
95% |
True |
False |
268,815 |
| 10 |
2,623.25 |
2,492.00 |
131.25 |
5.1% |
41.25 |
1.6% |
79% |
False |
False |
296,909 |
| 20 |
2,694.00 |
2,492.00 |
202.00 |
7.8% |
44.75 |
1.7% |
51% |
False |
False |
271,972 |
| 40 |
2,840.75 |
2,492.00 |
348.75 |
13.4% |
41.25 |
1.6% |
30% |
False |
False |
262,076 |
| 60 |
2,871.75 |
2,492.00 |
379.75 |
14.6% |
38.00 |
1.5% |
27% |
False |
False |
212,803 |
| 80 |
2,871.75 |
2,492.00 |
379.75 |
14.6% |
34.00 |
1.3% |
27% |
False |
False |
159,622 |
| 100 |
2,871.75 |
2,492.00 |
379.75 |
14.6% |
33.25 |
1.3% |
27% |
False |
False |
127,703 |
| 120 |
2,871.75 |
2,475.50 |
396.25 |
15.3% |
31.00 |
1.2% |
30% |
False |
False |
106,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.25 |
|
2.618 |
2,667.50 |
|
1.618 |
2,642.50 |
|
1.000 |
2,627.00 |
|
0.618 |
2,617.50 |
|
HIGH |
2,602.00 |
|
0.618 |
2,592.50 |
|
0.500 |
2,589.50 |
|
0.382 |
2,586.50 |
|
LOW |
2,577.00 |
|
0.618 |
2,561.50 |
|
1.000 |
2,552.00 |
|
1.618 |
2,536.50 |
|
2.618 |
2,511.50 |
|
4.250 |
2,470.75 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,593.75 |
2,586.75 |
| PP |
2,591.75 |
2,577.50 |
| S1 |
2,589.50 |
2,568.25 |
|