| 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 |
1,730.6 |
1,727.6 |
-3.0 |
-0.2% |
1,678.2 |
| High |
1,735.3 |
1,736.4 |
1.1 |
0.1% |
1,741.3 |
| Low |
1,719.8 |
1,723.0 |
3.2 |
0.2% |
1,674.7 |
| Close |
1,727.1 |
1,732.5 |
5.4 |
0.3% |
1,733.2 |
| Range |
15.5 |
13.4 |
-2.1 |
-13.5% |
66.6 |
| ATR |
19.0 |
18.6 |
-0.4 |
-2.1% |
0.0 |
| Volume |
21,572 |
15,910 |
-5,662 |
-26.2% |
76,503 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,770.8 |
1,765.1 |
1,739.9 |
|
| R3 |
1,757.4 |
1,751.7 |
1,736.2 |
|
| R2 |
1,744.0 |
1,744.0 |
1,735.0 |
|
| R1 |
1,738.3 |
1,738.3 |
1,733.7 |
1,741.2 |
| PP |
1,730.6 |
1,730.6 |
1,730.6 |
1,732.1 |
| S1 |
1,724.9 |
1,724.9 |
1,731.3 |
1,727.8 |
| S2 |
1,717.2 |
1,717.2 |
1,730.0 |
|
| S3 |
1,703.8 |
1,711.5 |
1,728.8 |
|
| S4 |
1,690.4 |
1,698.1 |
1,725.1 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.2 |
1,891.3 |
1,769.8 |
|
| R3 |
1,849.6 |
1,824.7 |
1,751.5 |
|
| R2 |
1,783.0 |
1,783.0 |
1,745.4 |
|
| R1 |
1,758.1 |
1,758.1 |
1,739.3 |
1,770.6 |
| PP |
1,716.4 |
1,716.4 |
1,716.4 |
1,722.6 |
| S1 |
1,691.5 |
1,691.5 |
1,727.1 |
1,704.0 |
| S2 |
1,649.8 |
1,649.8 |
1,721.0 |
|
| S3 |
1,583.2 |
1,624.9 |
1,714.9 |
|
| S4 |
1,516.6 |
1,558.3 |
1,696.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,741.3 |
1,715.0 |
26.3 |
1.5% |
15.1 |
0.9% |
67% |
False |
False |
20,460 |
| 10 |
1,741.3 |
1,674.7 |
66.6 |
3.8% |
20.9 |
1.2% |
87% |
False |
False |
15,377 |
| 20 |
1,755.1 |
1,674.7 |
80.4 |
4.6% |
18.6 |
1.1% |
72% |
False |
False |
11,036 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
18.1 |
1.0% |
46% |
False |
False |
7,355 |
| 60 |
1,800.0 |
1,639.7 |
160.3 |
9.3% |
18.8 |
1.1% |
58% |
False |
False |
5,564 |
| 80 |
1,800.0 |
1,588.7 |
211.3 |
12.2% |
17.8 |
1.0% |
68% |
False |
False |
4,434 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.1% |
17.7 |
1.0% |
72% |
False |
False |
3,727 |
| 120 |
1,800.0 |
1,540.0 |
260.0 |
15.0% |
18.5 |
1.1% |
74% |
False |
False |
3,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,793.4 |
|
2.618 |
1,771.5 |
|
1.618 |
1,758.1 |
|
1.000 |
1,749.8 |
|
0.618 |
1,744.7 |
|
HIGH |
1,736.4 |
|
0.618 |
1,731.3 |
|
0.500 |
1,729.7 |
|
0.382 |
1,728.1 |
|
LOW |
1,723.0 |
|
0.618 |
1,714.7 |
|
1.000 |
1,709.6 |
|
1.618 |
1,701.3 |
|
2.618 |
1,687.9 |
|
4.250 |
1,666.1 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,731.6 |
1,731.7 |
| PP |
1,730.6 |
1,730.8 |
| S1 |
1,729.7 |
1,730.0 |
|