| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,727.6 |
1,728.6 |
1.0 |
0.1% |
1,678.2 |
| High |
1,736.4 |
1,729.9 |
-6.5 |
-0.4% |
1,741.3 |
| Low |
1,723.0 |
1,707.0 |
-16.0 |
-0.9% |
1,674.7 |
| Close |
1,732.5 |
1,716.1 |
-16.4 |
-0.9% |
1,733.2 |
| Range |
13.4 |
22.9 |
9.5 |
70.9% |
66.6 |
| ATR |
18.6 |
19.1 |
0.5 |
2.7% |
0.0 |
| Volume |
15,910 |
7,051 |
-8,859 |
-55.7% |
76,503 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.4 |
1,774.1 |
1,728.7 |
|
| R3 |
1,763.5 |
1,751.2 |
1,722.4 |
|
| R2 |
1,740.6 |
1,740.6 |
1,720.3 |
|
| R1 |
1,728.3 |
1,728.3 |
1,718.2 |
1,723.0 |
| PP |
1,717.7 |
1,717.7 |
1,717.7 |
1,715.0 |
| S1 |
1,705.4 |
1,705.4 |
1,714.0 |
1,700.1 |
| S2 |
1,694.8 |
1,694.8 |
1,711.9 |
|
| S3 |
1,671.9 |
1,682.5 |
1,709.8 |
|
| S4 |
1,649.0 |
1,659.6 |
1,703.5 |
|
|
| 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 |
1,707.0 |
34.3 |
2.0% |
15.2 |
0.9% |
27% |
False |
True |
17,343 |
| 10 |
1,741.3 |
1,674.7 |
66.6 |
3.9% |
21.9 |
1.3% |
62% |
False |
False |
15,342 |
| 20 |
1,745.3 |
1,674.7 |
70.6 |
4.1% |
19.0 |
1.1% |
59% |
False |
False |
11,165 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.3% |
18.3 |
1.1% |
33% |
False |
False |
7,451 |
| 60 |
1,800.0 |
1,651.9 |
148.1 |
8.6% |
18.8 |
1.1% |
43% |
False |
False |
5,620 |
| 80 |
1,800.0 |
1,588.7 |
211.3 |
12.3% |
17.9 |
1.0% |
60% |
False |
False |
4,500 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.9 |
1.0% |
66% |
False |
False |
3,795 |
| 120 |
1,800.0 |
1,540.0 |
260.0 |
15.2% |
18.5 |
1.1% |
68% |
False |
False |
3,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,827.2 |
|
2.618 |
1,789.9 |
|
1.618 |
1,767.0 |
|
1.000 |
1,752.8 |
|
0.618 |
1,744.1 |
|
HIGH |
1,729.9 |
|
0.618 |
1,721.2 |
|
0.500 |
1,718.5 |
|
0.382 |
1,715.7 |
|
LOW |
1,707.0 |
|
0.618 |
1,692.8 |
|
1.000 |
1,684.1 |
|
1.618 |
1,669.9 |
|
2.618 |
1,647.0 |
|
4.250 |
1,609.7 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,718.5 |
1,721.7 |
| PP |
1,717.7 |
1,719.8 |
| S1 |
1,716.9 |
1,718.0 |
|