| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,719.0 |
1,716.9 |
-2.1 |
-0.1% |
1,734.3 |
| High |
1,719.3 |
1,737.1 |
17.8 |
1.0% |
1,740.1 |
| Low |
1,707.9 |
1,715.6 |
7.7 |
0.5% |
1,707.0 |
| Close |
1,716.9 |
1,736.7 |
19.8 |
1.2% |
1,716.9 |
| Range |
11.4 |
21.5 |
10.1 |
88.6% |
33.1 |
| ATR |
18.5 |
18.8 |
0.2 |
1.1% |
0.0 |
| Volume |
22,128 |
25,868 |
3,740 |
16.9% |
88,551 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,794.3 |
1,787.0 |
1,748.5 |
|
| R3 |
1,772.8 |
1,765.5 |
1,742.6 |
|
| R2 |
1,751.3 |
1,751.3 |
1,740.6 |
|
| R1 |
1,744.0 |
1,744.0 |
1,738.7 |
1,747.7 |
| PP |
1,729.8 |
1,729.8 |
1,729.8 |
1,731.6 |
| S1 |
1,722.5 |
1,722.5 |
1,734.7 |
1,726.2 |
| S2 |
1,708.3 |
1,708.3 |
1,732.8 |
|
| S3 |
1,686.8 |
1,701.0 |
1,730.8 |
|
| S4 |
1,665.3 |
1,679.5 |
1,724.9 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.6 |
1,801.9 |
1,735.1 |
|
| R3 |
1,787.5 |
1,768.8 |
1,726.0 |
|
| R2 |
1,754.4 |
1,754.4 |
1,723.0 |
|
| R1 |
1,735.7 |
1,735.7 |
1,719.9 |
1,728.5 |
| PP |
1,721.3 |
1,721.3 |
1,721.3 |
1,717.8 |
| S1 |
1,702.6 |
1,702.6 |
1,713.9 |
1,695.4 |
| S2 |
1,688.2 |
1,688.2 |
1,710.8 |
|
| S3 |
1,655.1 |
1,669.5 |
1,707.8 |
|
| S4 |
1,622.0 |
1,636.4 |
1,698.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,737.1 |
1,707.0 |
30.1 |
1.7% |
16.9 |
1.0% |
99% |
True |
False |
18,505 |
| 10 |
1,741.3 |
1,686.1 |
55.2 |
3.2% |
19.7 |
1.1% |
92% |
False |
False |
17,690 |
| 20 |
1,741.3 |
1,674.7 |
66.6 |
3.8% |
18.6 |
1.1% |
93% |
False |
False |
13,011 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
18.2 |
1.1% |
49% |
False |
False |
8,491 |
| 60 |
1,800.0 |
1,651.9 |
148.1 |
8.5% |
18.9 |
1.1% |
57% |
False |
False |
6,386 |
| 80 |
1,800.0 |
1,588.7 |
211.3 |
12.2% |
17.8 |
1.0% |
70% |
False |
False |
5,045 |
| 100 |
1,800.0 |
1,558.7 |
241.3 |
13.9% |
17.8 |
1.0% |
74% |
False |
False |
4,256 |
| 120 |
1,800.0 |
1,551.9 |
248.1 |
14.3% |
18.4 |
1.1% |
74% |
False |
False |
3,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,828.5 |
|
2.618 |
1,793.4 |
|
1.618 |
1,771.9 |
|
1.000 |
1,758.6 |
|
0.618 |
1,750.4 |
|
HIGH |
1,737.1 |
|
0.618 |
1,728.9 |
|
0.500 |
1,726.4 |
|
0.382 |
1,723.8 |
|
LOW |
1,715.6 |
|
0.618 |
1,702.3 |
|
1.000 |
1,694.1 |
|
1.618 |
1,680.8 |
|
2.618 |
1,659.3 |
|
4.250 |
1,624.2 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,733.3 |
1,731.8 |
| PP |
1,729.8 |
1,726.9 |
| S1 |
1,726.4 |
1,722.1 |
|