| 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 |
1,734.0 |
1,730.1 |
-3.9 |
-0.2% |
1,734.3 |
| High |
1,738.3 |
1,734.2 |
-4.1 |
-0.2% |
1,740.1 |
| Low |
1,724.3 |
1,720.6 |
-3.7 |
-0.2% |
1,707.0 |
| Close |
1,725.9 |
1,730.6 |
4.7 |
0.3% |
1,716.9 |
| Range |
14.0 |
13.6 |
-0.4 |
-2.9% |
33.1 |
| ATR |
18.4 |
18.1 |
-0.3 |
-1.9% |
0.0 |
| Volume |
11,158 |
19,467 |
8,309 |
74.5% |
88,551 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.3 |
1,763.5 |
1,738.1 |
|
| R3 |
1,755.7 |
1,749.9 |
1,734.3 |
|
| R2 |
1,742.1 |
1,742.1 |
1,733.1 |
|
| R1 |
1,736.3 |
1,736.3 |
1,731.8 |
1,739.2 |
| PP |
1,728.5 |
1,728.5 |
1,728.5 |
1,729.9 |
| S1 |
1,722.7 |
1,722.7 |
1,729.4 |
1,725.6 |
| S2 |
1,714.9 |
1,714.9 |
1,728.1 |
|
| S3 |
1,701.3 |
1,709.1 |
1,726.9 |
|
| S4 |
1,687.7 |
1,695.5 |
1,723.1 |
|
|
| 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 |
1,738.3 |
1,707.0 |
31.3 |
1.8% |
16.7 |
1.0% |
75% |
False |
False |
17,134 |
| 10 |
1,741.3 |
1,707.0 |
34.3 |
2.0% |
15.9 |
0.9% |
69% |
False |
False |
18,797 |
| 20 |
1,741.3 |
1,674.7 |
66.6 |
3.8% |
17.9 |
1.0% |
84% |
False |
False |
14,119 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
17.8 |
1.0% |
45% |
False |
False |
8,900 |
| 60 |
1,800.0 |
1,651.9 |
148.1 |
8.6% |
18.9 |
1.1% |
53% |
False |
False |
6,875 |
| 80 |
1,800.0 |
1,588.7 |
211.3 |
12.2% |
17.9 |
1.0% |
67% |
False |
False |
5,406 |
| 100 |
1,800.0 |
1,564.7 |
235.3 |
13.6% |
17.5 |
1.0% |
71% |
False |
False |
4,541 |
| 120 |
1,800.0 |
1,556.3 |
243.7 |
14.1% |
17.9 |
1.0% |
72% |
False |
False |
3,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,792.0 |
|
2.618 |
1,769.8 |
|
1.618 |
1,756.2 |
|
1.000 |
1,747.8 |
|
0.618 |
1,742.6 |
|
HIGH |
1,734.2 |
|
0.618 |
1,729.0 |
|
0.500 |
1,727.4 |
|
0.382 |
1,725.8 |
|
LOW |
1,720.6 |
|
0.618 |
1,712.2 |
|
1.000 |
1,707.0 |
|
1.618 |
1,698.6 |
|
2.618 |
1,685.0 |
|
4.250 |
1,662.8 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,729.5 |
1,729.4 |
| PP |
1,728.5 |
1,728.2 |
| S1 |
1,727.4 |
1,727.0 |
|