| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,487.0 |
2,470.0 |
-17.0 |
-0.7% |
2,519.0 |
| High |
2,490.0 |
2,476.0 |
-14.0 |
-0.6% |
2,548.0 |
| Low |
2,460.0 |
2,432.0 |
-28.0 |
-1.1% |
2,432.0 |
| Close |
2,473.0 |
2,472.0 |
-1.0 |
0.0% |
2,472.0 |
| Range |
30.0 |
44.0 |
14.0 |
46.7% |
116.0 |
| ATR |
39.6 |
39.9 |
0.3 |
0.8% |
0.0 |
| Volume |
889 |
244 |
-645 |
-72.6% |
1,803 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,592.0 |
2,576.0 |
2,496.2 |
|
| R3 |
2,548.0 |
2,532.0 |
2,484.1 |
|
| R2 |
2,504.0 |
2,504.0 |
2,480.1 |
|
| R1 |
2,488.0 |
2,488.0 |
2,476.0 |
2,496.0 |
| PP |
2,460.0 |
2,460.0 |
2,460.0 |
2,464.0 |
| S1 |
2,444.0 |
2,444.0 |
2,468.0 |
2,452.0 |
| S2 |
2,416.0 |
2,416.0 |
2,463.9 |
|
| S3 |
2,372.0 |
2,400.0 |
2,459.9 |
|
| S4 |
2,328.0 |
2,356.0 |
2,447.8 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.0 |
2,768.0 |
2,535.8 |
|
| R3 |
2,716.0 |
2,652.0 |
2,503.9 |
|
| R2 |
2,600.0 |
2,600.0 |
2,493.3 |
|
| R1 |
2,536.0 |
2,536.0 |
2,482.6 |
2,510.0 |
| PP |
2,484.0 |
2,484.0 |
2,484.0 |
2,471.0 |
| S1 |
2,420.0 |
2,420.0 |
2,461.4 |
2,394.0 |
| S2 |
2,368.0 |
2,368.0 |
2,450.7 |
|
| S3 |
2,252.0 |
2,304.0 |
2,440.1 |
|
| S4 |
2,136.0 |
2,188.0 |
2,408.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,548.0 |
2,432.0 |
116.0 |
4.7% |
40.2 |
1.6% |
34% |
False |
True |
360 |
| 10 |
2,548.0 |
2,432.0 |
116.0 |
4.7% |
37.2 |
1.5% |
34% |
False |
True |
7,889 |
| 20 |
2,568.0 |
2,432.0 |
136.0 |
5.5% |
37.2 |
1.5% |
29% |
False |
True |
5,245 |
| 40 |
2,570.0 |
2,425.0 |
145.0 |
5.9% |
35.7 |
1.4% |
32% |
False |
False |
6,035 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
35.7 |
1.4% |
45% |
False |
False |
4,765 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
35.3 |
1.4% |
76% |
False |
False |
3,612 |
| 100 |
2,586.0 |
2,101.0 |
485.0 |
19.6% |
33.0 |
1.3% |
76% |
False |
False |
2,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,663.0 |
|
2.618 |
2,591.2 |
|
1.618 |
2,547.2 |
|
1.000 |
2,520.0 |
|
0.618 |
2,503.2 |
|
HIGH |
2,476.0 |
|
0.618 |
2,459.2 |
|
0.500 |
2,454.0 |
|
0.382 |
2,448.8 |
|
LOW |
2,432.0 |
|
0.618 |
2,404.8 |
|
1.000 |
2,388.0 |
|
1.618 |
2,360.8 |
|
2.618 |
2,316.8 |
|
4.250 |
2,245.0 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,466.0 |
2,490.0 |
| PP |
2,460.0 |
2,484.0 |
| S1 |
2,454.0 |
2,478.0 |
|