| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,470.0 |
2,470.0 |
0.0 |
0.0% |
2,519.0 |
| High |
2,476.0 |
2,474.0 |
-2.0 |
-0.1% |
2,548.0 |
| Low |
2,432.0 |
2,457.0 |
25.0 |
1.0% |
2,432.0 |
| Close |
2,472.0 |
2,464.0 |
-8.0 |
-0.3% |
2,472.0 |
| Range |
44.0 |
17.0 |
-27.0 |
-61.4% |
116.0 |
| ATR |
39.9 |
38.3 |
-1.6 |
-4.1% |
0.0 |
| Volume |
244 |
103 |
-141 |
-57.8% |
1,803 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.0 |
2,507.0 |
2,473.4 |
|
| R3 |
2,499.0 |
2,490.0 |
2,468.7 |
|
| R2 |
2,482.0 |
2,482.0 |
2,467.1 |
|
| R1 |
2,473.0 |
2,473.0 |
2,465.6 |
2,469.0 |
| PP |
2,465.0 |
2,465.0 |
2,465.0 |
2,463.0 |
| S1 |
2,456.0 |
2,456.0 |
2,462.4 |
2,452.0 |
| S2 |
2,448.0 |
2,448.0 |
2,460.9 |
|
| S3 |
2,431.0 |
2,439.0 |
2,459.3 |
|
| S4 |
2,414.0 |
2,422.0 |
2,454.7 |
|
|
| 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% |
39.8 |
1.6% |
28% |
False |
False |
375 |
| 10 |
2,548.0 |
2,432.0 |
116.0 |
4.7% |
36.2 |
1.5% |
28% |
False |
False |
6,876 |
| 20 |
2,568.0 |
2,432.0 |
136.0 |
5.5% |
36.4 |
1.5% |
24% |
False |
False |
5,225 |
| 40 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
35.8 |
1.5% |
27% |
False |
False |
5,845 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
35.5 |
1.4% |
41% |
False |
False |
4,766 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
35.1 |
1.4% |
74% |
False |
False |
3,608 |
| 100 |
2,586.0 |
2,101.0 |
485.0 |
19.7% |
33.1 |
1.3% |
75% |
False |
False |
2,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.3 |
|
2.618 |
2,518.5 |
|
1.618 |
2,501.5 |
|
1.000 |
2,491.0 |
|
0.618 |
2,484.5 |
|
HIGH |
2,474.0 |
|
0.618 |
2,467.5 |
|
0.500 |
2,465.5 |
|
0.382 |
2,463.5 |
|
LOW |
2,457.0 |
|
0.618 |
2,446.5 |
|
1.000 |
2,440.0 |
|
1.618 |
2,429.5 |
|
2.618 |
2,412.5 |
|
4.250 |
2,384.8 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,465.5 |
2,463.0 |
| PP |
2,465.0 |
2,462.0 |
| S1 |
2,464.5 |
2,461.0 |
|