| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,470.0 |
2,455.0 |
-15.0 |
-0.6% |
2,519.0 |
| High |
2,474.0 |
2,485.0 |
11.0 |
0.4% |
2,548.0 |
| Low |
2,457.0 |
2,438.0 |
-19.0 |
-0.8% |
2,432.0 |
| Close |
2,464.0 |
2,484.0 |
20.0 |
0.8% |
2,472.0 |
| Range |
17.0 |
47.0 |
30.0 |
176.5% |
116.0 |
| ATR |
38.3 |
38.9 |
0.6 |
1.6% |
0.0 |
| Volume |
103 |
514 |
411 |
399.0% |
1,803 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,610.0 |
2,594.0 |
2,509.9 |
|
| R3 |
2,563.0 |
2,547.0 |
2,496.9 |
|
| R2 |
2,516.0 |
2,516.0 |
2,492.6 |
|
| R1 |
2,500.0 |
2,500.0 |
2,488.3 |
2,508.0 |
| PP |
2,469.0 |
2,469.0 |
2,469.0 |
2,473.0 |
| S1 |
2,453.0 |
2,453.0 |
2,479.7 |
2,461.0 |
| S2 |
2,422.0 |
2,422.0 |
2,475.4 |
|
| S3 |
2,375.0 |
2,406.0 |
2,471.1 |
|
| S4 |
2,328.0 |
2,359.0 |
2,458.2 |
|
|
| 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% |
43.8 |
1.8% |
45% |
False |
False |
473 |
| 10 |
2,548.0 |
2,432.0 |
116.0 |
4.7% |
37.2 |
1.5% |
45% |
False |
False |
6,914 |
| 20 |
2,568.0 |
2,432.0 |
136.0 |
5.5% |
36.1 |
1.5% |
38% |
False |
False |
5,246 |
| 40 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
36.0 |
1.4% |
41% |
False |
False |
5,011 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
35.9 |
1.4% |
51% |
False |
False |
4,774 |
| 80 |
2,586.0 |
2,125.0 |
461.0 |
18.6% |
35.5 |
1.4% |
78% |
False |
False |
3,615 |
| 100 |
2,586.0 |
2,113.0 |
473.0 |
19.0% |
33.5 |
1.3% |
78% |
False |
False |
2,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,684.8 |
|
2.618 |
2,608.0 |
|
1.618 |
2,561.0 |
|
1.000 |
2,532.0 |
|
0.618 |
2,514.0 |
|
HIGH |
2,485.0 |
|
0.618 |
2,467.0 |
|
0.500 |
2,461.5 |
|
0.382 |
2,456.0 |
|
LOW |
2,438.0 |
|
0.618 |
2,409.0 |
|
1.000 |
2,391.0 |
|
1.618 |
2,362.0 |
|
2.618 |
2,315.0 |
|
4.250 |
2,238.3 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,476.5 |
2,475.5 |
| PP |
2,469.0 |
2,467.0 |
| S1 |
2,461.5 |
2,458.5 |
|