| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,455.0 |
2,473.0 |
18.0 |
0.7% |
2,519.0 |
| High |
2,485.0 |
2,488.0 |
3.0 |
0.1% |
2,548.0 |
| Low |
2,438.0 |
2,440.0 |
2.0 |
0.1% |
2,432.0 |
| Close |
2,484.0 |
2,466.0 |
-18.0 |
-0.7% |
2,472.0 |
| Range |
47.0 |
48.0 |
1.0 |
2.1% |
116.0 |
| ATR |
38.9 |
39.6 |
0.6 |
1.7% |
0.0 |
| Volume |
514 |
128 |
-386 |
-75.1% |
1,803 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,608.7 |
2,585.3 |
2,492.4 |
|
| R3 |
2,560.7 |
2,537.3 |
2,479.2 |
|
| R2 |
2,512.7 |
2,512.7 |
2,474.8 |
|
| R1 |
2,489.3 |
2,489.3 |
2,470.4 |
2,477.0 |
| PP |
2,464.7 |
2,464.7 |
2,464.7 |
2,458.5 |
| S1 |
2,441.3 |
2,441.3 |
2,461.6 |
2,429.0 |
| S2 |
2,416.7 |
2,416.7 |
2,457.2 |
|
| S3 |
2,368.7 |
2,393.3 |
2,452.8 |
|
| S4 |
2,320.7 |
2,345.3 |
2,439.6 |
|
|
| 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 |
2,490.0 |
2,432.0 |
58.0 |
2.4% |
37.2 |
1.5% |
59% |
False |
False |
375 |
| 10 |
2,548.0 |
2,432.0 |
116.0 |
4.7% |
38.0 |
1.5% |
29% |
False |
False |
566 |
| 20 |
2,568.0 |
2,432.0 |
136.0 |
5.5% |
37.4 |
1.5% |
25% |
False |
False |
5,243 |
| 40 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
36.5 |
1.5% |
29% |
False |
False |
4,373 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
36.3 |
1.5% |
42% |
False |
False |
4,775 |
| 80 |
2,586.0 |
2,128.0 |
458.0 |
18.6% |
35.8 |
1.4% |
74% |
False |
False |
3,609 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
33.7 |
1.4% |
74% |
False |
False |
2,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,692.0 |
|
2.618 |
2,613.7 |
|
1.618 |
2,565.7 |
|
1.000 |
2,536.0 |
|
0.618 |
2,517.7 |
|
HIGH |
2,488.0 |
|
0.618 |
2,469.7 |
|
0.500 |
2,464.0 |
|
0.382 |
2,458.3 |
|
LOW |
2,440.0 |
|
0.618 |
2,410.3 |
|
1.000 |
2,392.0 |
|
1.618 |
2,362.3 |
|
2.618 |
2,314.3 |
|
4.250 |
2,236.0 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,465.3 |
2,465.0 |
| PP |
2,464.7 |
2,464.0 |
| S1 |
2,464.0 |
2,463.0 |
|