| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,473.0 |
2,444.0 |
-29.0 |
-1.2% |
2,519.0 |
| High |
2,488.0 |
2,462.0 |
-26.0 |
-1.0% |
2,548.0 |
| Low |
2,440.0 |
2,439.0 |
-1.0 |
0.0% |
2,432.0 |
| Close |
2,466.0 |
2,451.0 |
-15.0 |
-0.6% |
2,472.0 |
| Range |
48.0 |
23.0 |
-25.0 |
-52.1% |
116.0 |
| ATR |
39.6 |
38.7 |
-0.9 |
-2.3% |
0.0 |
| Volume |
128 |
339 |
211 |
164.8% |
1,803 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.7 |
2,508.3 |
2,463.7 |
|
| R3 |
2,496.7 |
2,485.3 |
2,457.3 |
|
| R2 |
2,473.7 |
2,473.7 |
2,455.2 |
|
| R1 |
2,462.3 |
2,462.3 |
2,453.1 |
2,468.0 |
| PP |
2,450.7 |
2,450.7 |
2,450.7 |
2,453.5 |
| S1 |
2,439.3 |
2,439.3 |
2,448.9 |
2,445.0 |
| S2 |
2,427.7 |
2,427.7 |
2,446.8 |
|
| S3 |
2,404.7 |
2,416.3 |
2,444.7 |
|
| S4 |
2,381.7 |
2,393.3 |
2,438.4 |
|
|
| 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 |
2,488.0 |
2,432.0 |
56.0 |
2.3% |
35.8 |
1.5% |
34% |
False |
False |
265 |
| 10 |
2,548.0 |
2,432.0 |
116.0 |
4.7% |
36.5 |
1.5% |
16% |
False |
False |
294 |
| 20 |
2,554.0 |
2,432.0 |
122.0 |
5.0% |
37.3 |
1.5% |
16% |
False |
False |
5,095 |
| 40 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
36.6 |
1.5% |
18% |
False |
False |
4,145 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
35.6 |
1.5% |
35% |
False |
False |
4,776 |
| 80 |
2,586.0 |
2,214.0 |
372.0 |
15.2% |
34.8 |
1.4% |
64% |
False |
False |
3,593 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
19.1% |
33.8 |
1.4% |
71% |
False |
False |
2,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.8 |
|
2.618 |
2,522.2 |
|
1.618 |
2,499.2 |
|
1.000 |
2,485.0 |
|
0.618 |
2,476.2 |
|
HIGH |
2,462.0 |
|
0.618 |
2,453.2 |
|
0.500 |
2,450.5 |
|
0.382 |
2,447.8 |
|
LOW |
2,439.0 |
|
0.618 |
2,424.8 |
|
1.000 |
2,416.0 |
|
1.618 |
2,401.8 |
|
2.618 |
2,378.8 |
|
4.250 |
2,341.3 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,450.8 |
2,463.0 |
| PP |
2,450.7 |
2,459.0 |
| S1 |
2,450.5 |
2,455.0 |
|