| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,444.0 |
2,446.0 |
2.0 |
0.1% |
2,470.0 |
| High |
2,462.0 |
2,456.0 |
-6.0 |
-0.2% |
2,488.0 |
| Low |
2,439.0 |
2,417.0 |
-22.0 |
-0.9% |
2,417.0 |
| Close |
2,451.0 |
2,420.0 |
-31.0 |
-1.3% |
2,420.0 |
| Range |
23.0 |
39.0 |
16.0 |
69.6% |
71.0 |
| ATR |
38.7 |
38.7 |
0.0 |
0.1% |
0.0 |
| Volume |
339 |
259 |
-80 |
-23.6% |
1,343 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.0 |
2,523.0 |
2,441.5 |
|
| R3 |
2,509.0 |
2,484.0 |
2,430.7 |
|
| R2 |
2,470.0 |
2,470.0 |
2,427.2 |
|
| R1 |
2,445.0 |
2,445.0 |
2,423.6 |
2,438.0 |
| PP |
2,431.0 |
2,431.0 |
2,431.0 |
2,427.5 |
| S1 |
2,406.0 |
2,406.0 |
2,416.4 |
2,399.0 |
| S2 |
2,392.0 |
2,392.0 |
2,412.9 |
|
| S3 |
2,353.0 |
2,367.0 |
2,409.3 |
|
| S4 |
2,314.0 |
2,328.0 |
2,398.6 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,654.7 |
2,608.3 |
2,459.1 |
|
| R3 |
2,583.7 |
2,537.3 |
2,439.5 |
|
| R2 |
2,512.7 |
2,512.7 |
2,433.0 |
|
| R1 |
2,466.3 |
2,466.3 |
2,426.5 |
2,454.0 |
| PP |
2,441.7 |
2,441.7 |
2,441.7 |
2,435.5 |
| S1 |
2,395.3 |
2,395.3 |
2,413.5 |
2,383.0 |
| S2 |
2,370.7 |
2,370.7 |
2,407.0 |
|
| S3 |
2,299.7 |
2,324.3 |
2,400.5 |
|
| S4 |
2,228.7 |
2,253.3 |
2,381.0 |
|
|
| 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 |
2,417.0 |
71.0 |
2.9% |
34.8 |
1.4% |
4% |
False |
True |
268 |
| 10 |
2,548.0 |
2,417.0 |
131.0 |
5.4% |
37.5 |
1.5% |
2% |
False |
True |
314 |
| 20 |
2,548.0 |
2,417.0 |
131.0 |
5.4% |
37.2 |
1.5% |
2% |
False |
True |
5,105 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
6.2% |
37.0 |
1.5% |
2% |
False |
True |
3,949 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.6% |
35.8 |
1.5% |
20% |
False |
False |
4,773 |
| 80 |
2,586.0 |
2,233.0 |
353.0 |
14.6% |
34.3 |
1.4% |
53% |
False |
False |
3,596 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
19.4% |
33.6 |
1.4% |
65% |
False |
False |
2,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,621.8 |
|
2.618 |
2,558.1 |
|
1.618 |
2,519.1 |
|
1.000 |
2,495.0 |
|
0.618 |
2,480.1 |
|
HIGH |
2,456.0 |
|
0.618 |
2,441.1 |
|
0.500 |
2,436.5 |
|
0.382 |
2,431.9 |
|
LOW |
2,417.0 |
|
0.618 |
2,392.9 |
|
1.000 |
2,378.0 |
|
1.618 |
2,353.9 |
|
2.618 |
2,314.9 |
|
4.250 |
2,251.3 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.5 |
2,452.5 |
| PP |
2,431.0 |
2,441.7 |
| S1 |
2,425.5 |
2,430.8 |
|