| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,446.0 |
2,440.0 |
-6.0 |
-0.2% |
2,470.0 |
| High |
2,456.0 |
2,487.0 |
31.0 |
1.3% |
2,488.0 |
| Low |
2,417.0 |
2,440.0 |
23.0 |
1.0% |
2,417.0 |
| Close |
2,420.0 |
2,487.0 |
67.0 |
2.8% |
2,420.0 |
| Range |
39.0 |
47.0 |
8.0 |
20.5% |
71.0 |
| ATR |
38.7 |
40.7 |
2.0 |
5.2% |
0.0 |
| Volume |
259 |
606 |
347 |
134.0% |
1,343 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.3 |
2,596.7 |
2,512.9 |
|
| R3 |
2,565.3 |
2,549.7 |
2,499.9 |
|
| R2 |
2,518.3 |
2,518.3 |
2,495.6 |
|
| R1 |
2,502.7 |
2,502.7 |
2,491.3 |
2,510.5 |
| PP |
2,471.3 |
2,471.3 |
2,471.3 |
2,475.3 |
| S1 |
2,455.7 |
2,455.7 |
2,482.7 |
2,463.5 |
| S2 |
2,424.3 |
2,424.3 |
2,478.4 |
|
| S3 |
2,377.3 |
2,408.7 |
2,474.1 |
|
| S4 |
2,330.3 |
2,361.7 |
2,461.2 |
|
|
| 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% |
40.8 |
1.6% |
99% |
False |
False |
369 |
| 10 |
2,548.0 |
2,417.0 |
131.0 |
5.3% |
40.3 |
1.6% |
53% |
False |
False |
372 |
| 20 |
2,548.0 |
2,417.0 |
131.0 |
5.3% |
38.2 |
1.5% |
53% |
False |
False |
5,132 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
6.1% |
37.8 |
1.5% |
46% |
False |
False |
3,963 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
35.9 |
1.4% |
52% |
False |
False |
4,783 |
| 80 |
2,586.0 |
2,233.0 |
353.0 |
14.2% |
34.5 |
1.4% |
72% |
False |
False |
3,603 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.9% |
33.9 |
1.4% |
79% |
False |
False |
2,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.8 |
|
2.618 |
2,610.0 |
|
1.618 |
2,563.0 |
|
1.000 |
2,534.0 |
|
0.618 |
2,516.0 |
|
HIGH |
2,487.0 |
|
0.618 |
2,469.0 |
|
0.500 |
2,463.5 |
|
0.382 |
2,458.0 |
|
LOW |
2,440.0 |
|
0.618 |
2,411.0 |
|
1.000 |
2,393.0 |
|
1.618 |
2,364.0 |
|
2.618 |
2,317.0 |
|
4.250 |
2,240.3 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,479.2 |
2,475.3 |
| PP |
2,471.3 |
2,463.7 |
| S1 |
2,463.5 |
2,452.0 |
|