| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,479.0 |
2,488.0 |
9.0 |
0.4% |
2,470.0 |
| High |
2,503.0 |
2,510.0 |
7.0 |
0.3% |
2,488.0 |
| Low |
2,473.0 |
2,481.0 |
8.0 |
0.3% |
2,417.0 |
| Close |
2,499.0 |
2,510.0 |
11.0 |
0.4% |
2,420.0 |
| Range |
30.0 |
29.0 |
-1.0 |
-3.3% |
71.0 |
| ATR |
40.0 |
39.2 |
-0.8 |
-2.0% |
0.0 |
| Volume |
174 |
143 |
-31 |
-17.8% |
1,343 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.3 |
2,577.7 |
2,526.0 |
|
| R3 |
2,558.3 |
2,548.7 |
2,518.0 |
|
| R2 |
2,529.3 |
2,529.3 |
2,515.3 |
|
| R1 |
2,519.7 |
2,519.7 |
2,512.7 |
2,524.5 |
| PP |
2,500.3 |
2,500.3 |
2,500.3 |
2,502.8 |
| S1 |
2,490.7 |
2,490.7 |
2,507.3 |
2,495.5 |
| S2 |
2,471.3 |
2,471.3 |
2,504.7 |
|
| S3 |
2,442.3 |
2,461.7 |
2,502.0 |
|
| S4 |
2,413.3 |
2,432.7 |
2,494.1 |
|
|
| 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 |
2,510.0 |
2,417.0 |
93.0 |
3.7% |
33.6 |
1.3% |
100% |
True |
False |
304 |
| 10 |
2,510.0 |
2,417.0 |
93.0 |
3.7% |
35.4 |
1.4% |
100% |
True |
False |
339 |
| 20 |
2,548.0 |
2,417.0 |
131.0 |
5.2% |
36.2 |
1.4% |
71% |
False |
False |
4,892 |
| 40 |
2,568.0 |
2,417.0 |
151.0 |
6.0% |
37.2 |
1.5% |
62% |
False |
False |
2,710 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
36.7 |
1.5% |
63% |
False |
False |
4,785 |
| 80 |
2,586.0 |
2,233.0 |
353.0 |
14.1% |
34.9 |
1.4% |
78% |
False |
False |
3,607 |
| 100 |
2,586.0 |
2,117.0 |
469.0 |
18.7% |
34.2 |
1.4% |
84% |
False |
False |
2,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,633.3 |
|
2.618 |
2,585.9 |
|
1.618 |
2,556.9 |
|
1.000 |
2,539.0 |
|
0.618 |
2,527.9 |
|
HIGH |
2,510.0 |
|
0.618 |
2,498.9 |
|
0.500 |
2,495.5 |
|
0.382 |
2,492.1 |
|
LOW |
2,481.0 |
|
0.618 |
2,463.1 |
|
1.000 |
2,452.0 |
|
1.618 |
2,434.1 |
|
2.618 |
2,405.1 |
|
4.250 |
2,357.8 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,505.2 |
2,498.3 |
| PP |
2,500.3 |
2,486.7 |
| S1 |
2,495.5 |
2,475.0 |
|