| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
7,168.0 |
7,148.5 |
-19.5 |
-0.3% |
7,330.0 |
| High |
7,205.0 |
7,190.0 |
-15.0 |
-0.2% |
7,436.5 |
| Low |
7,151.0 |
7,081.0 |
-70.0 |
-1.0% |
7,070.0 |
| Close |
7,174.5 |
7,178.5 |
4.0 |
0.1% |
7,173.0 |
| Range |
54.0 |
109.0 |
55.0 |
101.9% |
366.5 |
| ATR |
96.5 |
97.4 |
0.9 |
0.9% |
0.0 |
| Volume |
315 |
663 |
348 |
110.5% |
10,988 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,476.8 |
7,436.7 |
7,238.5 |
|
| R3 |
7,367.8 |
7,327.7 |
7,208.5 |
|
| R2 |
7,258.8 |
7,258.8 |
7,198.5 |
|
| R1 |
7,218.7 |
7,218.7 |
7,188.5 |
7,238.8 |
| PP |
7,149.8 |
7,149.8 |
7,149.8 |
7,159.9 |
| S1 |
7,109.7 |
7,109.7 |
7,168.5 |
7,129.8 |
| S2 |
7,040.8 |
7,040.8 |
7,158.5 |
|
| S3 |
6,931.8 |
7,000.7 |
7,148.5 |
|
| S4 |
6,822.8 |
6,891.7 |
7,118.6 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,326.0 |
8,116.0 |
7,374.6 |
|
| R3 |
7,959.5 |
7,749.5 |
7,273.8 |
|
| R2 |
7,593.0 |
7,593.0 |
7,240.2 |
|
| R1 |
7,383.0 |
7,383.0 |
7,206.6 |
7,304.8 |
| PP |
7,226.5 |
7,226.5 |
7,226.5 |
7,187.4 |
| S1 |
7,016.5 |
7,016.5 |
7,139.4 |
6,938.3 |
| S2 |
6,860.0 |
6,860.0 |
7,105.8 |
|
| S3 |
6,493.5 |
6,650.0 |
7,072.2 |
|
| S4 |
6,127.0 |
6,283.5 |
6,971.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,436.5 |
7,070.0 |
366.5 |
5.1% |
125.6 |
1.7% |
30% |
False |
False |
1,571 |
| 10 |
7,436.5 |
7,070.0 |
366.5 |
5.1% |
102.4 |
1.4% |
30% |
False |
False |
1,553 |
| 20 |
7,450.5 |
7,070.0 |
380.5 |
5.3% |
92.1 |
1.3% |
29% |
False |
False |
1,226 |
| 40 |
7,475.0 |
7,070.0 |
405.0 |
5.6% |
86.4 |
1.2% |
27% |
False |
False |
1,379 |
| 60 |
7,475.0 |
6,895.0 |
580.0 |
8.1% |
86.5 |
1.2% |
49% |
False |
False |
1,233 |
| 80 |
7,475.0 |
6,353.5 |
1,121.5 |
15.6% |
86.5 |
1.2% |
74% |
False |
False |
935 |
| 100 |
7,475.0 |
6,122.0 |
1,353.0 |
18.8% |
83.7 |
1.2% |
78% |
False |
False |
754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,653.3 |
|
2.618 |
7,475.4 |
|
1.618 |
7,366.4 |
|
1.000 |
7,299.0 |
|
0.618 |
7,257.4 |
|
HIGH |
7,190.0 |
|
0.618 |
7,148.4 |
|
0.500 |
7,135.5 |
|
0.382 |
7,122.6 |
|
LOW |
7,081.0 |
|
0.618 |
7,013.6 |
|
1.000 |
6,972.0 |
|
1.618 |
6,904.6 |
|
2.618 |
6,795.6 |
|
4.250 |
6,617.8 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,164.2 |
7,170.0 |
| PP |
7,149.8 |
7,161.5 |
| S1 |
7,135.5 |
7,153.0 |
|