| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
7,148.5 |
7,167.0 |
18.5 |
0.3% |
7,330.0 |
| High |
7,190.0 |
7,182.5 |
-7.5 |
-0.1% |
7,436.5 |
| Low |
7,081.0 |
7,037.0 |
-44.0 |
-0.6% |
7,070.0 |
| Close |
7,178.5 |
7,119.5 |
-59.0 |
-0.8% |
7,173.0 |
| Range |
109.0 |
145.5 |
36.5 |
33.5% |
366.5 |
| ATR |
97.4 |
100.8 |
3.4 |
3.5% |
0.0 |
| Volume |
663 |
2,206 |
1,543 |
232.7% |
10,988 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,549.5 |
7,480.0 |
7,199.5 |
|
| R3 |
7,404.0 |
7,334.5 |
7,159.5 |
|
| R2 |
7,258.5 |
7,258.5 |
7,146.2 |
|
| R1 |
7,189.0 |
7,189.0 |
7,132.8 |
7,151.0 |
| PP |
7,113.0 |
7,113.0 |
7,113.0 |
7,094.0 |
| S1 |
7,043.5 |
7,043.5 |
7,106.2 |
7,005.5 |
| S2 |
6,967.5 |
6,967.5 |
7,092.8 |
|
| S3 |
6,822.0 |
6,898.0 |
7,079.5 |
|
| S4 |
6,676.5 |
6,752.5 |
7,039.5 |
|
|
| 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 |
7,290.5 |
7,037.0 |
253.5 |
3.6% |
114.2 |
1.6% |
33% |
False |
True |
1,236 |
| 10 |
7,436.5 |
7,037.0 |
399.5 |
5.6% |
108.3 |
1.5% |
21% |
False |
True |
1,703 |
| 20 |
7,450.5 |
7,037.0 |
413.5 |
5.8% |
98.2 |
1.4% |
20% |
False |
True |
1,330 |
| 40 |
7,475.0 |
7,037.0 |
438.0 |
6.2% |
88.2 |
1.2% |
19% |
False |
True |
1,256 |
| 60 |
7,475.0 |
6,895.0 |
580.0 |
8.1% |
88.2 |
1.2% |
39% |
False |
False |
1,269 |
| 80 |
7,475.0 |
6,369.5 |
1,105.5 |
15.5% |
87.0 |
1.2% |
68% |
False |
False |
962 |
| 100 |
7,475.0 |
6,122.0 |
1,353.0 |
19.0% |
84.8 |
1.2% |
74% |
False |
False |
776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,800.9 |
|
2.618 |
7,563.4 |
|
1.618 |
7,417.9 |
|
1.000 |
7,328.0 |
|
0.618 |
7,272.4 |
|
HIGH |
7,182.5 |
|
0.618 |
7,126.9 |
|
0.500 |
7,109.8 |
|
0.382 |
7,092.6 |
|
LOW |
7,037.0 |
|
0.618 |
6,947.1 |
|
1.000 |
6,891.5 |
|
1.618 |
6,801.6 |
|
2.618 |
6,656.1 |
|
4.250 |
6,418.6 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,116.3 |
7,121.0 |
| PP |
7,113.0 |
7,120.5 |
| S1 |
7,109.8 |
7,120.0 |
|