| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
7,167.0 |
7,057.5 |
-109.5 |
-1.5% |
7,330.0 |
| High |
7,182.5 |
7,080.0 |
-102.5 |
-1.4% |
7,436.5 |
| Low |
7,037.0 |
7,021.0 |
-16.0 |
-0.2% |
7,070.0 |
| Close |
7,119.5 |
7,048.5 |
-71.0 |
-1.0% |
7,173.0 |
| Range |
145.5 |
59.0 |
-86.5 |
-59.5% |
366.5 |
| ATR |
100.8 |
100.6 |
-0.2 |
-0.2% |
0.0 |
| Volume |
2,206 |
895 |
-1,311 |
-59.4% |
10,988 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,226.8 |
7,196.7 |
7,081.0 |
|
| R3 |
7,167.8 |
7,137.7 |
7,064.7 |
|
| R2 |
7,108.8 |
7,108.8 |
7,059.3 |
|
| R1 |
7,078.7 |
7,078.7 |
7,053.9 |
7,064.3 |
| PP |
7,049.8 |
7,049.8 |
7,049.8 |
7,042.6 |
| S1 |
7,019.7 |
7,019.7 |
7,043.1 |
7,005.3 |
| S2 |
6,990.8 |
6,990.8 |
7,037.7 |
|
| S3 |
6,931.8 |
6,960.7 |
7,032.3 |
|
| S4 |
6,872.8 |
6,901.7 |
7,016.1 |
|
|
| 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 |
7,236.0 |
7,021.0 |
215.0 |
3.1% |
106.7 |
1.5% |
13% |
False |
True |
1,252 |
| 10 |
7,436.5 |
7,021.0 |
415.5 |
5.9% |
103.8 |
1.5% |
7% |
False |
True |
1,592 |
| 20 |
7,436.5 |
7,021.0 |
415.5 |
5.9% |
98.4 |
1.4% |
7% |
False |
True |
1,367 |
| 40 |
7,475.0 |
7,021.0 |
454.0 |
6.4% |
87.5 |
1.2% |
6% |
False |
True |
933 |
| 60 |
7,475.0 |
6,895.0 |
580.0 |
8.2% |
87.0 |
1.2% |
26% |
False |
False |
1,284 |
| 80 |
7,475.0 |
6,537.0 |
938.0 |
13.3% |
85.1 |
1.2% |
55% |
False |
False |
973 |
| 100 |
7,475.0 |
6,308.0 |
1,167.0 |
16.6% |
84.9 |
1.2% |
63% |
False |
False |
785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,330.8 |
|
2.618 |
7,234.5 |
|
1.618 |
7,175.5 |
|
1.000 |
7,139.0 |
|
0.618 |
7,116.5 |
|
HIGH |
7,080.0 |
|
0.618 |
7,057.5 |
|
0.500 |
7,050.5 |
|
0.382 |
7,043.5 |
|
LOW |
7,021.0 |
|
0.618 |
6,984.5 |
|
1.000 |
6,962.0 |
|
1.618 |
6,925.5 |
|
2.618 |
6,866.5 |
|
4.250 |
6,770.3 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,050.5 |
7,105.5 |
| PP |
7,049.8 |
7,086.5 |
| S1 |
7,049.2 |
7,067.5 |
|