| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
7,011.0 |
7,110.0 |
99.0 |
1.4% |
7,168.0 |
| High |
7,134.5 |
7,191.0 |
56.5 |
0.8% |
7,205.0 |
| Low |
7,011.0 |
7,096.5 |
85.5 |
1.2% |
6,953.0 |
| Close |
7,129.0 |
7,179.0 |
50.0 |
0.7% |
6,962.5 |
| Range |
123.5 |
94.5 |
-29.0 |
-23.5% |
252.0 |
| ATR |
106.3 |
105.5 |
-0.8 |
-0.8% |
0.0 |
| Volume |
702 |
1,812 |
1,110 |
158.1% |
5,528 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,439.0 |
7,403.5 |
7,231.0 |
|
| R3 |
7,344.5 |
7,309.0 |
7,205.0 |
|
| R2 |
7,250.0 |
7,250.0 |
7,196.3 |
|
| R1 |
7,214.5 |
7,214.5 |
7,187.7 |
7,232.3 |
| PP |
7,155.5 |
7,155.5 |
7,155.5 |
7,164.4 |
| S1 |
7,120.0 |
7,120.0 |
7,170.3 |
7,137.8 |
| S2 |
7,061.0 |
7,061.0 |
7,161.7 |
|
| S3 |
6,966.5 |
7,025.5 |
7,153.0 |
|
| S4 |
6,872.0 |
6,931.0 |
7,127.0 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,796.2 |
7,631.3 |
7,101.1 |
|
| R3 |
7,544.2 |
7,379.3 |
7,031.8 |
|
| R2 |
7,292.2 |
7,292.2 |
7,008.7 |
|
| R1 |
7,127.3 |
7,127.3 |
6,985.6 |
7,083.8 |
| PP |
7,040.2 |
7,040.2 |
7,040.2 |
7,018.4 |
| S1 |
6,875.3 |
6,875.3 |
6,939.4 |
6,831.8 |
| S2 |
6,788.2 |
6,788.2 |
6,916.3 |
|
| S3 |
6,536.2 |
6,623.3 |
6,893.2 |
|
| S4 |
6,284.2 |
6,371.3 |
6,823.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,191.0 |
6,953.0 |
238.0 |
3.3% |
106.3 |
1.5% |
95% |
True |
False |
1,412 |
| 10 |
7,436.5 |
6,953.0 |
483.5 |
6.7% |
116.0 |
1.6% |
47% |
False |
False |
1,492 |
| 20 |
7,436.5 |
6,953.0 |
483.5 |
6.7% |
96.5 |
1.3% |
47% |
False |
False |
1,529 |
| 40 |
7,450.5 |
6,953.0 |
497.5 |
6.9% |
90.6 |
1.3% |
45% |
False |
False |
934 |
| 60 |
7,475.0 |
6,895.0 |
580.0 |
8.1% |
89.6 |
1.2% |
49% |
False |
False |
1,349 |
| 80 |
7,475.0 |
6,570.0 |
905.0 |
12.6% |
85.6 |
1.2% |
67% |
False |
False |
1,021 |
| 100 |
7,475.0 |
6,339.5 |
1,135.5 |
15.8% |
85.7 |
1.2% |
74% |
False |
False |
824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,592.6 |
|
2.618 |
7,438.4 |
|
1.618 |
7,343.9 |
|
1.000 |
7,285.5 |
|
0.618 |
7,249.4 |
|
HIGH |
7,191.0 |
|
0.618 |
7,154.9 |
|
0.500 |
7,143.8 |
|
0.382 |
7,132.6 |
|
LOW |
7,096.5 |
|
0.618 |
7,038.1 |
|
1.000 |
7,002.0 |
|
1.618 |
6,943.6 |
|
2.618 |
6,849.1 |
|
4.250 |
6,694.9 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,167.3 |
7,143.3 |
| PP |
7,155.5 |
7,107.7 |
| S1 |
7,143.8 |
7,072.0 |
|