| 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 |
1,374.50 |
1,379.25 |
4.75 |
0.3% |
1,369.00 |
| High |
1,380.75 |
1,383.00 |
2.25 |
0.2% |
1,378.75 |
| Low |
1,367.75 |
1,370.75 |
3.00 |
0.2% |
1,333.75 |
| Close |
1,379.50 |
1,381.75 |
2.25 |
0.2% |
1,353.00 |
| Range |
13.00 |
12.25 |
-0.75 |
-5.8% |
45.00 |
| ATR |
19.26 |
18.76 |
-0.50 |
-2.6% |
0.00 |
| Volume |
7,227 |
7,173 |
-54 |
-0.7% |
18,727 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,415.25 |
1,410.75 |
1,388.50 |
|
| R3 |
1,403.00 |
1,398.50 |
1,385.00 |
|
| R2 |
1,390.75 |
1,390.75 |
1,384.00 |
|
| R1 |
1,386.25 |
1,386.25 |
1,382.75 |
1,388.50 |
| PP |
1,378.50 |
1,378.50 |
1,378.50 |
1,379.50 |
| S1 |
1,374.00 |
1,374.00 |
1,380.75 |
1,376.25 |
| S2 |
1,366.25 |
1,366.25 |
1,379.50 |
|
| S3 |
1,354.00 |
1,361.75 |
1,378.50 |
|
| S4 |
1,341.75 |
1,349.50 |
1,375.00 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.25 |
1,466.50 |
1,377.75 |
|
| R3 |
1,445.25 |
1,421.50 |
1,365.50 |
|
| R2 |
1,400.25 |
1,400.25 |
1,361.25 |
|
| R1 |
1,376.50 |
1,376.50 |
1,357.00 |
1,366.00 |
| PP |
1,355.25 |
1,355.25 |
1,355.25 |
1,349.75 |
| S1 |
1,331.50 |
1,331.50 |
1,349.00 |
1,321.00 |
| S2 |
1,310.25 |
1,310.25 |
1,344.75 |
|
| S3 |
1,265.25 |
1,286.50 |
1,340.50 |
|
| S4 |
1,220.25 |
1,241.50 |
1,328.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,383.00 |
1,333.75 |
49.25 |
3.6% |
16.50 |
1.2% |
97% |
True |
False |
7,404 |
| 10 |
1,390.75 |
1,333.75 |
57.00 |
4.1% |
19.00 |
1.4% |
84% |
False |
False |
4,985 |
| 20 |
1,424.00 |
1,333.75 |
90.25 |
6.5% |
19.75 |
1.4% |
53% |
False |
False |
3,246 |
| 40 |
1,459.00 |
1,333.75 |
125.25 |
9.1% |
17.75 |
1.3% |
38% |
False |
False |
2,604 |
| 60 |
1,461.00 |
1,333.75 |
127.25 |
9.2% |
15.75 |
1.1% |
38% |
False |
False |
1,908 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
9.2% |
14.00 |
1.0% |
38% |
False |
False |
1,472 |
| 100 |
1,461.00 |
1,313.00 |
148.00 |
10.7% |
13.25 |
1.0% |
46% |
False |
False |
1,203 |
| 120 |
1,461.00 |
1,265.50 |
195.50 |
14.1% |
12.75 |
0.9% |
59% |
False |
False |
1,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,435.00 |
|
2.618 |
1,415.00 |
|
1.618 |
1,402.75 |
|
1.000 |
1,395.25 |
|
0.618 |
1,390.50 |
|
HIGH |
1,383.00 |
|
0.618 |
1,378.25 |
|
0.500 |
1,377.00 |
|
0.382 |
1,375.50 |
|
LOW |
1,370.75 |
|
0.618 |
1,363.25 |
|
1.000 |
1,358.50 |
|
1.618 |
1,351.00 |
|
2.618 |
1,338.75 |
|
4.250 |
1,318.75 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,380.00 |
1,377.25 |
| PP |
1,378.50 |
1,372.75 |
| S1 |
1,377.00 |
1,368.50 |
|