| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,736.5 |
1,737.0 |
0.5 |
0.0% |
1,680.4 |
| High |
1,742.4 |
1,741.1 |
-1.3 |
-0.1% |
1,742.4 |
| Low |
1,732.7 |
1,730.0 |
-2.7 |
-0.2% |
1,678.0 |
| Close |
1,735.4 |
1,735.4 |
0.0 |
0.0% |
1,735.4 |
| Range |
9.7 |
11.1 |
1.4 |
14.4% |
64.4 |
| ATR |
17.9 |
17.4 |
-0.5 |
-2.7% |
0.0 |
| Volume |
2,670 |
2,823 |
153 |
5.7% |
12,618 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.8 |
1,763.2 |
1,741.5 |
|
| R3 |
1,757.7 |
1,752.1 |
1,738.5 |
|
| R2 |
1,746.6 |
1,746.6 |
1,737.4 |
|
| R1 |
1,741.0 |
1,741.0 |
1,736.4 |
1,738.3 |
| PP |
1,735.5 |
1,735.5 |
1,735.5 |
1,734.1 |
| S1 |
1,729.9 |
1,729.9 |
1,734.4 |
1,727.2 |
| S2 |
1,724.4 |
1,724.4 |
1,733.4 |
|
| S3 |
1,713.3 |
1,718.8 |
1,732.3 |
|
| S4 |
1,702.2 |
1,707.7 |
1,729.3 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.8 |
1,888.0 |
1,770.8 |
|
| R3 |
1,847.4 |
1,823.6 |
1,753.1 |
|
| R2 |
1,783.0 |
1,783.0 |
1,747.2 |
|
| R1 |
1,759.2 |
1,759.2 |
1,741.3 |
1,771.1 |
| PP |
1,718.6 |
1,718.6 |
1,718.6 |
1,724.6 |
| S1 |
1,694.8 |
1,694.8 |
1,729.5 |
1,706.7 |
| S2 |
1,654.2 |
1,654.2 |
1,723.6 |
|
| S3 |
1,589.8 |
1,630.4 |
1,717.7 |
|
| S4 |
1,525.4 |
1,566.0 |
1,700.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,742.4 |
1,690.2 |
52.2 |
3.0% |
19.9 |
1.1% |
87% |
False |
False |
2,785 |
| 10 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
18.2 |
1.0% |
89% |
False |
False |
1,795 |
| 20 |
1,758.5 |
1,678.0 |
80.5 |
4.6% |
16.0 |
0.9% |
71% |
False |
False |
1,377 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
15.9 |
0.9% |
46% |
False |
False |
1,189 |
| 60 |
1,801.8 |
1,619.0 |
182.8 |
10.5% |
16.1 |
0.9% |
64% |
False |
False |
1,018 |
| 80 |
1,801.8 |
1,584.7 |
217.1 |
12.5% |
14.5 |
0.8% |
69% |
False |
False |
898 |
| 100 |
1,801.8 |
1,558.6 |
243.2 |
14.0% |
13.3 |
0.8% |
73% |
False |
False |
817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,788.3 |
|
2.618 |
1,770.2 |
|
1.618 |
1,759.1 |
|
1.000 |
1,752.2 |
|
0.618 |
1,748.0 |
|
HIGH |
1,741.1 |
|
0.618 |
1,736.9 |
|
0.500 |
1,735.6 |
|
0.382 |
1,734.2 |
|
LOW |
1,730.0 |
|
0.618 |
1,723.1 |
|
1.000 |
1,718.9 |
|
1.618 |
1,712.0 |
|
2.618 |
1,700.9 |
|
4.250 |
1,682.8 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,735.6 |
1,733.5 |
| PP |
1,735.5 |
1,731.7 |
| S1 |
1,735.5 |
1,729.8 |
|