| 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 |
1,731.2 |
1,730.0 |
-1.2 |
-0.1% |
1,680.4 |
| High |
1,735.8 |
1,738.0 |
2.2 |
0.1% |
1,742.4 |
| Low |
1,723.2 |
1,726.5 |
3.3 |
0.2% |
1,678.0 |
| Close |
1,729.2 |
1,734.5 |
5.3 |
0.3% |
1,735.4 |
| Range |
12.6 |
11.5 |
-1.1 |
-8.7% |
64.4 |
| ATR |
17.1 |
16.7 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,812 |
4,388 |
2,576 |
142.2% |
12,618 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,767.5 |
1,762.5 |
1,740.8 |
|
| R3 |
1,756.0 |
1,751.0 |
1,737.7 |
|
| R2 |
1,744.5 |
1,744.5 |
1,736.6 |
|
| R1 |
1,739.5 |
1,739.5 |
1,735.6 |
1,742.0 |
| PP |
1,733.0 |
1,733.0 |
1,733.0 |
1,734.3 |
| S1 |
1,728.0 |
1,728.0 |
1,733.4 |
1,730.5 |
| S2 |
1,721.5 |
1,721.5 |
1,732.4 |
|
| S3 |
1,710.0 |
1,716.5 |
1,731.3 |
|
| S4 |
1,698.5 |
1,705.0 |
1,728.2 |
|
|
| 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 |
1,717.2 |
25.2 |
1.5% |
13.0 |
0.8% |
69% |
False |
False |
3,318 |
| 10 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
18.8 |
1.1% |
88% |
False |
False |
2,352 |
| 20 |
1,756.6 |
1,678.0 |
78.6 |
4.5% |
16.3 |
0.9% |
72% |
False |
False |
1,606 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
15.8 |
0.9% |
46% |
False |
False |
1,308 |
| 60 |
1,801.8 |
1,642.5 |
159.3 |
9.2% |
16.1 |
0.9% |
58% |
False |
False |
1,118 |
| 80 |
1,801.8 |
1,594.7 |
207.1 |
11.9% |
14.8 |
0.9% |
68% |
False |
False |
967 |
| 100 |
1,801.8 |
1,558.6 |
243.2 |
14.0% |
13.5 |
0.8% |
72% |
False |
False |
876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,786.9 |
|
2.618 |
1,768.1 |
|
1.618 |
1,756.6 |
|
1.000 |
1,749.5 |
|
0.618 |
1,745.1 |
|
HIGH |
1,738.0 |
|
0.618 |
1,733.6 |
|
0.500 |
1,732.3 |
|
0.382 |
1,730.9 |
|
LOW |
1,726.5 |
|
0.618 |
1,719.4 |
|
1.000 |
1,715.0 |
|
1.618 |
1,707.9 |
|
2.618 |
1,696.4 |
|
4.250 |
1,677.6 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,733.8 |
1,733.7 |
| PP |
1,733.0 |
1,732.9 |
| S1 |
1,732.3 |
1,732.2 |
|