| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,719.1 |
1,725.5 |
6.4 |
0.4% |
1,737.0 |
| High |
1,719.9 |
1,739.0 |
19.1 |
1.1% |
1,741.1 |
| Low |
1,710.0 |
1,725.3 |
15.3 |
0.9% |
1,708.8 |
| Close |
1,718.9 |
1,738.7 |
19.8 |
1.2% |
1,718.9 |
| Range |
9.9 |
13.7 |
3.8 |
38.4% |
32.3 |
| ATR |
16.8 |
17.0 |
0.2 |
1.4% |
0.0 |
| Volume |
3,093 |
1,152 |
-1,941 |
-62.8% |
14,438 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,775.4 |
1,770.8 |
1,746.2 |
|
| R3 |
1,761.7 |
1,757.1 |
1,742.5 |
|
| R2 |
1,748.0 |
1,748.0 |
1,741.2 |
|
| R1 |
1,743.4 |
1,743.4 |
1,740.0 |
1,745.7 |
| PP |
1,734.3 |
1,734.3 |
1,734.3 |
1,735.5 |
| S1 |
1,729.7 |
1,729.7 |
1,737.4 |
1,732.0 |
| S2 |
1,720.6 |
1,720.6 |
1,736.2 |
|
| S3 |
1,706.9 |
1,716.0 |
1,734.9 |
|
| S4 |
1,693.2 |
1,702.3 |
1,731.2 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,819.8 |
1,801.7 |
1,736.7 |
|
| R3 |
1,787.5 |
1,769.4 |
1,727.8 |
|
| R2 |
1,755.2 |
1,755.2 |
1,724.8 |
|
| R1 |
1,737.1 |
1,737.1 |
1,721.9 |
1,730.0 |
| PP |
1,722.9 |
1,722.9 |
1,722.9 |
1,719.4 |
| S1 |
1,704.8 |
1,704.8 |
1,715.9 |
1,697.7 |
| S2 |
1,690.6 |
1,690.6 |
1,713.0 |
|
| S3 |
1,658.3 |
1,672.5 |
1,710.0 |
|
| S4 |
1,626.0 |
1,640.2 |
1,701.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,739.0 |
1,708.8 |
30.2 |
1.7% |
13.9 |
0.8% |
99% |
True |
False |
2,553 |
| 10 |
1,742.4 |
1,690.2 |
52.2 |
3.0% |
16.9 |
1.0% |
93% |
False |
False |
2,669 |
| 20 |
1,742.4 |
1,678.0 |
64.4 |
3.7% |
16.0 |
0.9% |
94% |
False |
False |
1,788 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.1% |
15.9 |
0.9% |
49% |
False |
False |
1,385 |
| 60 |
1,801.8 |
1,655.0 |
146.8 |
8.4% |
16.2 |
0.9% |
57% |
False |
False |
1,203 |
| 80 |
1,801.8 |
1,594.7 |
207.1 |
11.9% |
15.1 |
0.9% |
70% |
False |
False |
1,032 |
| 100 |
1,801.8 |
1,567.0 |
234.8 |
13.5% |
13.8 |
0.8% |
73% |
False |
False |
936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,797.2 |
|
2.618 |
1,774.9 |
|
1.618 |
1,761.2 |
|
1.000 |
1,752.7 |
|
0.618 |
1,747.5 |
|
HIGH |
1,739.0 |
|
0.618 |
1,733.8 |
|
0.500 |
1,732.2 |
|
0.382 |
1,730.5 |
|
LOW |
1,725.3 |
|
0.618 |
1,716.8 |
|
1.000 |
1,711.6 |
|
1.618 |
1,703.1 |
|
2.618 |
1,689.4 |
|
4.250 |
1,667.1 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,736.5 |
1,733.8 |
| PP |
1,734.3 |
1,728.8 |
| S1 |
1,732.2 |
1,723.9 |
|