| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,710.3 |
1,720.4 |
10.1 |
0.6% |
1,722.7 |
| High |
1,726.6 |
1,727.5 |
0.9 |
0.1% |
1,731.2 |
| Low |
1,709.8 |
1,713.8 |
4.0 |
0.2% |
1,698.7 |
| Close |
1,719.1 |
1,715.5 |
-3.6 |
-0.2% |
1,711.9 |
| Range |
16.8 |
13.7 |
-3.1 |
-18.5% |
32.5 |
| ATR |
18.2 |
17.9 |
-0.3 |
-1.8% |
0.0 |
| Volume |
120,009 |
121,499 |
1,490 |
1.2% |
670,368 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,760.0 |
1,751.5 |
1,723.0 |
|
| R3 |
1,746.3 |
1,737.8 |
1,719.3 |
|
| R2 |
1,732.6 |
1,732.6 |
1,718.0 |
|
| R1 |
1,724.1 |
1,724.1 |
1,716.8 |
1,721.5 |
| PP |
1,718.9 |
1,718.9 |
1,718.9 |
1,717.7 |
| S1 |
1,710.4 |
1,710.4 |
1,714.2 |
1,707.8 |
| S2 |
1,705.2 |
1,705.2 |
1,713.0 |
|
| S3 |
1,691.5 |
1,696.7 |
1,711.7 |
|
| S4 |
1,677.8 |
1,683.0 |
1,708.0 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,811.4 |
1,794.2 |
1,729.8 |
|
| R3 |
1,778.9 |
1,761.7 |
1,720.8 |
|
| R2 |
1,746.4 |
1,746.4 |
1,717.9 |
|
| R1 |
1,729.2 |
1,729.2 |
1,714.9 |
1,721.6 |
| PP |
1,713.9 |
1,713.9 |
1,713.9 |
1,710.1 |
| S1 |
1,696.7 |
1,696.7 |
1,708.9 |
1,689.1 |
| S2 |
1,681.4 |
1,681.4 |
1,705.9 |
|
| S3 |
1,648.9 |
1,664.2 |
1,703.0 |
|
| S4 |
1,616.4 |
1,631.7 |
1,694.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,727.5 |
1,701.4 |
26.1 |
1.5% |
14.2 |
0.8% |
54% |
True |
False |
96,576 |
| 10 |
1,744.7 |
1,698.7 |
46.0 |
2.7% |
17.6 |
1.0% |
37% |
False |
False |
118,545 |
| 20 |
1,798.1 |
1,698.7 |
99.4 |
5.8% |
17.4 |
1.0% |
17% |
False |
False |
122,758 |
| 40 |
1,798.1 |
1,691.3 |
106.8 |
6.2% |
20.1 |
1.2% |
23% |
False |
False |
143,729 |
| 60 |
1,798.1 |
1,592.1 |
206.0 |
12.0% |
19.5 |
1.1% |
60% |
False |
False |
132,184 |
| 80 |
1,798.1 |
1,559.5 |
238.6 |
13.9% |
19.7 |
1.1% |
65% |
False |
False |
113,807 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
20.6 |
1.2% |
66% |
False |
False |
92,358 |
| 120 |
1,798.1 |
1,535.4 |
262.7 |
15.3% |
22.3 |
1.3% |
69% |
False |
False |
78,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,785.7 |
|
2.618 |
1,763.4 |
|
1.618 |
1,749.7 |
|
1.000 |
1,741.2 |
|
0.618 |
1,736.0 |
|
HIGH |
1,727.5 |
|
0.618 |
1,722.3 |
|
0.500 |
1,720.7 |
|
0.382 |
1,719.0 |
|
LOW |
1,713.8 |
|
0.618 |
1,705.3 |
|
1.000 |
1,700.1 |
|
1.618 |
1,691.6 |
|
2.618 |
1,677.9 |
|
4.250 |
1,655.6 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,720.7 |
1,716.4 |
| PP |
1,718.9 |
1,716.1 |
| S1 |
1,717.2 |
1,715.8 |
|