| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,676.7 |
1,685.4 |
8.7 |
0.5% |
1,712.2 |
| High |
1,686.2 |
1,720.9 |
34.7 |
2.1% |
1,727.5 |
| Low |
1,672.5 |
1,683.5 |
11.0 |
0.7% |
1,674.8 |
| Close |
1,683.2 |
1,715.0 |
31.8 |
1.9% |
1,675.2 |
| Range |
13.7 |
37.4 |
23.7 |
173.0% |
52.7 |
| ATR |
19.2 |
20.6 |
1.3 |
6.9% |
0.0 |
| Volume |
120,547 |
187,222 |
66,675 |
55.3% |
579,813 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.7 |
1,804.2 |
1,735.6 |
|
| R3 |
1,781.3 |
1,766.8 |
1,725.3 |
|
| R2 |
1,743.9 |
1,743.9 |
1,721.9 |
|
| R1 |
1,729.4 |
1,729.4 |
1,718.4 |
1,736.7 |
| PP |
1,706.5 |
1,706.5 |
1,706.5 |
1,710.1 |
| S1 |
1,692.0 |
1,692.0 |
1,711.6 |
1,699.3 |
| S2 |
1,669.1 |
1,669.1 |
1,708.1 |
|
| S3 |
1,631.7 |
1,654.6 |
1,704.7 |
|
| S4 |
1,594.3 |
1,617.2 |
1,694.4 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,850.6 |
1,815.6 |
1,704.2 |
|
| R3 |
1,797.9 |
1,762.9 |
1,689.7 |
|
| R2 |
1,745.2 |
1,745.2 |
1,684.9 |
|
| R1 |
1,710.2 |
1,710.2 |
1,680.0 |
1,701.4 |
| PP |
1,692.5 |
1,692.5 |
1,692.5 |
1,688.1 |
| S1 |
1,657.5 |
1,657.5 |
1,670.4 |
1,648.7 |
| S2 |
1,639.8 |
1,639.8 |
1,665.5 |
|
| S3 |
1,587.1 |
1,604.8 |
1,660.7 |
|
| S4 |
1,534.4 |
1,552.1 |
1,646.2 |
|
|
| 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 |
1,672.5 |
55.0 |
3.2% |
24.8 |
1.4% |
77% |
False |
False |
154,544 |
| 10 |
1,727.5 |
1,672.5 |
55.0 |
3.2% |
19.8 |
1.2% |
77% |
False |
False |
129,584 |
| 20 |
1,776.6 |
1,672.5 |
104.1 |
6.1% |
19.2 |
1.1% |
41% |
False |
False |
129,577 |
| 40 |
1,798.1 |
1,672.5 |
125.6 |
7.3% |
20.4 |
1.2% |
34% |
False |
False |
146,084 |
| 60 |
1,798.1 |
1,592.1 |
206.0 |
12.0% |
20.3 |
1.2% |
60% |
False |
False |
136,691 |
| 80 |
1,798.1 |
1,566.8 |
231.3 |
13.5% |
20.0 |
1.2% |
64% |
False |
False |
119,684 |
| 100 |
1,798.1 |
1,552.0 |
246.1 |
14.3% |
21.1 |
1.2% |
66% |
False |
False |
97,539 |
| 120 |
1,798.1 |
1,537.3 |
260.8 |
15.2% |
22.4 |
1.3% |
68% |
False |
False |
82,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,879.9 |
|
2.618 |
1,818.8 |
|
1.618 |
1,781.4 |
|
1.000 |
1,758.3 |
|
0.618 |
1,744.0 |
|
HIGH |
1,720.9 |
|
0.618 |
1,706.6 |
|
0.500 |
1,702.2 |
|
0.382 |
1,697.8 |
|
LOW |
1,683.5 |
|
0.618 |
1,660.4 |
|
1.000 |
1,646.1 |
|
1.618 |
1,623.0 |
|
2.618 |
1,585.6 |
|
4.250 |
1,524.6 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,710.7 |
1,708.9 |
| PP |
1,706.5 |
1,702.8 |
| S1 |
1,702.2 |
1,696.7 |
|