| 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 |
2,511.0 |
2,500.0 |
-11.0 |
-0.4% |
2,532.0 |
| High |
2,538.0 |
2,540.0 |
2.0 |
0.1% |
2,553.0 |
| Low |
2,494.0 |
2,490.0 |
-4.0 |
-0.2% |
2,451.0 |
| Close |
2,504.0 |
2,530.0 |
26.0 |
1.0% |
2,491.0 |
| Range |
44.0 |
50.0 |
6.0 |
13.6% |
102.0 |
| ATR |
43.3 |
43.8 |
0.5 |
1.1% |
0.0 |
| Volume |
804,865 |
804,865 |
0 |
0.0% |
4,722,987 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.0 |
2,650.0 |
2,557.5 |
|
| R3 |
2,620.0 |
2,600.0 |
2,543.8 |
|
| R2 |
2,570.0 |
2,570.0 |
2,539.2 |
|
| R1 |
2,550.0 |
2,550.0 |
2,534.6 |
2,560.0 |
| PP |
2,520.0 |
2,520.0 |
2,520.0 |
2,525.0 |
| S1 |
2,500.0 |
2,500.0 |
2,525.4 |
2,510.0 |
| S2 |
2,470.0 |
2,470.0 |
2,520.8 |
|
| S3 |
2,420.0 |
2,450.0 |
2,516.3 |
|
| S4 |
2,370.0 |
2,400.0 |
2,502.5 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.3 |
2,749.7 |
2,547.1 |
|
| R3 |
2,702.3 |
2,647.7 |
2,519.1 |
|
| R2 |
2,600.3 |
2,600.3 |
2,509.7 |
|
| R1 |
2,545.7 |
2,545.7 |
2,500.4 |
2,522.0 |
| PP |
2,498.3 |
2,498.3 |
2,498.3 |
2,486.5 |
| S1 |
2,443.7 |
2,443.7 |
2,481.7 |
2,420.0 |
| S2 |
2,396.3 |
2,396.3 |
2,472.3 |
|
| S3 |
2,294.3 |
2,341.7 |
2,463.0 |
|
| S4 |
2,192.3 |
2,239.7 |
2,434.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,540.0 |
2,451.0 |
89.0 |
3.5% |
43.4 |
1.7% |
89% |
True |
False |
721,919 |
| 10 |
2,570.0 |
2,451.0 |
119.0 |
4.7% |
44.6 |
1.8% |
66% |
False |
False |
867,519 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.7% |
41.7 |
1.6% |
67% |
False |
False |
932,047 |
| 40 |
2,594.0 |
2,433.0 |
161.0 |
6.4% |
40.2 |
1.6% |
60% |
False |
False |
858,520 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.3% |
38.9 |
1.5% |
69% |
False |
False |
574,962 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
18.9% |
42.1 |
1.7% |
87% |
False |
False |
433,158 |
| 100 |
2,594.0 |
2,098.0 |
496.0 |
19.6% |
42.4 |
1.7% |
87% |
False |
False |
348,267 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.8% |
42.6 |
1.7% |
89% |
False |
False |
291,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.5 |
|
2.618 |
2,670.9 |
|
1.618 |
2,620.9 |
|
1.000 |
2,590.0 |
|
0.618 |
2,570.9 |
|
HIGH |
2,540.0 |
|
0.618 |
2,520.9 |
|
0.500 |
2,515.0 |
|
0.382 |
2,509.1 |
|
LOW |
2,490.0 |
|
0.618 |
2,459.1 |
|
1.000 |
2,440.0 |
|
1.618 |
2,409.1 |
|
2.618 |
2,359.1 |
|
4.250 |
2,277.5 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,525.0 |
2,521.8 |
| PP |
2,520.0 |
2,513.7 |
| S1 |
2,515.0 |
2,505.5 |
|