| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,500.0 |
2,536.0 |
36.0 |
1.4% |
2,488.0 |
| High |
2,540.0 |
2,555.0 |
15.0 |
0.6% |
2,555.0 |
| Low |
2,490.0 |
2,519.0 |
29.0 |
1.2% |
2,464.0 |
| Close |
2,530.0 |
2,541.0 |
11.0 |
0.4% |
2,541.0 |
| Range |
50.0 |
36.0 |
-14.0 |
-28.0% |
91.0 |
| ATR |
43.8 |
43.2 |
-0.6 |
-1.3% |
0.0 |
| Volume |
804,865 |
918,906 |
114,041 |
14.2% |
4,050,693 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.3 |
2,629.7 |
2,560.8 |
|
| R3 |
2,610.3 |
2,593.7 |
2,550.9 |
|
| R2 |
2,574.3 |
2,574.3 |
2,547.6 |
|
| R1 |
2,557.7 |
2,557.7 |
2,544.3 |
2,566.0 |
| PP |
2,538.3 |
2,538.3 |
2,538.3 |
2,542.5 |
| S1 |
2,521.7 |
2,521.7 |
2,537.7 |
2,530.0 |
| S2 |
2,502.3 |
2,502.3 |
2,534.4 |
|
| S3 |
2,466.3 |
2,485.7 |
2,531.1 |
|
| S4 |
2,430.3 |
2,449.7 |
2,521.2 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.0 |
2,758.0 |
2,591.1 |
|
| R3 |
2,702.0 |
2,667.0 |
2,566.0 |
|
| R2 |
2,611.0 |
2,611.0 |
2,557.7 |
|
| R1 |
2,576.0 |
2,576.0 |
2,549.3 |
2,593.5 |
| PP |
2,520.0 |
2,520.0 |
2,520.0 |
2,528.8 |
| S1 |
2,485.0 |
2,485.0 |
2,532.7 |
2,502.5 |
| S2 |
2,429.0 |
2,429.0 |
2,524.3 |
|
| S3 |
2,338.0 |
2,394.0 |
2,516.0 |
|
| S4 |
2,247.0 |
2,303.0 |
2,491.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,555.0 |
2,464.0 |
91.0 |
3.6% |
40.2 |
1.6% |
85% |
True |
False |
810,138 |
| 10 |
2,555.0 |
2,451.0 |
104.0 |
4.1% |
43.3 |
1.7% |
87% |
True |
False |
877,368 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.7% |
41.3 |
1.6% |
74% |
False |
False |
943,477 |
| 40 |
2,594.0 |
2,433.0 |
161.0 |
6.3% |
40.1 |
1.6% |
67% |
False |
False |
878,236 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.2% |
38.7 |
1.5% |
75% |
False |
False |
590,272 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
18.9% |
42.3 |
1.7% |
89% |
False |
False |
444,418 |
| 100 |
2,594.0 |
2,100.0 |
494.0 |
19.4% |
42.4 |
1.7% |
89% |
False |
False |
357,295 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.7% |
42.4 |
1.7% |
91% |
False |
False |
299,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.0 |
|
2.618 |
2,649.2 |
|
1.618 |
2,613.2 |
|
1.000 |
2,591.0 |
|
0.618 |
2,577.2 |
|
HIGH |
2,555.0 |
|
0.618 |
2,541.2 |
|
0.500 |
2,537.0 |
|
0.382 |
2,532.8 |
|
LOW |
2,519.0 |
|
0.618 |
2,496.8 |
|
1.000 |
2,483.0 |
|
1.618 |
2,460.8 |
|
2.618 |
2,424.8 |
|
4.250 |
2,366.0 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,539.7 |
2,534.8 |
| PP |
2,538.3 |
2,528.7 |
| S1 |
2,537.0 |
2,522.5 |
|