| 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 |
2,524.0 |
2,522.0 |
-2.0 |
-0.1% |
2,488.0 |
| High |
2,529.0 |
2,546.0 |
17.0 |
0.7% |
2,555.0 |
| Low |
2,508.0 |
2,512.0 |
4.0 |
0.2% |
2,464.0 |
| Close |
2,516.0 |
2,531.0 |
15.0 |
0.6% |
2,541.0 |
| Range |
21.0 |
34.0 |
13.0 |
61.9% |
91.0 |
| ATR |
42.5 |
41.9 |
-0.6 |
-1.4% |
0.0 |
| Volume |
670,129 |
670,129 |
0 |
0.0% |
4,050,693 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.7 |
2,615.3 |
2,549.7 |
|
| R3 |
2,597.7 |
2,581.3 |
2,540.4 |
|
| R2 |
2,563.7 |
2,563.7 |
2,537.2 |
|
| R1 |
2,547.3 |
2,547.3 |
2,534.1 |
2,555.5 |
| PP |
2,529.7 |
2,529.7 |
2,529.7 |
2,533.8 |
| S1 |
2,513.3 |
2,513.3 |
2,527.9 |
2,521.5 |
| S2 |
2,495.7 |
2,495.7 |
2,524.8 |
|
| S3 |
2,461.7 |
2,479.3 |
2,521.7 |
|
| S4 |
2,427.7 |
2,445.3 |
2,512.3 |
|
|
| 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 |
2,490.0 |
65.0 |
2.6% |
37.0 |
1.5% |
63% |
False |
False |
773,778 |
| 10 |
2,555.0 |
2,451.0 |
104.0 |
4.1% |
38.4 |
1.5% |
77% |
False |
False |
778,376 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.7% |
40.4 |
1.6% |
68% |
False |
False |
915,251 |
| 40 |
2,594.0 |
2,433.0 |
161.0 |
6.4% |
39.5 |
1.6% |
61% |
False |
False |
907,057 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.3% |
38.7 |
1.5% |
70% |
False |
False |
612,603 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
18.9% |
42.3 |
1.7% |
87% |
False |
False |
461,169 |
| 100 |
2,594.0 |
2,100.0 |
494.0 |
19.5% |
41.9 |
1.7% |
87% |
False |
False |
370,449 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.8% |
42.2 |
1.7% |
89% |
False |
False |
310,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.5 |
|
2.618 |
2,635.0 |
|
1.618 |
2,601.0 |
|
1.000 |
2,580.0 |
|
0.618 |
2,567.0 |
|
HIGH |
2,546.0 |
|
0.618 |
2,533.0 |
|
0.500 |
2,529.0 |
|
0.382 |
2,525.0 |
|
LOW |
2,512.0 |
|
0.618 |
2,491.0 |
|
1.000 |
2,478.0 |
|
1.618 |
2,457.0 |
|
2.618 |
2,423.0 |
|
4.250 |
2,367.5 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,530.3 |
2,531.5 |
| PP |
2,529.7 |
2,531.3 |
| S1 |
2,529.0 |
2,531.2 |
|