| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,522.0 |
2,543.0 |
21.0 |
0.8% |
2,488.0 |
| High |
2,546.0 |
2,559.0 |
13.0 |
0.5% |
2,555.0 |
| Low |
2,512.0 |
2,474.0 |
-38.0 |
-1.5% |
2,464.0 |
| Close |
2,531.0 |
2,476.0 |
-55.0 |
-2.2% |
2,541.0 |
| Range |
34.0 |
85.0 |
51.0 |
150.0% |
91.0 |
| ATR |
41.9 |
45.0 |
3.1 |
7.3% |
0.0 |
| Volume |
670,129 |
1,049,194 |
379,065 |
56.6% |
4,050,693 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.0 |
2,702.0 |
2,522.8 |
|
| R3 |
2,673.0 |
2,617.0 |
2,499.4 |
|
| R2 |
2,588.0 |
2,588.0 |
2,491.6 |
|
| R1 |
2,532.0 |
2,532.0 |
2,483.8 |
2,517.5 |
| PP |
2,503.0 |
2,503.0 |
2,503.0 |
2,495.8 |
| S1 |
2,447.0 |
2,447.0 |
2,468.2 |
2,432.5 |
| S2 |
2,418.0 |
2,418.0 |
2,460.4 |
|
| S3 |
2,333.0 |
2,362.0 |
2,452.6 |
|
| S4 |
2,248.0 |
2,277.0 |
2,429.3 |
|
|
| 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 |
2,559.0 |
2,474.0 |
85.0 |
3.4% |
45.2 |
1.8% |
2% |
True |
True |
822,644 |
| 10 |
2,559.0 |
2,451.0 |
108.0 |
4.4% |
43.0 |
1.7% |
23% |
True |
False |
793,091 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.9% |
43.1 |
1.7% |
30% |
False |
False |
918,068 |
| 40 |
2,594.0 |
2,433.0 |
161.0 |
6.5% |
40.6 |
1.6% |
27% |
False |
False |
928,851 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
39.8 |
1.6% |
44% |
False |
False |
630,089 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.3% |
43.1 |
1.7% |
75% |
False |
False |
474,279 |
| 100 |
2,594.0 |
2,100.0 |
494.0 |
20.0% |
42.2 |
1.7% |
76% |
False |
False |
380,739 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
42.6 |
1.7% |
80% |
False |
False |
318,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.3 |
|
2.618 |
2,781.5 |
|
1.618 |
2,696.5 |
|
1.000 |
2,644.0 |
|
0.618 |
2,611.5 |
|
HIGH |
2,559.0 |
|
0.618 |
2,526.5 |
|
0.500 |
2,516.5 |
|
0.382 |
2,506.5 |
|
LOW |
2,474.0 |
|
0.618 |
2,421.5 |
|
1.000 |
2,389.0 |
|
1.618 |
2,336.5 |
|
2.618 |
2,251.5 |
|
4.250 |
2,112.8 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,516.5 |
2,516.5 |
| PP |
2,503.0 |
2,503.0 |
| S1 |
2,489.5 |
2,489.5 |
|