| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,543.0 |
2,492.0 |
-51.0 |
-2.0% |
2,488.0 |
| High |
2,559.0 |
2,501.0 |
-58.0 |
-2.3% |
2,555.0 |
| Low |
2,474.0 |
2,466.0 |
-8.0 |
-0.3% |
2,464.0 |
| Close |
2,476.0 |
2,481.0 |
5.0 |
0.2% |
2,541.0 |
| Range |
85.0 |
35.0 |
-50.0 |
-58.8% |
91.0 |
| ATR |
45.0 |
44.3 |
-0.7 |
-1.6% |
0.0 |
| Volume |
1,049,194 |
1,049,194 |
0 |
0.0% |
4,050,693 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.7 |
2,569.3 |
2,500.3 |
|
| R3 |
2,552.7 |
2,534.3 |
2,490.6 |
|
| R2 |
2,517.7 |
2,517.7 |
2,487.4 |
|
| R1 |
2,499.3 |
2,499.3 |
2,484.2 |
2,491.0 |
| PP |
2,482.7 |
2,482.7 |
2,482.7 |
2,478.5 |
| S1 |
2,464.3 |
2,464.3 |
2,477.8 |
2,456.0 |
| S2 |
2,447.7 |
2,447.7 |
2,474.6 |
|
| S3 |
2,412.7 |
2,429.3 |
2,471.4 |
|
| S4 |
2,377.7 |
2,394.3 |
2,461.8 |
|
|
| 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 |
2,466.0 |
93.0 |
3.7% |
42.2 |
1.7% |
16% |
False |
True |
871,510 |
| 10 |
2,559.0 |
2,451.0 |
108.0 |
4.4% |
42.8 |
1.7% |
28% |
False |
False |
796,714 |
| 20 |
2,578.0 |
2,451.0 |
127.0 |
5.1% |
42.0 |
1.7% |
24% |
False |
False |
918,835 |
| 40 |
2,594.0 |
2,433.0 |
161.0 |
6.5% |
40.1 |
1.6% |
30% |
False |
False |
944,744 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
40.0 |
1.6% |
46% |
False |
False |
647,571 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.3% |
43.0 |
1.7% |
76% |
False |
False |
487,392 |
| 100 |
2,594.0 |
2,100.0 |
494.0 |
19.9% |
42.3 |
1.7% |
77% |
False |
False |
391,228 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.3% |
42.6 |
1.7% |
80% |
False |
False |
327,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,649.8 |
|
2.618 |
2,592.6 |
|
1.618 |
2,557.6 |
|
1.000 |
2,536.0 |
|
0.618 |
2,522.6 |
|
HIGH |
2,501.0 |
|
0.618 |
2,487.6 |
|
0.500 |
2,483.5 |
|
0.382 |
2,479.4 |
|
LOW |
2,466.0 |
|
0.618 |
2,444.4 |
|
1.000 |
2,431.0 |
|
1.618 |
2,409.4 |
|
2.618 |
2,374.4 |
|
4.250 |
2,317.3 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,483.5 |
2,512.5 |
| PP |
2,482.7 |
2,502.0 |
| S1 |
2,481.8 |
2,491.5 |
|