| 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 |
4,455.0 |
4,482.0 |
27.0 |
0.6% |
4,482.0 |
| High |
4,478.0 |
4,509.0 |
31.0 |
0.7% |
4,520.0 |
| Low |
4,450.0 |
4,467.0 |
17.0 |
0.4% |
4,434.0 |
| Close |
4,473.0 |
4,496.0 |
23.0 |
0.5% |
4,445.0 |
| Range |
28.0 |
42.0 |
14.0 |
50.0% |
86.0 |
| ATR |
38.3 |
38.5 |
0.3 |
0.7% |
0.0 |
| Volume |
16,056 |
25,594 |
9,538 |
59.4% |
130,931 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,616.7 |
4,598.3 |
4,519.1 |
|
| R3 |
4,574.7 |
4,556.3 |
4,507.6 |
|
| R2 |
4,532.7 |
4,532.7 |
4,503.7 |
|
| R1 |
4,514.3 |
4,514.3 |
4,499.9 |
4,523.5 |
| PP |
4,490.7 |
4,490.7 |
4,490.7 |
4,495.3 |
| S1 |
4,472.3 |
4,472.3 |
4,492.2 |
4,481.5 |
| S2 |
4,448.7 |
4,448.7 |
4,488.3 |
|
| S3 |
4,406.7 |
4,430.3 |
4,484.5 |
|
| S4 |
4,364.7 |
4,388.3 |
4,472.9 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,724.3 |
4,670.7 |
4,492.3 |
|
| R3 |
4,638.3 |
4,584.7 |
4,468.7 |
|
| R2 |
4,552.3 |
4,552.3 |
4,460.8 |
|
| R1 |
4,498.7 |
4,498.7 |
4,452.9 |
4,482.5 |
| PP |
4,466.3 |
4,466.3 |
4,466.3 |
4,458.3 |
| S1 |
4,412.7 |
4,412.7 |
4,437.1 |
4,396.5 |
| S2 |
4,380.3 |
4,380.3 |
4,429.2 |
|
| S3 |
4,294.3 |
4,326.7 |
4,421.4 |
|
| S4 |
4,208.3 |
4,240.7 |
4,397.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,509.0 |
4,421.0 |
88.0 |
2.0% |
42.4 |
0.9% |
85% |
True |
False |
25,340 |
| 10 |
4,520.0 |
4,421.0 |
99.0 |
2.2% |
38.5 |
0.9% |
76% |
False |
False |
23,852 |
| 20 |
4,580.0 |
4,421.0 |
159.0 |
3.5% |
33.8 |
0.8% |
47% |
False |
False |
23,246 |
| 40 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
31.9 |
0.7% |
65% |
False |
False |
26,499 |
| 60 |
4,580.0 |
4,235.0 |
345.0 |
7.7% |
26.9 |
0.6% |
76% |
False |
False |
17,774 |
| 80 |
4,580.0 |
4,077.0 |
503.0 |
11.2% |
21.5 |
0.5% |
83% |
False |
False |
13,352 |
| 100 |
4,580.0 |
3,982.0 |
598.0 |
13.3% |
17.9 |
0.4% |
86% |
False |
False |
10,700 |
| 120 |
4,580.0 |
3,950.0 |
630.0 |
14.0% |
15.3 |
0.3% |
87% |
False |
False |
8,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,687.5 |
|
2.618 |
4,619.0 |
|
1.618 |
4,577.0 |
|
1.000 |
4,551.0 |
|
0.618 |
4,535.0 |
|
HIGH |
4,509.0 |
|
0.618 |
4,493.0 |
|
0.500 |
4,488.0 |
|
0.382 |
4,483.0 |
|
LOW |
4,467.0 |
|
0.618 |
4,441.0 |
|
1.000 |
4,425.0 |
|
1.618 |
4,399.0 |
|
2.618 |
4,357.0 |
|
4.250 |
4,288.5 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,493.3 |
4,485.7 |
| PP |
4,490.7 |
4,475.3 |
| S1 |
4,488.0 |
4,465.0 |
|