| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,662.25 |
2,634.25 |
-28.00 |
-1.1% |
2,664.50 |
| High |
2,676.75 |
2,688.75 |
12.00 |
0.4% |
2,695.25 |
| Low |
2,631.75 |
2,627.25 |
-4.50 |
-0.2% |
2,604.50 |
| Close |
2,640.50 |
2,684.75 |
44.25 |
1.7% |
2,659.00 |
| Range |
45.00 |
61.50 |
16.50 |
36.7% |
90.75 |
| ATR |
38.03 |
39.71 |
1.68 |
4.4% |
0.00 |
| Volume |
326,935 |
285,578 |
-41,357 |
-12.6% |
1,528,155 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.50 |
2,829.50 |
2,718.50 |
|
| R3 |
2,790.00 |
2,768.00 |
2,701.75 |
|
| R2 |
2,728.50 |
2,728.50 |
2,696.00 |
|
| R1 |
2,706.50 |
2,706.50 |
2,690.50 |
2,717.50 |
| PP |
2,667.00 |
2,667.00 |
2,667.00 |
2,672.50 |
| S1 |
2,645.00 |
2,645.00 |
2,679.00 |
2,656.00 |
| S2 |
2,605.50 |
2,605.50 |
2,673.50 |
|
| S3 |
2,544.00 |
2,583.50 |
2,667.75 |
|
| S4 |
2,482.50 |
2,522.00 |
2,651.00 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.25 |
2,882.75 |
2,709.00 |
|
| R3 |
2,834.50 |
2,792.00 |
2,684.00 |
|
| R2 |
2,743.75 |
2,743.75 |
2,675.75 |
|
| R1 |
2,701.25 |
2,701.25 |
2,667.25 |
2,677.00 |
| PP |
2,653.00 |
2,653.00 |
2,653.00 |
2,640.75 |
| S1 |
2,610.50 |
2,610.50 |
2,650.75 |
2,586.50 |
| S2 |
2,562.25 |
2,562.25 |
2,642.25 |
|
| S3 |
2,471.50 |
2,519.75 |
2,634.00 |
|
| S4 |
2,380.75 |
2,429.00 |
2,609.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,688.75 |
2,604.50 |
84.25 |
3.1% |
45.75 |
1.7% |
95% |
True |
False |
205,725 |
| 10 |
2,737.50 |
2,604.50 |
133.00 |
5.0% |
45.00 |
1.7% |
60% |
False |
False |
251,652 |
| 20 |
2,840.75 |
2,604.50 |
236.25 |
8.8% |
40.50 |
1.5% |
34% |
False |
False |
249,041 |
| 40 |
2,871.75 |
2,604.50 |
267.25 |
10.0% |
36.00 |
1.3% |
30% |
False |
False |
214,956 |
| 60 |
2,871.75 |
2,604.50 |
267.25 |
10.0% |
32.50 |
1.2% |
30% |
False |
False |
143,531 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.5% |
32.00 |
1.2% |
48% |
False |
False |
107,655 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
13.6% |
30.50 |
1.1% |
49% |
False |
False |
86,126 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.0% |
27.25 |
1.0% |
56% |
False |
False |
71,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.00 |
|
2.618 |
2,849.75 |
|
1.618 |
2,788.25 |
|
1.000 |
2,750.25 |
|
0.618 |
2,726.75 |
|
HIGH |
2,688.75 |
|
0.618 |
2,665.25 |
|
0.500 |
2,658.00 |
|
0.382 |
2,650.75 |
|
LOW |
2,627.25 |
|
0.618 |
2,589.25 |
|
1.000 |
2,565.75 |
|
1.618 |
2,527.75 |
|
2.618 |
2,466.25 |
|
4.250 |
2,366.00 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,675.75 |
2,675.50 |
| PP |
2,667.00 |
2,666.50 |
| S1 |
2,658.00 |
2,657.50 |
|