| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,686.00 |
2,640.50 |
-45.50 |
-1.7% |
2,654.50 |
| High |
2,694.00 |
2,673.50 |
-20.50 |
-0.8% |
2,694.00 |
| Low |
2,641.00 |
2,634.75 |
-6.25 |
-0.2% |
2,626.00 |
| Close |
2,641.00 |
2,662.25 |
21.25 |
0.8% |
2,641.00 |
| Range |
53.00 |
38.75 |
-14.25 |
-26.9% |
68.00 |
| ATR |
40.66 |
40.52 |
-0.14 |
-0.3% |
0.00 |
| Volume |
287,864 |
251,300 |
-36,564 |
-12.7% |
937,953 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.00 |
2,756.50 |
2,683.50 |
|
| R3 |
2,734.25 |
2,717.75 |
2,673.00 |
|
| R2 |
2,695.50 |
2,695.50 |
2,669.25 |
|
| R1 |
2,679.00 |
2,679.00 |
2,665.75 |
2,687.25 |
| PP |
2,656.75 |
2,656.75 |
2,656.75 |
2,661.00 |
| S1 |
2,640.25 |
2,640.25 |
2,658.75 |
2,648.50 |
| S2 |
2,618.00 |
2,618.00 |
2,655.25 |
|
| S3 |
2,579.25 |
2,601.50 |
2,651.50 |
|
| S4 |
2,540.50 |
2,562.75 |
2,641.00 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.75 |
2,817.25 |
2,678.50 |
|
| R3 |
2,789.75 |
2,749.25 |
2,659.75 |
|
| R2 |
2,721.75 |
2,721.75 |
2,653.50 |
|
| R1 |
2,681.25 |
2,681.25 |
2,647.25 |
2,667.50 |
| PP |
2,653.75 |
2,653.75 |
2,653.75 |
2,646.75 |
| S1 |
2,613.25 |
2,613.25 |
2,634.75 |
2,599.50 |
| S2 |
2,585.75 |
2,585.75 |
2,628.50 |
|
| S3 |
2,517.75 |
2,545.25 |
2,622.25 |
|
| S4 |
2,449.75 |
2,477.25 |
2,603.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,694.00 |
2,626.00 |
68.00 |
2.6% |
46.25 |
1.7% |
53% |
False |
False |
234,030 |
| 10 |
2,695.25 |
2,604.50 |
90.75 |
3.4% |
43.25 |
1.6% |
64% |
False |
False |
243,906 |
| 20 |
2,786.75 |
2,604.50 |
182.25 |
6.8% |
41.50 |
1.6% |
32% |
False |
False |
255,933 |
| 40 |
2,871.75 |
2,604.50 |
267.25 |
10.0% |
37.00 |
1.4% |
22% |
False |
False |
228,241 |
| 60 |
2,871.75 |
2,604.50 |
267.25 |
10.0% |
33.75 |
1.3% |
22% |
False |
False |
152,517 |
| 80 |
2,871.75 |
2,513.25 |
358.50 |
13.5% |
32.50 |
1.2% |
42% |
False |
False |
114,395 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
13.7% |
31.25 |
1.2% |
43% |
False |
False |
91,517 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.1% |
27.75 |
1.0% |
51% |
False |
False |
76,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.25 |
|
2.618 |
2,775.00 |
|
1.618 |
2,736.25 |
|
1.000 |
2,712.25 |
|
0.618 |
2,697.50 |
|
HIGH |
2,673.50 |
|
0.618 |
2,658.75 |
|
0.500 |
2,654.00 |
|
0.382 |
2,649.50 |
|
LOW |
2,634.75 |
|
0.618 |
2,610.75 |
|
1.000 |
2,596.00 |
|
1.618 |
2,572.00 |
|
2.618 |
2,533.25 |
|
4.250 |
2,470.00 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.50 |
2,661.75 |
| PP |
2,656.75 |
2,661.25 |
| S1 |
2,654.00 |
2,660.50 |
|