| 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 |
1,713.3 |
1,721.9 |
8.6 |
0.5% |
1,721.3 |
| High |
1,728.4 |
1,729.0 |
0.6 |
0.0% |
1,732.4 |
| Low |
1,713.2 |
1,716.4 |
3.2 |
0.2% |
1,701.5 |
| Close |
1,721.3 |
1,717.7 |
-3.6 |
-0.2% |
1,714.0 |
| Range |
15.2 |
12.6 |
-2.6 |
-17.1% |
30.9 |
| ATR |
17.0 |
16.7 |
-0.3 |
-1.9% |
0.0 |
| Volume |
2,906 |
7,404 |
4,498 |
154.8% |
46,288 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,758.8 |
1,750.9 |
1,724.6 |
|
| R3 |
1,746.2 |
1,738.3 |
1,721.2 |
|
| R2 |
1,733.6 |
1,733.6 |
1,720.0 |
|
| R1 |
1,725.7 |
1,725.7 |
1,718.9 |
1,723.4 |
| PP |
1,721.0 |
1,721.0 |
1,721.0 |
1,719.9 |
| S1 |
1,713.1 |
1,713.1 |
1,716.5 |
1,710.8 |
| S2 |
1,708.4 |
1,708.4 |
1,715.4 |
|
| S3 |
1,695.8 |
1,700.5 |
1,714.2 |
|
| S4 |
1,683.2 |
1,687.9 |
1,710.8 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.7 |
1,792.2 |
1,731.0 |
|
| R3 |
1,777.8 |
1,761.3 |
1,722.5 |
|
| R2 |
1,746.9 |
1,746.9 |
1,719.7 |
|
| R1 |
1,730.4 |
1,730.4 |
1,716.8 |
1,723.2 |
| PP |
1,716.0 |
1,716.0 |
1,716.0 |
1,712.4 |
| S1 |
1,699.5 |
1,699.5 |
1,711.2 |
1,692.3 |
| S2 |
1,685.1 |
1,685.1 |
1,708.3 |
|
| S3 |
1,654.2 |
1,668.6 |
1,705.5 |
|
| S4 |
1,623.3 |
1,637.7 |
1,697.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,729.0 |
1,704.0 |
25.0 |
1.5% |
13.0 |
0.8% |
55% |
True |
False |
9,481 |
| 10 |
1,745.3 |
1,701.5 |
43.8 |
2.5% |
16.2 |
0.9% |
37% |
False |
False |
6,988 |
| 20 |
1,800.0 |
1,701.5 |
98.5 |
5.7% |
16.1 |
0.9% |
16% |
False |
False |
5,175 |
| 40 |
1,800.0 |
1,694.0 |
106.0 |
6.2% |
18.7 |
1.1% |
22% |
False |
False |
4,330 |
| 60 |
1,800.0 |
1,598.0 |
202.0 |
11.8% |
17.7 |
1.0% |
59% |
False |
False |
3,284 |
| 80 |
1,800.0 |
1,564.7 |
235.3 |
13.7% |
16.9 |
1.0% |
65% |
False |
False |
2,711 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.2% |
17.3 |
1.0% |
66% |
False |
False |
2,306 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
15.2% |
18.5 |
1.1% |
69% |
False |
False |
2,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,782.6 |
|
2.618 |
1,762.0 |
|
1.618 |
1,749.4 |
|
1.000 |
1,741.6 |
|
0.618 |
1,736.8 |
|
HIGH |
1,729.0 |
|
0.618 |
1,724.2 |
|
0.500 |
1,722.7 |
|
0.382 |
1,721.2 |
|
LOW |
1,716.4 |
|
0.618 |
1,708.6 |
|
1.000 |
1,703.8 |
|
1.618 |
1,696.0 |
|
2.618 |
1,683.4 |
|
4.250 |
1,662.9 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,722.7 |
1,718.6 |
| PP |
1,721.0 |
1,718.3 |
| S1 |
1,719.4 |
1,718.0 |
|