| 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 |
1,718.3 |
1,678.2 |
-40.1 |
-2.3% |
1,714.6 |
| High |
1,718.7 |
1,688.2 |
-30.5 |
-1.8% |
1,729.0 |
| Low |
1,677.0 |
1,674.7 |
-2.3 |
-0.1% |
1,677.0 |
| Close |
1,677.3 |
1,685.4 |
8.1 |
0.5% |
1,677.3 |
| Range |
41.7 |
13.5 |
-28.2 |
-67.6% |
52.0 |
| ATR |
18.5 |
18.1 |
-0.4 |
-1.9% |
0.0 |
| Volume |
10,500 |
14,016 |
3,516 |
33.5% |
32,198 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,723.3 |
1,717.8 |
1,692.8 |
|
| R3 |
1,709.8 |
1,704.3 |
1,689.1 |
|
| R2 |
1,696.3 |
1,696.3 |
1,687.9 |
|
| R1 |
1,690.8 |
1,690.8 |
1,686.6 |
1,693.6 |
| PP |
1,682.8 |
1,682.8 |
1,682.8 |
1,684.1 |
| S1 |
1,677.3 |
1,677.3 |
1,684.2 |
1,680.1 |
| S2 |
1,669.3 |
1,669.3 |
1,682.9 |
|
| S3 |
1,655.8 |
1,663.8 |
1,681.7 |
|
| S4 |
1,642.3 |
1,650.3 |
1,678.0 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,850.4 |
1,815.9 |
1,705.9 |
|
| R3 |
1,798.4 |
1,763.9 |
1,691.6 |
|
| R2 |
1,746.4 |
1,746.4 |
1,686.8 |
|
| R1 |
1,711.9 |
1,711.9 |
1,682.1 |
1,703.2 |
| PP |
1,694.4 |
1,694.4 |
1,694.4 |
1,690.1 |
| S1 |
1,659.9 |
1,659.9 |
1,672.5 |
1,651.2 |
| S2 |
1,642.4 |
1,642.4 |
1,667.8 |
|
| S3 |
1,590.4 |
1,607.9 |
1,663.0 |
|
| S4 |
1,538.4 |
1,555.9 |
1,648.7 |
|
|
| 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 |
1,674.7 |
54.3 |
3.2% |
18.4 |
1.1% |
20% |
False |
True |
7,449 |
| 10 |
1,732.4 |
1,674.7 |
57.7 |
3.4% |
17.4 |
1.0% |
19% |
False |
True |
8,332 |
| 20 |
1,783.5 |
1,674.7 |
108.8 |
6.5% |
17.0 |
1.0% |
10% |
False |
True |
6,010 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.4% |
18.5 |
1.1% |
9% |
False |
True |
4,849 |
| 60 |
1,800.0 |
1,598.0 |
202.0 |
12.0% |
18.1 |
1.1% |
43% |
False |
False |
3,656 |
| 80 |
1,800.0 |
1,569.9 |
230.1 |
13.7% |
17.0 |
1.0% |
50% |
False |
False |
2,992 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.5% |
17.6 |
1.0% |
53% |
False |
False |
2,536 |
| 120 |
1,800.0 |
1,540.0 |
260.0 |
15.4% |
18.6 |
1.1% |
56% |
False |
False |
2,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,745.6 |
|
2.618 |
1,723.5 |
|
1.618 |
1,710.0 |
|
1.000 |
1,701.7 |
|
0.618 |
1,696.5 |
|
HIGH |
1,688.2 |
|
0.618 |
1,683.0 |
|
0.500 |
1,681.5 |
|
0.382 |
1,679.9 |
|
LOW |
1,674.7 |
|
0.618 |
1,666.4 |
|
1.000 |
1,661.2 |
|
1.618 |
1,652.9 |
|
2.618 |
1,639.4 |
|
4.250 |
1,617.3 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,684.1 |
1,701.9 |
| PP |
1,682.8 |
1,696.4 |
| S1 |
1,681.5 |
1,690.9 |
|