| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,716.7 |
1,719.9 |
3.2 |
0.2% |
1,714.6 |
| High |
1,735.0 |
1,737.2 |
2.2 |
0.1% |
1,729.0 |
| Low |
1,705.7 |
1,715.0 |
9.3 |
0.5% |
1,677.0 |
| Close |
1,716.2 |
1,728.3 |
12.1 |
0.7% |
1,677.3 |
| Range |
29.3 |
22.2 |
-7.1 |
-24.2% |
52.0 |
| ATR |
20.2 |
20.3 |
0.1 |
0.7% |
0.0 |
| Volume |
14,565 |
22,637 |
8,072 |
55.4% |
32,198 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,793.4 |
1,783.1 |
1,740.5 |
|
| R3 |
1,771.2 |
1,760.9 |
1,734.4 |
|
| R2 |
1,749.0 |
1,749.0 |
1,732.4 |
|
| R1 |
1,738.7 |
1,738.7 |
1,730.3 |
1,743.9 |
| PP |
1,726.8 |
1,726.8 |
1,726.8 |
1,729.4 |
| S1 |
1,716.5 |
1,716.5 |
1,726.3 |
1,721.7 |
| S2 |
1,704.6 |
1,704.6 |
1,724.2 |
|
| S3 |
1,682.4 |
1,694.3 |
1,722.2 |
|
| S4 |
1,660.2 |
1,672.1 |
1,716.1 |
|
|
| 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 |
1,737.2 |
1,674.7 |
62.5 |
3.6% |
28.6 |
1.7% |
86% |
True |
False |
13,342 |
| 10 |
1,737.2 |
1,674.7 |
62.5 |
3.6% |
20.8 |
1.2% |
86% |
True |
False |
11,412 |
| 20 |
1,776.2 |
1,674.7 |
101.5 |
5.9% |
19.3 |
1.1% |
53% |
False |
False |
7,741 |
| 40 |
1,800.0 |
1,674.7 |
125.3 |
7.2% |
18.4 |
1.1% |
43% |
False |
False |
5,643 |
| 60 |
1,800.0 |
1,607.7 |
192.3 |
11.1% |
18.8 |
1.1% |
63% |
False |
False |
4,299 |
| 80 |
1,800.0 |
1,569.9 |
230.1 |
13.3% |
17.7 |
1.0% |
69% |
False |
False |
3,502 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.1% |
18.2 |
1.1% |
71% |
False |
False |
2,941 |
| 120 |
1,800.0 |
1,540.0 |
260.0 |
15.0% |
18.8 |
1.1% |
72% |
False |
False |
2,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,831.6 |
|
2.618 |
1,795.3 |
|
1.618 |
1,773.1 |
|
1.000 |
1,759.4 |
|
0.618 |
1,750.9 |
|
HIGH |
1,737.2 |
|
0.618 |
1,728.7 |
|
0.500 |
1,726.1 |
|
0.382 |
1,723.5 |
|
LOW |
1,715.0 |
|
0.618 |
1,701.3 |
|
1.000 |
1,692.8 |
|
1.618 |
1,679.1 |
|
2.618 |
1,656.9 |
|
4.250 |
1,620.7 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,727.6 |
1,722.8 |
| PP |
1,726.8 |
1,717.2 |
| S1 |
1,726.1 |
1,711.7 |
|