| 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 |
2,509.0 |
2,493.0 |
-16.0 |
-0.6% |
2,529.0 |
| High |
2,527.0 |
2,529.0 |
2.0 |
0.1% |
2,543.0 |
| Low |
2,487.0 |
2,491.0 |
4.0 |
0.2% |
2,447.0 |
| Close |
2,496.0 |
2,522.0 |
26.0 |
1.0% |
2,483.0 |
| Range |
40.0 |
38.0 |
-2.0 |
-5.0% |
96.0 |
| ATR |
39.0 |
39.0 |
-0.1 |
-0.2% |
0.0 |
| Volume |
63,609 |
3,062 |
-60,547 |
-95.2% |
21,878 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.0 |
2,613.0 |
2,542.9 |
|
| R3 |
2,590.0 |
2,575.0 |
2,532.5 |
|
| R2 |
2,552.0 |
2,552.0 |
2,529.0 |
|
| R1 |
2,537.0 |
2,537.0 |
2,525.5 |
2,544.5 |
| PP |
2,514.0 |
2,514.0 |
2,514.0 |
2,517.8 |
| S1 |
2,499.0 |
2,499.0 |
2,518.5 |
2,506.5 |
| S2 |
2,476.0 |
2,476.0 |
2,515.0 |
|
| S3 |
2,438.0 |
2,461.0 |
2,511.6 |
|
| S4 |
2,400.0 |
2,423.0 |
2,501.1 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.0 |
2,727.0 |
2,535.8 |
|
| R3 |
2,683.0 |
2,631.0 |
2,509.4 |
|
| R2 |
2,587.0 |
2,587.0 |
2,500.6 |
|
| R1 |
2,535.0 |
2,535.0 |
2,491.8 |
2,513.0 |
| PP |
2,491.0 |
2,491.0 |
2,491.0 |
2,480.0 |
| S1 |
2,439.0 |
2,439.0 |
2,474.2 |
2,417.0 |
| S2 |
2,395.0 |
2,395.0 |
2,465.4 |
|
| S3 |
2,299.0 |
2,343.0 |
2,456.6 |
|
| S4 |
2,203.0 |
2,247.0 |
2,430.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,529.0 |
2,447.0 |
82.0 |
3.3% |
36.8 |
1.5% |
91% |
True |
False |
17,431 |
| 10 |
2,554.0 |
2,447.0 |
107.0 |
4.2% |
38.0 |
1.5% |
70% |
False |
False |
9,897 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
36.1 |
1.4% |
68% |
False |
False |
5,181 |
| 40 |
2,586.0 |
2,425.0 |
161.0 |
6.4% |
35.5 |
1.4% |
60% |
False |
False |
6,814 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
33.3 |
1.3% |
69% |
False |
False |
4,739 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.6% |
34.1 |
1.4% |
86% |
False |
False |
3,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.5 |
|
2.618 |
2,628.5 |
|
1.618 |
2,590.5 |
|
1.000 |
2,567.0 |
|
0.618 |
2,552.5 |
|
HIGH |
2,529.0 |
|
0.618 |
2,514.5 |
|
0.500 |
2,510.0 |
|
0.382 |
2,505.5 |
|
LOW |
2,491.0 |
|
0.618 |
2,467.5 |
|
1.000 |
2,453.0 |
|
1.618 |
2,429.5 |
|
2.618 |
2,391.5 |
|
4.250 |
2,329.5 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.0 |
2,514.7 |
| PP |
2,514.0 |
2,507.3 |
| S1 |
2,510.0 |
2,500.0 |
|