| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,493.0 |
2,525.0 |
32.0 |
1.3% |
2,483.0 |
| High |
2,529.0 |
2,543.0 |
14.0 |
0.6% |
2,543.0 |
| Low |
2,491.0 |
2,514.0 |
23.0 |
0.9% |
2,456.0 |
| Close |
2,522.0 |
2,533.0 |
11.0 |
0.4% |
2,533.0 |
| Range |
38.0 |
29.0 |
-9.0 |
-23.7% |
87.0 |
| ATR |
39.0 |
38.3 |
-0.7 |
-1.8% |
0.0 |
| Volume |
3,062 |
53 |
-3,009 |
-98.3% |
77,093 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.0 |
2,604.0 |
2,549.0 |
|
| R3 |
2,588.0 |
2,575.0 |
2,541.0 |
|
| R2 |
2,559.0 |
2,559.0 |
2,538.3 |
|
| R1 |
2,546.0 |
2,546.0 |
2,535.7 |
2,552.5 |
| PP |
2,530.0 |
2,530.0 |
2,530.0 |
2,533.3 |
| S1 |
2,517.0 |
2,517.0 |
2,530.3 |
2,523.5 |
| S2 |
2,501.0 |
2,501.0 |
2,527.7 |
|
| S3 |
2,472.0 |
2,488.0 |
2,525.0 |
|
| S4 |
2,443.0 |
2,459.0 |
2,517.1 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.7 |
2,739.3 |
2,580.9 |
|
| R3 |
2,684.7 |
2,652.3 |
2,556.9 |
|
| R2 |
2,597.7 |
2,597.7 |
2,549.0 |
|
| R1 |
2,565.3 |
2,565.3 |
2,541.0 |
2,581.5 |
| PP |
2,510.7 |
2,510.7 |
2,510.7 |
2,518.8 |
| S1 |
2,478.3 |
2,478.3 |
2,525.0 |
2,494.5 |
| S2 |
2,423.7 |
2,423.7 |
2,517.1 |
|
| S3 |
2,336.7 |
2,391.3 |
2,509.1 |
|
| S4 |
2,249.7 |
2,304.3 |
2,485.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,543.0 |
2,456.0 |
87.0 |
3.4% |
34.2 |
1.4% |
89% |
True |
False |
15,418 |
| 10 |
2,543.0 |
2,447.0 |
96.0 |
3.8% |
36.9 |
1.5% |
90% |
True |
False |
9,897 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.6% |
35.6 |
1.4% |
76% |
False |
False |
5,176 |
| 40 |
2,586.0 |
2,425.0 |
161.0 |
6.4% |
35.5 |
1.4% |
67% |
False |
False |
6,616 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
33.4 |
1.3% |
74% |
False |
False |
4,738 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.5% |
34.1 |
1.3% |
89% |
False |
False |
3,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,666.3 |
|
2.618 |
2,618.9 |
|
1.618 |
2,589.9 |
|
1.000 |
2,572.0 |
|
0.618 |
2,560.9 |
|
HIGH |
2,543.0 |
|
0.618 |
2,531.9 |
|
0.500 |
2,528.5 |
|
0.382 |
2,525.1 |
|
LOW |
2,514.0 |
|
0.618 |
2,496.1 |
|
1.000 |
2,485.0 |
|
1.618 |
2,467.1 |
|
2.618 |
2,438.1 |
|
4.250 |
2,390.8 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,531.5 |
2,527.0 |
| PP |
2,530.0 |
2,521.0 |
| S1 |
2,528.5 |
2,515.0 |
|