| 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 |
2,525.0 |
2,519.0 |
-6.0 |
-0.2% |
2,483.0 |
| High |
2,543.0 |
2,519.0 |
-24.0 |
-0.9% |
2,543.0 |
| Low |
2,514.0 |
2,500.0 |
-14.0 |
-0.6% |
2,456.0 |
| Close |
2,533.0 |
2,507.0 |
-26.0 |
-1.0% |
2,533.0 |
| Range |
29.0 |
19.0 |
-10.0 |
-34.5% |
87.0 |
| ATR |
38.3 |
37.9 |
-0.4 |
-1.0% |
0.0 |
| Volume |
53 |
27 |
-26 |
-49.1% |
77,093 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.7 |
2,555.3 |
2,517.5 |
|
| R3 |
2,546.7 |
2,536.3 |
2,512.2 |
|
| R2 |
2,527.7 |
2,527.7 |
2,510.5 |
|
| R1 |
2,517.3 |
2,517.3 |
2,508.7 |
2,513.0 |
| PP |
2,508.7 |
2,508.7 |
2,508.7 |
2,506.5 |
| S1 |
2,498.3 |
2,498.3 |
2,505.3 |
2,494.0 |
| S2 |
2,489.7 |
2,489.7 |
2,503.5 |
|
| S3 |
2,470.7 |
2,479.3 |
2,501.8 |
|
| S4 |
2,451.7 |
2,460.3 |
2,496.6 |
|
|
| 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 |
2,471.0 |
72.0 |
2.9% |
32.6 |
1.3% |
50% |
False |
False |
13,376 |
| 10 |
2,543.0 |
2,447.0 |
96.0 |
3.8% |
36.0 |
1.4% |
63% |
False |
False |
9,893 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
35.6 |
1.4% |
57% |
False |
False |
5,174 |
| 40 |
2,586.0 |
2,425.0 |
161.0 |
6.4% |
35.3 |
1.4% |
51% |
False |
False |
6,502 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.3% |
33.3 |
1.3% |
62% |
False |
False |
4,737 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.7% |
34.2 |
1.4% |
83% |
False |
False |
3,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,599.8 |
|
2.618 |
2,568.7 |
|
1.618 |
2,549.7 |
|
1.000 |
2,538.0 |
|
0.618 |
2,530.7 |
|
HIGH |
2,519.0 |
|
0.618 |
2,511.7 |
|
0.500 |
2,509.5 |
|
0.382 |
2,507.3 |
|
LOW |
2,500.0 |
|
0.618 |
2,488.3 |
|
1.000 |
2,481.0 |
|
1.618 |
2,469.3 |
|
2.618 |
2,450.3 |
|
4.250 |
2,419.3 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,509.5 |
2,517.0 |
| PP |
2,508.7 |
2,513.7 |
| S1 |
2,507.8 |
2,510.3 |
|