| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,519.0 |
2,510.0 |
-9.0 |
-0.4% |
2,483.0 |
| High |
2,519.0 |
2,536.0 |
17.0 |
0.7% |
2,543.0 |
| Low |
2,500.0 |
2,509.0 |
9.0 |
0.4% |
2,456.0 |
| Close |
2,507.0 |
2,522.0 |
15.0 |
0.6% |
2,533.0 |
| Range |
19.0 |
27.0 |
8.0 |
42.1% |
87.0 |
| ATR |
37.9 |
37.2 |
-0.6 |
-1.7% |
0.0 |
| Volume |
27 |
24 |
-3 |
-11.1% |
77,093 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,603.3 |
2,589.7 |
2,536.9 |
|
| R3 |
2,576.3 |
2,562.7 |
2,529.4 |
|
| R2 |
2,549.3 |
2,549.3 |
2,527.0 |
|
| R1 |
2,535.7 |
2,535.7 |
2,524.5 |
2,542.5 |
| PP |
2,522.3 |
2,522.3 |
2,522.3 |
2,525.8 |
| S1 |
2,508.7 |
2,508.7 |
2,519.5 |
2,515.5 |
| S2 |
2,495.3 |
2,495.3 |
2,517.1 |
|
| S3 |
2,468.3 |
2,481.7 |
2,514.6 |
|
| S4 |
2,441.3 |
2,454.7 |
2,507.2 |
|
|
| 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 |
2,487.0 |
56.0 |
2.2% |
30.6 |
1.2% |
63% |
False |
False |
13,355 |
| 10 |
2,543.0 |
2,447.0 |
96.0 |
3.8% |
32.3 |
1.3% |
78% |
False |
False |
9,889 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.7% |
34.8 |
1.4% |
68% |
False |
False |
5,171 |
| 40 |
2,586.0 |
2,425.0 |
161.0 |
6.4% |
34.7 |
1.4% |
60% |
False |
False |
6,452 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.2% |
33.5 |
1.3% |
69% |
False |
False |
4,737 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
18.6% |
34.3 |
1.4% |
86% |
False |
False |
3,596 |
| 100 |
2,586.0 |
2,101.0 |
485.0 |
19.2% |
31.8 |
1.3% |
87% |
False |
False |
2,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.8 |
|
2.618 |
2,606.7 |
|
1.618 |
2,579.7 |
|
1.000 |
2,563.0 |
|
0.618 |
2,552.7 |
|
HIGH |
2,536.0 |
|
0.618 |
2,525.7 |
|
0.500 |
2,522.5 |
|
0.382 |
2,519.3 |
|
LOW |
2,509.0 |
|
0.618 |
2,492.3 |
|
1.000 |
2,482.0 |
|
1.618 |
2,465.3 |
|
2.618 |
2,438.3 |
|
4.250 |
2,394.3 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,522.5 |
2,521.8 |
| PP |
2,522.3 |
2,521.7 |
| S1 |
2,522.2 |
2,521.5 |
|