| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,510.0 |
2,532.0 |
22.0 |
0.9% |
2,483.0 |
| High |
2,536.0 |
2,548.0 |
12.0 |
0.5% |
2,543.0 |
| Low |
2,509.0 |
2,467.0 |
-42.0 |
-1.7% |
2,456.0 |
| Close |
2,522.0 |
2,467.0 |
-55.0 |
-2.2% |
2,533.0 |
| Range |
27.0 |
81.0 |
54.0 |
200.0% |
87.0 |
| ATR |
37.2 |
40.4 |
3.1 |
8.4% |
0.0 |
| Volume |
24 |
619 |
595 |
2,479.2% |
77,093 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.0 |
2,683.0 |
2,511.6 |
|
| R3 |
2,656.0 |
2,602.0 |
2,489.3 |
|
| R2 |
2,575.0 |
2,575.0 |
2,481.9 |
|
| R1 |
2,521.0 |
2,521.0 |
2,474.4 |
2,507.5 |
| PP |
2,494.0 |
2,494.0 |
2,494.0 |
2,487.3 |
| S1 |
2,440.0 |
2,440.0 |
2,459.6 |
2,426.5 |
| S2 |
2,413.0 |
2,413.0 |
2,452.2 |
|
| S3 |
2,332.0 |
2,359.0 |
2,444.7 |
|
| S4 |
2,251.0 |
2,278.0 |
2,422.5 |
|
|
| 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 |
2,548.0 |
2,467.0 |
81.0 |
3.3% |
38.8 |
1.6% |
0% |
True |
True |
757 |
| 10 |
2,548.0 |
2,447.0 |
101.0 |
4.1% |
37.0 |
1.5% |
20% |
True |
False |
9,446 |
| 20 |
2,568.0 |
2,425.0 |
143.0 |
5.8% |
37.5 |
1.5% |
29% |
False |
False |
5,198 |
| 40 |
2,586.0 |
2,425.0 |
161.0 |
6.5% |
35.7 |
1.4% |
26% |
False |
False |
6,316 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
34.5 |
1.4% |
43% |
False |
False |
4,747 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
35.3 |
1.4% |
75% |
False |
False |
3,604 |
| 100 |
2,586.0 |
2,101.0 |
485.0 |
19.7% |
32.5 |
1.3% |
75% |
False |
False |
2,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.3 |
|
2.618 |
2,760.1 |
|
1.618 |
2,679.1 |
|
1.000 |
2,629.0 |
|
0.618 |
2,598.1 |
|
HIGH |
2,548.0 |
|
0.618 |
2,517.1 |
|
0.500 |
2,507.5 |
|
0.382 |
2,497.9 |
|
LOW |
2,467.0 |
|
0.618 |
2,416.9 |
|
1.000 |
2,386.0 |
|
1.618 |
2,335.9 |
|
2.618 |
2,254.9 |
|
4.250 |
2,122.8 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,507.5 |
2,507.5 |
| PP |
2,494.0 |
2,494.0 |
| S1 |
2,480.5 |
2,480.5 |
|