| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,532.0 |
2,487.0 |
-45.0 |
-1.8% |
2,483.0 |
| High |
2,548.0 |
2,490.0 |
-58.0 |
-2.3% |
2,543.0 |
| Low |
2,467.0 |
2,460.0 |
-7.0 |
-0.3% |
2,456.0 |
| Close |
2,467.0 |
2,473.0 |
6.0 |
0.2% |
2,533.0 |
| Range |
81.0 |
30.0 |
-51.0 |
-63.0% |
87.0 |
| ATR |
40.4 |
39.6 |
-0.7 |
-1.8% |
0.0 |
| Volume |
619 |
889 |
270 |
43.6% |
77,093 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,564.3 |
2,548.7 |
2,489.5 |
|
| R3 |
2,534.3 |
2,518.7 |
2,481.3 |
|
| R2 |
2,504.3 |
2,504.3 |
2,478.5 |
|
| R1 |
2,488.7 |
2,488.7 |
2,475.8 |
2,481.5 |
| PP |
2,474.3 |
2,474.3 |
2,474.3 |
2,470.8 |
| S1 |
2,458.7 |
2,458.7 |
2,470.3 |
2,451.5 |
| S2 |
2,444.3 |
2,444.3 |
2,467.5 |
|
| S3 |
2,414.3 |
2,428.7 |
2,464.8 |
|
| S4 |
2,384.3 |
2,398.7 |
2,456.5 |
|
|
| 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 |
2,460.0 |
88.0 |
3.6% |
37.2 |
1.5% |
15% |
False |
True |
322 |
| 10 |
2,548.0 |
2,447.0 |
101.0 |
4.1% |
37.0 |
1.5% |
26% |
False |
False |
8,877 |
| 20 |
2,568.0 |
2,447.0 |
121.0 |
4.9% |
36.3 |
1.5% |
21% |
False |
False |
5,236 |
| 40 |
2,586.0 |
2,425.0 |
161.0 |
6.5% |
35.2 |
1.4% |
30% |
False |
False |
6,205 |
| 60 |
2,586.0 |
2,379.0 |
207.0 |
8.4% |
35.0 |
1.4% |
45% |
False |
False |
4,761 |
| 80 |
2,586.0 |
2,117.0 |
469.0 |
19.0% |
35.5 |
1.4% |
76% |
False |
False |
3,615 |
| 100 |
2,586.0 |
2,101.0 |
485.0 |
19.6% |
32.8 |
1.3% |
77% |
False |
False |
2,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,617.5 |
|
2.618 |
2,568.5 |
|
1.618 |
2,538.5 |
|
1.000 |
2,520.0 |
|
0.618 |
2,508.5 |
|
HIGH |
2,490.0 |
|
0.618 |
2,478.5 |
|
0.500 |
2,475.0 |
|
0.382 |
2,471.5 |
|
LOW |
2,460.0 |
|
0.618 |
2,441.5 |
|
1.000 |
2,430.0 |
|
1.618 |
2,411.5 |
|
2.618 |
2,381.5 |
|
4.250 |
2,332.5 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.0 |
2,504.0 |
| PP |
2,474.3 |
2,493.7 |
| S1 |
2,473.7 |
2,483.3 |
|