| 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 |
1,690.6 |
1,711.8 |
21.2 |
1.3% |
1,719.2 |
| High |
1,722.4 |
1,733.8 |
11.4 |
0.7% |
1,731.3 |
| Low |
1,690.2 |
1,707.6 |
17.4 |
1.0% |
1,679.3 |
| Close |
1,719.2 |
1,718.3 |
-0.9 |
-0.1% |
1,679.3 |
| Range |
32.2 |
26.2 |
-6.0 |
-18.6% |
52.0 |
| ATR |
17.6 |
18.3 |
0.6 |
3.5% |
0.0 |
| Volume |
1,060 |
2,479 |
1,419 |
133.9% |
3,276 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,798.5 |
1,784.6 |
1,732.7 |
|
| R3 |
1,772.3 |
1,758.4 |
1,725.5 |
|
| R2 |
1,746.1 |
1,746.1 |
1,723.1 |
|
| R1 |
1,732.2 |
1,732.2 |
1,720.7 |
1,739.2 |
| PP |
1,719.9 |
1,719.9 |
1,719.9 |
1,723.4 |
| S1 |
1,706.0 |
1,706.0 |
1,715.9 |
1,713.0 |
| S2 |
1,693.7 |
1,693.7 |
1,713.5 |
|
| S3 |
1,667.5 |
1,679.8 |
1,711.1 |
|
| S4 |
1,641.3 |
1,653.6 |
1,703.9 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,852.6 |
1,818.0 |
1,707.9 |
|
| R3 |
1,800.6 |
1,766.0 |
1,693.6 |
|
| R2 |
1,748.6 |
1,748.6 |
1,688.8 |
|
| R1 |
1,714.0 |
1,714.0 |
1,684.1 |
1,705.3 |
| PP |
1,696.6 |
1,696.6 |
1,696.6 |
1,692.3 |
| S1 |
1,662.0 |
1,662.0 |
1,674.5 |
1,653.3 |
| S2 |
1,644.6 |
1,644.6 |
1,669.8 |
|
| S3 |
1,592.6 |
1,610.0 |
1,665.0 |
|
| S4 |
1,540.6 |
1,558.0 |
1,650.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,733.8 |
1,678.0 |
55.8 |
3.2% |
24.6 |
1.4% |
72% |
True |
False |
1,386 |
| 10 |
1,733.8 |
1,678.0 |
55.8 |
3.2% |
17.5 |
1.0% |
72% |
True |
False |
1,094 |
| 20 |
1,779.3 |
1,678.0 |
101.3 |
5.9% |
16.5 |
1.0% |
40% |
False |
False |
962 |
| 40 |
1,801.8 |
1,678.0 |
123.8 |
7.2% |
16.7 |
1.0% |
33% |
False |
False |
1,071 |
| 60 |
1,801.8 |
1,598.8 |
203.0 |
11.8% |
16.1 |
0.9% |
59% |
False |
False |
862 |
| 80 |
1,801.8 |
1,579.4 |
222.4 |
12.9% |
14.1 |
0.8% |
62% |
False |
False |
780 |
| 100 |
1,801.8 |
1,558.6 |
243.2 |
14.2% |
13.4 |
0.8% |
66% |
False |
False |
727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,845.2 |
|
2.618 |
1,802.4 |
|
1.618 |
1,776.2 |
|
1.000 |
1,760.0 |
|
0.618 |
1,750.0 |
|
HIGH |
1,733.8 |
|
0.618 |
1,723.8 |
|
0.500 |
1,720.7 |
|
0.382 |
1,717.6 |
|
LOW |
1,707.6 |
|
0.618 |
1,691.4 |
|
1.000 |
1,681.4 |
|
1.618 |
1,665.2 |
|
2.618 |
1,639.0 |
|
4.250 |
1,596.3 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,720.7 |
1,714.2 |
| PP |
1,719.9 |
1,710.0 |
| S1 |
1,719.1 |
1,705.9 |
|