| 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 |
2,536.0 |
2,524.0 |
-12.0 |
-0.5% |
2,488.0 |
| High |
2,555.0 |
2,529.0 |
-26.0 |
-1.0% |
2,555.0 |
| Low |
2,519.0 |
2,508.0 |
-11.0 |
-0.4% |
2,464.0 |
| Close |
2,541.0 |
2,516.0 |
-25.0 |
-1.0% |
2,541.0 |
| Range |
36.0 |
21.0 |
-15.0 |
-41.7% |
91.0 |
| ATR |
43.2 |
42.5 |
-0.7 |
-1.7% |
0.0 |
| Volume |
918,906 |
670,129 |
-248,777 |
-27.1% |
4,050,693 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,580.7 |
2,569.3 |
2,527.6 |
|
| R3 |
2,559.7 |
2,548.3 |
2,521.8 |
|
| R2 |
2,538.7 |
2,538.7 |
2,519.9 |
|
| R1 |
2,527.3 |
2,527.3 |
2,517.9 |
2,522.5 |
| PP |
2,517.7 |
2,517.7 |
2,517.7 |
2,515.3 |
| S1 |
2,506.3 |
2,506.3 |
2,514.1 |
2,501.5 |
| S2 |
2,496.7 |
2,496.7 |
2,512.2 |
|
| S3 |
2,475.7 |
2,485.3 |
2,510.2 |
|
| S4 |
2,454.7 |
2,464.3 |
2,504.5 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.0 |
2,758.0 |
2,591.1 |
|
| R3 |
2,702.0 |
2,667.0 |
2,566.0 |
|
| R2 |
2,611.0 |
2,611.0 |
2,557.7 |
|
| R1 |
2,576.0 |
2,576.0 |
2,549.3 |
2,593.5 |
| PP |
2,520.0 |
2,520.0 |
2,520.0 |
2,528.8 |
| S1 |
2,485.0 |
2,485.0 |
2,532.7 |
2,502.5 |
| S2 |
2,429.0 |
2,429.0 |
2,524.3 |
|
| S3 |
2,338.0 |
2,394.0 |
2,516.0 |
|
| S4 |
2,247.0 |
2,303.0 |
2,491.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,555.0 |
2,471.0 |
84.0 |
3.3% |
39.6 |
1.6% |
54% |
False |
False |
845,106 |
| 10 |
2,555.0 |
2,451.0 |
104.0 |
4.1% |
42.1 |
1.7% |
63% |
False |
False |
817,984 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.8% |
41.1 |
1.6% |
57% |
False |
False |
924,671 |
| 40 |
2,594.0 |
2,433.0 |
161.0 |
6.4% |
40.0 |
1.6% |
52% |
False |
False |
892,647 |
| 60 |
2,594.0 |
2,385.0 |
209.0 |
8.3% |
38.6 |
1.5% |
63% |
False |
False |
601,436 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.0% |
42.1 |
1.7% |
84% |
False |
False |
452,794 |
| 100 |
2,594.0 |
2,100.0 |
494.0 |
19.6% |
42.3 |
1.7% |
84% |
False |
False |
363,829 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.0% |
42.1 |
1.7% |
87% |
False |
False |
304,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.3 |
|
2.618 |
2,584.0 |
|
1.618 |
2,563.0 |
|
1.000 |
2,550.0 |
|
0.618 |
2,542.0 |
|
HIGH |
2,529.0 |
|
0.618 |
2,521.0 |
|
0.500 |
2,518.5 |
|
0.382 |
2,516.0 |
|
LOW |
2,508.0 |
|
0.618 |
2,495.0 |
|
1.000 |
2,487.0 |
|
1.618 |
2,474.0 |
|
2.618 |
2,453.0 |
|
4.250 |
2,418.8 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.5 |
2,522.5 |
| PP |
2,517.7 |
2,520.3 |
| S1 |
2,516.8 |
2,518.2 |
|