| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4,495.0 |
4,473.0 |
-22.0 |
-0.5% |
4,482.0 |
| High |
4,496.0 |
4,476.0 |
-20.0 |
-0.4% |
4,520.0 |
| Low |
4,434.0 |
4,442.0 |
8.0 |
0.2% |
4,434.0 |
| Close |
4,436.0 |
4,445.0 |
9.0 |
0.2% |
4,445.0 |
| Range |
62.0 |
34.0 |
-28.0 |
-45.2% |
86.0 |
| ATR |
38.4 |
38.5 |
0.1 |
0.3% |
0.0 |
| Volume |
38,633 |
21,953 |
-16,680 |
-43.2% |
130,931 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,556.3 |
4,534.7 |
4,463.7 |
|
| R3 |
4,522.3 |
4,500.7 |
4,454.4 |
|
| R2 |
4,488.3 |
4,488.3 |
4,451.2 |
|
| R1 |
4,466.7 |
4,466.7 |
4,448.1 |
4,460.5 |
| PP |
4,454.3 |
4,454.3 |
4,454.3 |
4,451.3 |
| S1 |
4,432.7 |
4,432.7 |
4,441.9 |
4,426.5 |
| S2 |
4,420.3 |
4,420.3 |
4,438.8 |
|
| S3 |
4,386.3 |
4,398.7 |
4,435.7 |
|
| S4 |
4,352.3 |
4,364.7 |
4,426.3 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,724.3 |
4,670.7 |
4,492.3 |
|
| R3 |
4,638.3 |
4,584.7 |
4,468.7 |
|
| R2 |
4,552.3 |
4,552.3 |
4,460.8 |
|
| R1 |
4,498.7 |
4,498.7 |
4,452.9 |
4,482.5 |
| PP |
4,466.3 |
4,466.3 |
4,466.3 |
4,458.3 |
| S1 |
4,412.7 |
4,412.7 |
4,437.1 |
4,396.5 |
| S2 |
4,380.3 |
4,380.3 |
4,429.2 |
|
| S3 |
4,294.3 |
4,326.7 |
4,421.4 |
|
| S4 |
4,208.3 |
4,240.7 |
4,397.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,520.0 |
4,434.0 |
86.0 |
1.9% |
37.2 |
0.8% |
13% |
False |
False |
26,186 |
| 10 |
4,560.0 |
4,434.0 |
126.0 |
2.8% |
36.1 |
0.8% |
9% |
False |
False |
23,451 |
| 20 |
4,580.0 |
4,434.0 |
146.0 |
3.3% |
32.1 |
0.7% |
8% |
False |
False |
22,571 |
| 40 |
4,580.0 |
4,321.0 |
259.0 |
5.8% |
30.6 |
0.7% |
48% |
False |
False |
24,941 |
| 60 |
4,580.0 |
4,235.0 |
345.0 |
7.8% |
25.3 |
0.6% |
61% |
False |
False |
16,679 |
| 80 |
4,580.0 |
4,031.0 |
549.0 |
12.4% |
20.2 |
0.5% |
75% |
False |
False |
12,534 |
| 100 |
4,580.0 |
3,982.0 |
598.0 |
13.5% |
16.7 |
0.4% |
77% |
False |
False |
10,039 |
| 120 |
4,580.0 |
3,950.0 |
630.0 |
14.2% |
14.7 |
0.3% |
79% |
False |
False |
8,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,620.5 |
|
2.618 |
4,565.0 |
|
1.618 |
4,531.0 |
|
1.000 |
4,510.0 |
|
0.618 |
4,497.0 |
|
HIGH |
4,476.0 |
|
0.618 |
4,463.0 |
|
0.500 |
4,459.0 |
|
0.382 |
4,455.0 |
|
LOW |
4,442.0 |
|
0.618 |
4,421.0 |
|
1.000 |
4,408.0 |
|
1.618 |
4,387.0 |
|
2.618 |
4,353.0 |
|
4.250 |
4,297.5 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,459.0 |
4,477.0 |
| PP |
4,454.3 |
4,466.3 |
| S1 |
4,449.7 |
4,455.7 |
|