| 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 |
7,356.5 |
7,416.5 |
60.0 |
0.8% |
7,227.0 |
| High |
7,420.0 |
7,440.0 |
20.0 |
0.3% |
7,392.5 |
| Low |
7,320.0 |
7,223.5 |
-96.5 |
-1.3% |
7,172.5 |
| Close |
7,375.5 |
7,231.0 |
-144.5 |
-2.0% |
7,360.5 |
| Range |
100.0 |
216.5 |
116.5 |
116.5% |
220.0 |
| ATR |
94.4 |
103.1 |
8.7 |
9.2% |
0.0 |
| Volume |
99,091 |
141,244 |
42,153 |
42.5% |
515,465 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,947.7 |
7,805.8 |
7,350.1 |
|
| R3 |
7,731.2 |
7,589.3 |
7,290.5 |
|
| R2 |
7,514.7 |
7,514.7 |
7,270.7 |
|
| R1 |
7,372.8 |
7,372.8 |
7,250.8 |
7,335.5 |
| PP |
7,298.2 |
7,298.2 |
7,298.2 |
7,279.5 |
| S1 |
7,156.3 |
7,156.3 |
7,211.2 |
7,119.0 |
| S2 |
7,081.7 |
7,081.7 |
7,191.3 |
|
| S3 |
6,865.2 |
6,939.8 |
7,171.5 |
|
| S4 |
6,648.7 |
6,723.3 |
7,111.9 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,968.5 |
7,884.5 |
7,481.5 |
|
| R3 |
7,748.5 |
7,664.5 |
7,421.0 |
|
| R2 |
7,528.5 |
7,528.5 |
7,400.8 |
|
| R1 |
7,444.5 |
7,444.5 |
7,380.7 |
7,486.5 |
| PP |
7,308.5 |
7,308.5 |
7,308.5 |
7,329.5 |
| S1 |
7,224.5 |
7,224.5 |
7,340.3 |
7,266.5 |
| S2 |
7,088.5 |
7,088.5 |
7,320.2 |
|
| S3 |
6,868.5 |
7,004.5 |
7,300.0 |
|
| S4 |
6,648.5 |
6,784.5 |
7,239.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,440.0 |
7,223.5 |
216.5 |
3.0% |
111.3 |
1.5% |
3% |
True |
True |
112,723 |
| 10 |
7,440.0 |
7,145.5 |
294.5 |
4.1% |
99.5 |
1.4% |
29% |
True |
False |
104,346 |
| 20 |
7,449.5 |
7,120.0 |
329.5 |
4.6% |
97.0 |
1.3% |
34% |
False |
False |
114,268 |
| 40 |
7,483.5 |
7,120.0 |
363.5 |
5.0% |
93.5 |
1.3% |
31% |
False |
False |
108,406 |
| 60 |
7,483.5 |
6,875.0 |
608.5 |
8.4% |
93.0 |
1.3% |
59% |
False |
False |
73,645 |
| 80 |
7,483.5 |
6,320.0 |
1,163.5 |
16.1% |
103.6 |
1.4% |
78% |
False |
False |
55,360 |
| 100 |
7,483.5 |
6,112.5 |
1,371.0 |
19.0% |
103.6 |
1.4% |
82% |
False |
False |
44,384 |
| 120 |
7,483.5 |
5,924.0 |
1,559.5 |
21.6% |
106.9 |
1.5% |
84% |
False |
False |
37,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,360.1 |
|
2.618 |
8,006.8 |
|
1.618 |
7,790.3 |
|
1.000 |
7,656.5 |
|
0.618 |
7,573.8 |
|
HIGH |
7,440.0 |
|
0.618 |
7,357.3 |
|
0.500 |
7,331.8 |
|
0.382 |
7,306.2 |
|
LOW |
7,223.5 |
|
0.618 |
7,089.7 |
|
1.000 |
7,007.0 |
|
1.618 |
6,873.2 |
|
2.618 |
6,656.7 |
|
4.250 |
6,303.4 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
7,331.8 |
7,331.8 |
| PP |
7,298.2 |
7,298.2 |
| S1 |
7,264.6 |
7,264.6 |
|