| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
9,020 |
9,030 |
10 |
0.1% |
8,990 |
| High |
9,055 |
9,080 |
25 |
0.3% |
9,115 |
| Low |
8,985 |
8,975 |
-10 |
-0.1% |
8,830 |
| Close |
9,030 |
9,065 |
35 |
0.4% |
9,020 |
| Range |
70 |
105 |
35 |
50.0% |
285 |
| ATR |
142 |
140 |
-3 |
-1.9% |
0 |
| Volume |
2,540 |
2,429 |
-111 |
-4.4% |
16,920 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,355 |
9,315 |
9,123 |
|
| R3 |
9,250 |
9,210 |
9,094 |
|
| R2 |
9,145 |
9,145 |
9,084 |
|
| R1 |
9,105 |
9,105 |
9,075 |
9,125 |
| PP |
9,040 |
9,040 |
9,040 |
9,050 |
| S1 |
9,000 |
9,000 |
9,056 |
9,020 |
| S2 |
8,935 |
8,935 |
9,046 |
|
| S3 |
8,830 |
8,895 |
9,036 |
|
| S4 |
8,725 |
8,790 |
9,007 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,843 |
9,717 |
9,177 |
|
| R3 |
9,558 |
9,432 |
9,099 |
|
| R2 |
9,273 |
9,273 |
9,072 |
|
| R1 |
9,147 |
9,147 |
9,046 |
9,210 |
| PP |
8,988 |
8,988 |
8,988 |
9,020 |
| S1 |
8,862 |
8,862 |
8,994 |
8,925 |
| S2 |
8,703 |
8,703 |
8,968 |
|
| S3 |
8,418 |
8,577 |
8,942 |
|
| S4 |
8,133 |
8,292 |
8,863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,115 |
8,840 |
275 |
3.0% |
122 |
1.3% |
82% |
False |
False |
3,863 |
| 10 |
9,135 |
8,830 |
305 |
3.4% |
142 |
1.6% |
77% |
False |
False |
4,138 |
| 20 |
9,135 |
8,505 |
630 |
6.9% |
148 |
1.6% |
89% |
False |
False |
5,075 |
| 40 |
9,235 |
8,505 |
730 |
8.1% |
142 |
1.6% |
77% |
False |
False |
4,758 |
| 60 |
9,245 |
8,505 |
740 |
8.2% |
119 |
1.3% |
76% |
False |
False |
3,669 |
| 80 |
9,245 |
8,365 |
880 |
9.7% |
91 |
1.0% |
80% |
False |
False |
2,753 |
| 100 |
9,245 |
8,365 |
880 |
9.7% |
74 |
0.8% |
80% |
False |
False |
2,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,526 |
|
2.618 |
9,355 |
|
1.618 |
9,250 |
|
1.000 |
9,185 |
|
0.618 |
9,145 |
|
HIGH |
9,080 |
|
0.618 |
9,040 |
|
0.500 |
9,028 |
|
0.382 |
9,015 |
|
LOW |
8,975 |
|
0.618 |
8,910 |
|
1.000 |
8,870 |
|
1.618 |
8,805 |
|
2.618 |
8,700 |
|
4.250 |
8,529 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,053 |
9,058 |
| PP |
9,040 |
9,052 |
| S1 |
9,028 |
9,045 |
|