| 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 |
2,634.25 |
2,686.00 |
51.75 |
2.0% |
2,654.50 |
| High |
2,688.75 |
2,694.00 |
5.25 |
0.2% |
2,694.00 |
| Low |
2,627.25 |
2,641.00 |
13.75 |
0.5% |
2,626.00 |
| Close |
2,684.75 |
2,641.00 |
-43.75 |
-1.6% |
2,641.00 |
| Range |
61.50 |
53.00 |
-8.50 |
-13.8% |
68.00 |
| ATR |
39.71 |
40.66 |
0.95 |
2.4% |
0.00 |
| Volume |
285,578 |
287,864 |
2,286 |
0.8% |
937,953 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.75 |
2,782.25 |
2,670.25 |
|
| R3 |
2,764.75 |
2,729.25 |
2,655.50 |
|
| R2 |
2,711.75 |
2,711.75 |
2,650.75 |
|
| R1 |
2,676.25 |
2,676.25 |
2,645.75 |
2,667.50 |
| PP |
2,658.75 |
2,658.75 |
2,658.75 |
2,654.25 |
| S1 |
2,623.25 |
2,623.25 |
2,636.25 |
2,614.50 |
| S2 |
2,605.75 |
2,605.75 |
2,631.25 |
|
| S3 |
2,552.75 |
2,570.25 |
2,626.50 |
|
| S4 |
2,499.75 |
2,517.25 |
2,611.75 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.75 |
2,817.25 |
2,678.50 |
|
| R3 |
2,789.75 |
2,749.25 |
2,659.75 |
|
| R2 |
2,721.75 |
2,721.75 |
2,653.50 |
|
| R1 |
2,681.25 |
2,681.25 |
2,647.25 |
2,667.50 |
| PP |
2,653.75 |
2,653.75 |
2,653.75 |
2,646.75 |
| S1 |
2,613.25 |
2,613.25 |
2,634.75 |
2,599.50 |
| S2 |
2,585.75 |
2,585.75 |
2,628.50 |
|
| S3 |
2,517.75 |
2,545.25 |
2,622.25 |
|
| S4 |
2,449.75 |
2,477.25 |
2,603.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,694.00 |
2,626.00 |
68.00 |
2.6% |
43.50 |
1.6% |
22% |
True |
False |
187,590 |
| 10 |
2,695.25 |
2,604.50 |
90.75 |
3.4% |
43.00 |
1.6% |
40% |
False |
False |
246,610 |
| 20 |
2,808.00 |
2,604.50 |
203.50 |
7.7% |
41.25 |
1.6% |
18% |
False |
False |
252,941 |
| 40 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
37.00 |
1.4% |
14% |
False |
False |
222,089 |
| 60 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
33.25 |
1.3% |
14% |
False |
False |
148,329 |
| 80 |
2,871.75 |
2,513.25 |
358.50 |
13.6% |
32.50 |
1.2% |
36% |
False |
False |
111,253 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
13.8% |
30.75 |
1.2% |
37% |
False |
False |
89,004 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.3% |
27.50 |
1.0% |
46% |
False |
False |
74,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.25 |
|
2.618 |
2,832.75 |
|
1.618 |
2,779.75 |
|
1.000 |
2,747.00 |
|
0.618 |
2,726.75 |
|
HIGH |
2,694.00 |
|
0.618 |
2,673.75 |
|
0.500 |
2,667.50 |
|
0.382 |
2,661.25 |
|
LOW |
2,641.00 |
|
0.618 |
2,608.25 |
|
1.000 |
2,588.00 |
|
1.618 |
2,555.25 |
|
2.618 |
2,502.25 |
|
4.250 |
2,415.75 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,667.50 |
2,660.50 |
| PP |
2,658.75 |
2,654.00 |
| S1 |
2,649.75 |
2,647.50 |
|