| 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 |
2,640.50 |
2,661.25 |
20.75 |
0.8% |
2,654.50 |
| High |
2,673.50 |
2,691.75 |
18.25 |
0.7% |
2,694.00 |
| Low |
2,634.75 |
2,653.25 |
18.50 |
0.7% |
2,626.00 |
| Close |
2,662.25 |
2,675.75 |
13.50 |
0.5% |
2,641.00 |
| Range |
38.75 |
38.50 |
-0.25 |
-0.6% |
68.00 |
| ATR |
40.52 |
40.38 |
-0.14 |
-0.4% |
0.00 |
| Volume |
251,300 |
248,029 |
-3,271 |
-1.3% |
937,953 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.00 |
2,771.00 |
2,697.00 |
|
| R3 |
2,750.50 |
2,732.50 |
2,686.25 |
|
| R2 |
2,712.00 |
2,712.00 |
2,682.75 |
|
| R1 |
2,694.00 |
2,694.00 |
2,679.25 |
2,703.00 |
| PP |
2,673.50 |
2,673.50 |
2,673.50 |
2,678.00 |
| S1 |
2,655.50 |
2,655.50 |
2,672.25 |
2,664.50 |
| S2 |
2,635.00 |
2,635.00 |
2,668.75 |
|
| S3 |
2,596.50 |
2,617.00 |
2,665.25 |
|
| S4 |
2,558.00 |
2,578.50 |
2,654.50 |
|
|
| 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 |
2,627.25 |
66.75 |
2.5% |
47.25 |
1.8% |
73% |
False |
False |
279,941 |
| 10 |
2,694.00 |
2,604.50 |
89.50 |
3.3% |
42.75 |
1.6% |
80% |
False |
False |
233,038 |
| 20 |
2,778.75 |
2,604.50 |
174.25 |
6.5% |
40.50 |
1.5% |
41% |
False |
False |
251,659 |
| 40 |
2,871.75 |
2,604.50 |
267.25 |
10.0% |
37.25 |
1.4% |
27% |
False |
False |
233,992 |
| 60 |
2,871.75 |
2,604.50 |
267.25 |
10.0% |
34.00 |
1.3% |
27% |
False |
False |
156,651 |
| 80 |
2,871.75 |
2,513.25 |
358.50 |
13.4% |
32.75 |
1.2% |
45% |
False |
False |
117,495 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
13.7% |
31.50 |
1.2% |
46% |
False |
False |
93,998 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.0% |
27.75 |
1.0% |
54% |
False |
False |
78,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.50 |
|
2.618 |
2,792.50 |
|
1.618 |
2,754.00 |
|
1.000 |
2,730.25 |
|
0.618 |
2,715.50 |
|
HIGH |
2,691.75 |
|
0.618 |
2,677.00 |
|
0.500 |
2,672.50 |
|
0.382 |
2,668.00 |
|
LOW |
2,653.25 |
|
0.618 |
2,629.50 |
|
1.000 |
2,614.75 |
|
1.618 |
2,591.00 |
|
2.618 |
2,552.50 |
|
4.250 |
2,489.50 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,674.75 |
2,672.00 |
| PP |
2,673.50 |
2,668.25 |
| S1 |
2,672.50 |
2,664.50 |
|