| 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 |
2,661.25 |
2,676.75 |
15.50 |
0.6% |
2,654.50 |
| High |
2,691.75 |
2,688.00 |
-3.75 |
-0.1% |
2,694.00 |
| Low |
2,653.25 |
2,599.00 |
-54.25 |
-2.0% |
2,626.00 |
| Close |
2,675.75 |
2,610.00 |
-65.75 |
-2.5% |
2,641.00 |
| Range |
38.50 |
89.00 |
50.50 |
131.2% |
68.00 |
| ATR |
40.38 |
43.85 |
3.47 |
8.6% |
0.00 |
| Volume |
248,029 |
401,571 |
153,542 |
61.9% |
937,953 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.25 |
2,843.75 |
2,659.00 |
|
| R3 |
2,810.25 |
2,754.75 |
2,634.50 |
|
| R2 |
2,721.25 |
2,721.25 |
2,626.25 |
|
| R1 |
2,665.75 |
2,665.75 |
2,618.25 |
2,649.00 |
| PP |
2,632.25 |
2,632.25 |
2,632.25 |
2,624.00 |
| S1 |
2,576.75 |
2,576.75 |
2,601.75 |
2,560.00 |
| S2 |
2,543.25 |
2,543.25 |
2,593.75 |
|
| S3 |
2,454.25 |
2,487.75 |
2,585.50 |
|
| S4 |
2,365.25 |
2,398.75 |
2,561.00 |
|
|
| 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 |
2,599.00 |
95.00 |
3.6% |
56.25 |
2.2% |
12% |
False |
True |
294,868 |
| 10 |
2,694.00 |
2,599.00 |
95.00 |
3.6% |
48.25 |
1.8% |
12% |
False |
True |
247,035 |
| 20 |
2,778.75 |
2,599.00 |
179.75 |
6.9% |
43.75 |
1.7% |
6% |
False |
True |
258,793 |
| 40 |
2,871.75 |
2,599.00 |
272.75 |
10.5% |
39.00 |
1.5% |
4% |
False |
True |
243,086 |
| 60 |
2,871.75 |
2,599.00 |
272.75 |
10.5% |
35.25 |
1.3% |
4% |
False |
True |
163,343 |
| 80 |
2,871.75 |
2,513.25 |
358.50 |
13.7% |
33.25 |
1.3% |
27% |
False |
False |
122,514 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
14.0% |
32.00 |
1.2% |
28% |
False |
False |
98,013 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.4% |
28.25 |
1.1% |
39% |
False |
False |
81,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,066.25 |
|
2.618 |
2,921.00 |
|
1.618 |
2,832.00 |
|
1.000 |
2,777.00 |
|
0.618 |
2,743.00 |
|
HIGH |
2,688.00 |
|
0.618 |
2,654.00 |
|
0.500 |
2,643.50 |
|
0.382 |
2,633.00 |
|
LOW |
2,599.00 |
|
0.618 |
2,544.00 |
|
1.000 |
2,510.00 |
|
1.618 |
2,455.00 |
|
2.618 |
2,366.00 |
|
4.250 |
2,220.75 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,643.50 |
2,645.50 |
| PP |
2,632.25 |
2,633.50 |
| S1 |
2,621.25 |
2,621.75 |
|