| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,676.75 |
2,612.75 |
-64.00 |
-2.4% |
2,654.50 |
| High |
2,688.00 |
2,623.25 |
-64.75 |
-2.4% |
2,694.00 |
| Low |
2,599.00 |
2,568.50 |
-30.50 |
-1.2% |
2,626.00 |
| Close |
2,610.00 |
2,572.00 |
-38.00 |
-1.5% |
2,641.00 |
| Range |
89.00 |
54.75 |
-34.25 |
-38.5% |
68.00 |
| ATR |
43.85 |
44.63 |
0.78 |
1.8% |
0.00 |
| Volume |
401,571 |
384,377 |
-17,194 |
-4.3% |
937,953 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.25 |
2,716.75 |
2,602.00 |
|
| R3 |
2,697.50 |
2,662.00 |
2,587.00 |
|
| R2 |
2,642.75 |
2,642.75 |
2,582.00 |
|
| R1 |
2,607.25 |
2,607.25 |
2,577.00 |
2,597.50 |
| PP |
2,588.00 |
2,588.00 |
2,588.00 |
2,583.00 |
| S1 |
2,552.50 |
2,552.50 |
2,567.00 |
2,543.00 |
| S2 |
2,533.25 |
2,533.25 |
2,562.00 |
|
| S3 |
2,478.50 |
2,497.75 |
2,557.00 |
|
| S4 |
2,423.75 |
2,443.00 |
2,542.00 |
|
|
| 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 |
2,568.50 |
125.50 |
4.9% |
54.75 |
2.1% |
3% |
False |
True |
314,628 |
| 10 |
2,694.00 |
2,568.50 |
125.50 |
4.9% |
50.25 |
2.0% |
3% |
False |
True |
260,176 |
| 20 |
2,778.75 |
2,568.50 |
210.25 |
8.2% |
44.75 |
1.7% |
2% |
False |
True |
265,608 |
| 40 |
2,871.75 |
2,568.50 |
303.25 |
11.8% |
38.75 |
1.5% |
1% |
False |
True |
248,840 |
| 60 |
2,871.75 |
2,568.50 |
303.25 |
11.8% |
35.75 |
1.4% |
1% |
False |
True |
169,745 |
| 80 |
2,871.75 |
2,513.25 |
358.50 |
13.9% |
33.50 |
1.3% |
16% |
False |
False |
127,319 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
14.2% |
32.25 |
1.3% |
18% |
False |
False |
101,857 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.7% |
28.50 |
1.1% |
30% |
False |
False |
84,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.00 |
|
2.618 |
2,766.50 |
|
1.618 |
2,711.75 |
|
1.000 |
2,678.00 |
|
0.618 |
2,657.00 |
|
HIGH |
2,623.25 |
|
0.618 |
2,602.25 |
|
0.500 |
2,596.00 |
|
0.382 |
2,589.50 |
|
LOW |
2,568.50 |
|
0.618 |
2,534.75 |
|
1.000 |
2,513.75 |
|
1.618 |
2,480.00 |
|
2.618 |
2,425.25 |
|
4.250 |
2,335.75 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,596.00 |
2,630.00 |
| PP |
2,588.00 |
2,610.75 |
| S1 |
2,580.00 |
2,591.50 |
|