| 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 |
1,721.9 |
1,718.3 |
-3.6 |
-0.2% |
1,714.6 |
| High |
1,729.0 |
1,718.7 |
-10.3 |
-0.6% |
1,729.0 |
| Low |
1,716.4 |
1,677.0 |
-39.4 |
-2.3% |
1,677.0 |
| Close |
1,717.7 |
1,677.3 |
-40.4 |
-2.4% |
1,677.3 |
| Range |
12.6 |
41.7 |
29.1 |
231.0% |
52.0 |
| ATR |
16.7 |
18.5 |
1.8 |
10.7% |
0.0 |
| Volume |
7,404 |
10,500 |
3,096 |
41.8% |
32,198 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,816.1 |
1,788.4 |
1,700.2 |
|
| R3 |
1,774.4 |
1,746.7 |
1,688.8 |
|
| R2 |
1,732.7 |
1,732.7 |
1,684.9 |
|
| R1 |
1,705.0 |
1,705.0 |
1,681.1 |
1,698.0 |
| PP |
1,691.0 |
1,691.0 |
1,691.0 |
1,687.5 |
| S1 |
1,663.3 |
1,663.3 |
1,673.5 |
1,656.3 |
| S2 |
1,649.3 |
1,649.3 |
1,669.7 |
|
| S3 |
1,607.6 |
1,621.6 |
1,665.8 |
|
| S4 |
1,565.9 |
1,579.9 |
1,654.4 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,850.4 |
1,815.9 |
1,705.9 |
|
| R3 |
1,798.4 |
1,763.9 |
1,691.6 |
|
| R2 |
1,746.4 |
1,746.4 |
1,686.8 |
|
| R1 |
1,711.9 |
1,711.9 |
1,682.1 |
1,703.2 |
| PP |
1,694.4 |
1,694.4 |
1,694.4 |
1,690.1 |
| S1 |
1,659.9 |
1,659.9 |
1,672.5 |
1,651.2 |
| S2 |
1,642.4 |
1,642.4 |
1,667.8 |
|
| S3 |
1,590.4 |
1,607.9 |
1,663.0 |
|
| S4 |
1,538.4 |
1,555.9 |
1,648.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,729.0 |
1,677.0 |
52.0 |
3.1% |
17.8 |
1.1% |
1% |
False |
True |
6,439 |
| 10 |
1,732.4 |
1,677.0 |
55.4 |
3.3% |
17.6 |
1.1% |
1% |
False |
True |
7,848 |
| 20 |
1,784.4 |
1,677.0 |
107.4 |
6.4% |
17.0 |
1.0% |
0% |
False |
True |
5,451 |
| 40 |
1,800.0 |
1,677.0 |
123.0 |
7.3% |
18.5 |
1.1% |
0% |
False |
True |
4,537 |
| 60 |
1,800.0 |
1,598.0 |
202.0 |
12.0% |
18.2 |
1.1% |
39% |
False |
False |
3,437 |
| 80 |
1,800.0 |
1,569.9 |
230.1 |
13.7% |
17.2 |
1.0% |
47% |
False |
False |
2,829 |
| 100 |
1,800.0 |
1,556.3 |
243.7 |
14.5% |
17.6 |
1.0% |
50% |
False |
False |
2,400 |
| 120 |
1,800.0 |
1,538.1 |
261.9 |
15.6% |
18.7 |
1.1% |
53% |
False |
False |
2,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,895.9 |
|
2.618 |
1,827.9 |
|
1.618 |
1,786.2 |
|
1.000 |
1,760.4 |
|
0.618 |
1,744.5 |
|
HIGH |
1,718.7 |
|
0.618 |
1,702.8 |
|
0.500 |
1,697.9 |
|
0.382 |
1,692.9 |
|
LOW |
1,677.0 |
|
0.618 |
1,651.2 |
|
1.000 |
1,635.3 |
|
1.618 |
1,609.5 |
|
2.618 |
1,567.8 |
|
4.250 |
1,499.8 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,697.9 |
1,703.0 |
| PP |
1,691.0 |
1,694.4 |
| S1 |
1,684.2 |
1,685.9 |
|