| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1,406.00 |
1,395.50 |
-10.50 |
-0.7% |
1,419.00 |
| High |
1,411.00 |
1,417.75 |
6.75 |
0.5% |
1,425.50 |
| Low |
1,394.00 |
1,392.00 |
-2.00 |
-0.1% |
1,388.75 |
| Close |
1,400.00 |
1,416.50 |
16.50 |
1.2% |
1,400.75 |
| Range |
17.00 |
25.75 |
8.75 |
51.5% |
36.75 |
| ATR |
15.62 |
16.34 |
0.72 |
4.6% |
0.00 |
| Volume |
238 |
4,087 |
3,849 |
1,617.2% |
5,749 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.00 |
1,477.00 |
1,430.75 |
|
| R3 |
1,460.25 |
1,451.25 |
1,423.50 |
|
| R2 |
1,434.50 |
1,434.50 |
1,421.25 |
|
| R1 |
1,425.50 |
1,425.50 |
1,418.75 |
1,430.00 |
| PP |
1,408.75 |
1,408.75 |
1,408.75 |
1,411.00 |
| S1 |
1,399.75 |
1,399.75 |
1,414.25 |
1,404.25 |
| S2 |
1,383.00 |
1,383.00 |
1,411.75 |
|
| S3 |
1,357.25 |
1,374.00 |
1,409.50 |
|
| S4 |
1,331.50 |
1,348.25 |
1,402.25 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.25 |
1,494.75 |
1,421.00 |
|
| R3 |
1,478.50 |
1,458.00 |
1,410.75 |
|
| R2 |
1,441.75 |
1,441.75 |
1,407.50 |
|
| R1 |
1,421.25 |
1,421.25 |
1,404.00 |
1,413.00 |
| PP |
1,405.00 |
1,405.00 |
1,405.00 |
1,401.00 |
| S1 |
1,384.50 |
1,384.50 |
1,397.50 |
1,376.50 |
| S2 |
1,368.25 |
1,368.25 |
1,394.00 |
|
| S3 |
1,331.50 |
1,347.75 |
1,390.75 |
|
| S4 |
1,294.75 |
1,311.00 |
1,380.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,417.75 |
1,386.75 |
31.00 |
2.2% |
17.50 |
1.2% |
96% |
True |
False |
1,359 |
| 10 |
1,445.50 |
1,386.75 |
58.75 |
4.1% |
19.00 |
1.3% |
51% |
False |
False |
1,373 |
| 20 |
1,459.00 |
1,386.75 |
72.25 |
5.1% |
16.50 |
1.2% |
41% |
False |
False |
1,277 |
| 40 |
1,461.00 |
1,386.75 |
74.25 |
5.2% |
14.75 |
1.0% |
40% |
False |
False |
1,352 |
| 60 |
1,461.00 |
1,380.25 |
80.75 |
5.7% |
13.00 |
0.9% |
45% |
False |
False |
1,001 |
| 80 |
1,461.00 |
1,313.00 |
148.00 |
10.4% |
12.50 |
0.9% |
70% |
False |
False |
783 |
| 100 |
1,461.00 |
1,293.00 |
168.00 |
11.9% |
11.50 |
0.8% |
74% |
False |
False |
639 |
| 120 |
1,461.00 |
1,246.50 |
214.50 |
15.1% |
10.75 |
0.8% |
79% |
False |
False |
534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,527.25 |
|
2.618 |
1,485.25 |
|
1.618 |
1,459.50 |
|
1.000 |
1,443.50 |
|
0.618 |
1,433.75 |
|
HIGH |
1,417.75 |
|
0.618 |
1,408.00 |
|
0.500 |
1,405.00 |
|
0.382 |
1,401.75 |
|
LOW |
1,392.00 |
|
0.618 |
1,376.00 |
|
1.000 |
1,366.25 |
|
1.618 |
1,350.25 |
|
2.618 |
1,324.50 |
|
4.250 |
1,282.50 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,412.50 |
1,411.75 |
| PP |
1,408.75 |
1,407.00 |
| S1 |
1,405.00 |
1,402.25 |
|