| 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 |
1,403.50 |
1,419.00 |
15.50 |
1.1% |
1,399.75 |
| High |
1,422.00 |
1,424.00 |
2.00 |
0.1% |
1,424.00 |
| Low |
1,403.50 |
1,377.25 |
-26.25 |
-1.9% |
1,386.75 |
| Close |
1,418.50 |
1,382.25 |
-36.25 |
-2.6% |
1,398.75 |
| Range |
18.50 |
46.75 |
28.25 |
152.7% |
37.25 |
| ATR |
16.74 |
18.88 |
2.14 |
12.8% |
0.00 |
| Volume |
4,714 |
516 |
-4,198 |
-89.1% |
6,710 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,534.75 |
1,505.25 |
1,408.00 |
|
| R3 |
1,488.00 |
1,458.50 |
1,395.00 |
|
| R2 |
1,441.25 |
1,441.25 |
1,390.75 |
|
| R1 |
1,411.75 |
1,411.75 |
1,386.50 |
1,403.00 |
| PP |
1,394.50 |
1,394.50 |
1,394.50 |
1,390.25 |
| S1 |
1,365.00 |
1,365.00 |
1,378.00 |
1,356.50 |
| S2 |
1,347.75 |
1,347.75 |
1,373.75 |
|
| S3 |
1,301.00 |
1,318.25 |
1,369.50 |
|
| S4 |
1,254.25 |
1,271.50 |
1,356.50 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.00 |
1,494.00 |
1,419.25 |
|
| R3 |
1,477.75 |
1,456.75 |
1,409.00 |
|
| R2 |
1,440.50 |
1,440.50 |
1,405.50 |
|
| R1 |
1,419.50 |
1,419.50 |
1,402.25 |
1,411.50 |
| PP |
1,403.25 |
1,403.25 |
1,403.25 |
1,399.00 |
| S1 |
1,382.25 |
1,382.25 |
1,395.25 |
1,374.00 |
| S2 |
1,366.00 |
1,366.00 |
1,392.00 |
|
| S3 |
1,328.75 |
1,345.00 |
1,388.50 |
|
| S4 |
1,291.50 |
1,307.75 |
1,378.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,424.00 |
1,377.25 |
46.75 |
3.4% |
25.50 |
1.9% |
11% |
True |
True |
2,285 |
| 10 |
1,424.00 |
1,377.25 |
46.75 |
3.4% |
20.75 |
1.5% |
11% |
True |
True |
1,508 |
| 20 |
1,452.50 |
1,377.25 |
75.25 |
5.4% |
19.00 |
1.4% |
7% |
False |
True |
1,391 |
| 40 |
1,461.00 |
1,377.25 |
83.75 |
6.1% |
16.25 |
1.2% |
6% |
False |
True |
1,487 |
| 60 |
1,461.00 |
1,377.25 |
83.75 |
6.1% |
14.00 |
1.0% |
6% |
False |
True |
1,119 |
| 80 |
1,461.00 |
1,313.00 |
148.00 |
10.7% |
13.50 |
1.0% |
47% |
False |
False |
858 |
| 100 |
1,461.00 |
1,293.00 |
168.00 |
12.2% |
12.25 |
0.9% |
53% |
False |
False |
711 |
| 120 |
1,461.00 |
1,246.50 |
214.50 |
15.5% |
11.50 |
0.8% |
63% |
False |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,622.75 |
|
2.618 |
1,546.50 |
|
1.618 |
1,499.75 |
|
1.000 |
1,470.75 |
|
0.618 |
1,453.00 |
|
HIGH |
1,424.00 |
|
0.618 |
1,406.25 |
|
0.500 |
1,400.50 |
|
0.382 |
1,395.00 |
|
LOW |
1,377.25 |
|
0.618 |
1,348.25 |
|
1.000 |
1,330.50 |
|
1.618 |
1,301.50 |
|
2.618 |
1,254.75 |
|
4.250 |
1,178.50 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,400.50 |
1,400.50 |
| PP |
1,394.50 |
1,394.50 |
| S1 |
1,388.50 |
1,388.50 |
|