| 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 |
1,419.00 |
1,385.00 |
-34.00 |
-2.4% |
1,399.75 |
| High |
1,424.00 |
1,390.75 |
-33.25 |
-2.3% |
1,424.00 |
| Low |
1,377.25 |
1,366.00 |
-11.25 |
-0.8% |
1,386.75 |
| Close |
1,382.25 |
1,368.50 |
-13.75 |
-1.0% |
1,398.75 |
| Range |
46.75 |
24.75 |
-22.00 |
-47.1% |
37.25 |
| ATR |
18.88 |
19.30 |
0.42 |
2.2% |
0.00 |
| Volume |
516 |
3,842 |
3,326 |
644.6% |
6,710 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.25 |
1,433.75 |
1,382.00 |
|
| R3 |
1,424.50 |
1,409.00 |
1,375.25 |
|
| R2 |
1,399.75 |
1,399.75 |
1,373.00 |
|
| R1 |
1,384.25 |
1,384.25 |
1,370.75 |
1,379.50 |
| PP |
1,375.00 |
1,375.00 |
1,375.00 |
1,372.75 |
| S1 |
1,359.50 |
1,359.50 |
1,366.25 |
1,355.00 |
| S2 |
1,350.25 |
1,350.25 |
1,364.00 |
|
| S3 |
1,325.50 |
1,334.75 |
1,361.75 |
|
| S4 |
1,300.75 |
1,310.00 |
1,355.00 |
|
|
| 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 |
1,366.00 |
58.00 |
4.2% |
25.50 |
1.9% |
4% |
False |
True |
2,236 |
| 10 |
1,424.00 |
1,366.00 |
58.00 |
4.2% |
21.50 |
1.6% |
4% |
False |
True |
1,798 |
| 20 |
1,452.50 |
1,366.00 |
86.50 |
6.3% |
19.25 |
1.4% |
3% |
False |
True |
1,538 |
| 40 |
1,461.00 |
1,366.00 |
95.00 |
6.9% |
16.25 |
1.2% |
3% |
False |
True |
1,582 |
| 60 |
1,461.00 |
1,366.00 |
95.00 |
6.9% |
14.50 |
1.1% |
3% |
False |
True |
1,156 |
| 80 |
1,461.00 |
1,313.00 |
148.00 |
10.8% |
13.50 |
1.0% |
38% |
False |
False |
906 |
| 100 |
1,461.00 |
1,293.00 |
168.00 |
12.3% |
12.50 |
0.9% |
45% |
False |
False |
749 |
| 120 |
1,461.00 |
1,246.50 |
214.50 |
15.7% |
11.50 |
0.8% |
57% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,496.00 |
|
2.618 |
1,455.50 |
|
1.618 |
1,430.75 |
|
1.000 |
1,415.50 |
|
0.618 |
1,406.00 |
|
HIGH |
1,390.75 |
|
0.618 |
1,381.25 |
|
0.500 |
1,378.50 |
|
0.382 |
1,375.50 |
|
LOW |
1,366.00 |
|
0.618 |
1,350.75 |
|
1.000 |
1,341.25 |
|
1.618 |
1,326.00 |
|
2.618 |
1,301.25 |
|
4.250 |
1,260.75 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,378.50 |
1,395.00 |
| PP |
1,375.00 |
1,386.25 |
| S1 |
1,371.75 |
1,377.25 |
|