| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1,706.1 |
1,712.0 |
5.9 |
0.3% |
1,715.0 |
| High |
1,716.2 |
1,712.0 |
-4.2 |
-0.2% |
1,728.5 |
| Low |
1,706.1 |
1,707.0 |
0.9 |
0.1% |
1,698.6 |
| Close |
1,710.9 |
1,707.7 |
-3.2 |
-0.2% |
1,710.9 |
| Range |
10.1 |
5.0 |
-5.1 |
-50.5% |
29.9 |
| ATR |
16.0 |
15.2 |
-0.8 |
-4.9% |
0.0 |
| Volume |
77 |
11 |
-66 |
-85.7% |
224 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,723.9 |
1,720.8 |
1,710.5 |
|
| R3 |
1,718.9 |
1,715.8 |
1,709.1 |
|
| R2 |
1,713.9 |
1,713.9 |
1,708.6 |
|
| R1 |
1,710.8 |
1,710.8 |
1,708.2 |
1,709.9 |
| PP |
1,708.9 |
1,708.9 |
1,708.9 |
1,708.4 |
| S1 |
1,705.8 |
1,705.8 |
1,707.2 |
1,704.9 |
| S2 |
1,703.9 |
1,703.9 |
1,706.8 |
|
| S3 |
1,698.9 |
1,700.8 |
1,706.3 |
|
| S4 |
1,693.9 |
1,695.8 |
1,705.0 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,802.4 |
1,786.5 |
1,727.3 |
|
| R3 |
1,772.5 |
1,756.6 |
1,719.1 |
|
| R2 |
1,742.6 |
1,742.6 |
1,716.4 |
|
| R1 |
1,726.7 |
1,726.7 |
1,713.6 |
1,719.7 |
| PP |
1,712.7 |
1,712.7 |
1,712.7 |
1,709.2 |
| S1 |
1,696.8 |
1,696.8 |
1,708.2 |
1,689.8 |
| S2 |
1,682.8 |
1,682.8 |
1,705.4 |
|
| S3 |
1,652.9 |
1,666.9 |
1,702.7 |
|
| S4 |
1,623.0 |
1,637.0 |
1,694.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,728.5 |
1,698.6 |
29.9 |
1.8% |
10.0 |
0.6% |
30% |
False |
False |
44 |
| 10 |
1,751.5 |
1,698.6 |
52.9 |
3.1% |
10.6 |
0.6% |
17% |
False |
False |
38 |
| 20 |
1,794.8 |
1,698.6 |
96.2 |
5.6% |
11.2 |
0.7% |
9% |
False |
False |
68 |
| 40 |
1,794.8 |
1,685.1 |
109.7 |
6.4% |
17.4 |
1.0% |
21% |
False |
False |
3,911 |
| 60 |
1,794.8 |
1,590.2 |
204.6 |
12.0% |
17.5 |
1.0% |
57% |
False |
False |
4,140 |
| 80 |
1,794.8 |
1,557.0 |
237.8 |
13.9% |
18.5 |
1.1% |
63% |
False |
False |
4,522 |
| 100 |
1,794.8 |
1,550.0 |
244.8 |
14.3% |
19.7 |
1.2% |
64% |
False |
False |
3,969 |
| 120 |
1,794.8 |
1,534.3 |
260.5 |
15.3% |
21.1 |
1.2% |
67% |
False |
False |
3,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,733.3 |
|
2.618 |
1,725.1 |
|
1.618 |
1,720.1 |
|
1.000 |
1,717.0 |
|
0.618 |
1,715.1 |
|
HIGH |
1,712.0 |
|
0.618 |
1,710.1 |
|
0.500 |
1,709.5 |
|
0.382 |
1,708.9 |
|
LOW |
1,707.0 |
|
0.618 |
1,703.9 |
|
1.000 |
1,702.0 |
|
1.618 |
1,698.9 |
|
2.618 |
1,693.9 |
|
4.250 |
1,685.8 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,709.5 |
1,711.4 |
| PP |
1,708.9 |
1,710.2 |
| S1 |
1,708.3 |
1,708.9 |
|