| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,565.0 |
2,532.0 |
-33.0 |
-1.3% |
2,460.0 |
| High |
2,570.0 |
2,553.0 |
-17.0 |
-0.7% |
2,578.0 |
| Low |
2,521.0 |
2,520.0 |
-1.0 |
0.0% |
2,455.0 |
| Close |
2,534.0 |
2,526.0 |
-8.0 |
-0.3% |
2,534.0 |
| Range |
49.0 |
33.0 |
-16.0 |
-32.7% |
123.0 |
| ATR |
43.2 |
42.5 |
-0.7 |
-1.7% |
0.0 |
| Volume |
820,417 |
1,263,962 |
443,545 |
54.1% |
5,309,323 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,632.0 |
2,612.0 |
2,544.2 |
|
| R3 |
2,599.0 |
2,579.0 |
2,535.1 |
|
| R2 |
2,566.0 |
2,566.0 |
2,532.1 |
|
| R1 |
2,546.0 |
2,546.0 |
2,529.0 |
2,539.5 |
| PP |
2,533.0 |
2,533.0 |
2,533.0 |
2,529.8 |
| S1 |
2,513.0 |
2,513.0 |
2,523.0 |
2,506.5 |
| S2 |
2,500.0 |
2,500.0 |
2,520.0 |
|
| S3 |
2,467.0 |
2,480.0 |
2,516.9 |
|
| S4 |
2,434.0 |
2,447.0 |
2,507.9 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.3 |
2,835.7 |
2,601.7 |
|
| R3 |
2,768.3 |
2,712.7 |
2,567.8 |
|
| R2 |
2,645.3 |
2,645.3 |
2,556.6 |
|
| R1 |
2,589.7 |
2,589.7 |
2,545.3 |
2,617.5 |
| PP |
2,522.3 |
2,522.3 |
2,522.3 |
2,536.3 |
| S1 |
2,466.7 |
2,466.7 |
2,522.7 |
2,494.5 |
| S2 |
2,399.3 |
2,399.3 |
2,511.5 |
|
| S3 |
2,276.3 |
2,343.7 |
2,500.2 |
|
| S4 |
2,153.3 |
2,220.7 |
2,466.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,578.0 |
2,494.0 |
84.0 |
3.3% |
38.6 |
1.5% |
38% |
False |
False |
1,070,667 |
| 10 |
2,578.0 |
2,433.0 |
145.0 |
5.7% |
40.1 |
1.6% |
64% |
False |
False |
1,031,357 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.7% |
42.2 |
1.7% |
64% |
False |
False |
1,030,459 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.3% |
39.3 |
1.6% |
67% |
False |
False |
696,903 |
| 60 |
2,594.0 |
2,235.0 |
359.0 |
14.2% |
40.4 |
1.6% |
81% |
False |
False |
465,304 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.0% |
41.3 |
1.6% |
86% |
False |
False |
351,851 |
| 100 |
2,594.0 |
2,016.0 |
578.0 |
22.9% |
42.4 |
1.7% |
88% |
False |
False |
283,562 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
22.9% |
43.3 |
1.7% |
88% |
False |
False |
236,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,693.3 |
|
2.618 |
2,639.4 |
|
1.618 |
2,606.4 |
|
1.000 |
2,586.0 |
|
0.618 |
2,573.4 |
|
HIGH |
2,553.0 |
|
0.618 |
2,540.4 |
|
0.500 |
2,536.5 |
|
0.382 |
2,532.6 |
|
LOW |
2,520.0 |
|
0.618 |
2,499.6 |
|
1.000 |
2,487.0 |
|
1.618 |
2,466.6 |
|
2.618 |
2,433.6 |
|
4.250 |
2,379.8 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,536.5 |
2,549.0 |
| PP |
2,533.0 |
2,541.3 |
| S1 |
2,529.5 |
2,533.7 |
|