| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,532.0 |
2,532.0 |
0.0 |
0.0% |
2,460.0 |
| High |
2,553.0 |
2,534.0 |
-19.0 |
-0.7% |
2,578.0 |
| Low |
2,520.0 |
2,463.0 |
-57.0 |
-2.3% |
2,455.0 |
| Close |
2,526.0 |
2,475.0 |
-51.0 |
-2.0% |
2,534.0 |
| Range |
33.0 |
71.0 |
38.0 |
115.2% |
123.0 |
| ATR |
42.5 |
44.5 |
2.0 |
4.8% |
0.0 |
| Volume |
1,263,962 |
1,066,208 |
-197,754 |
-15.6% |
5,309,323 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.7 |
2,660.3 |
2,514.1 |
|
| R3 |
2,632.7 |
2,589.3 |
2,494.5 |
|
| R2 |
2,561.7 |
2,561.7 |
2,488.0 |
|
| R1 |
2,518.3 |
2,518.3 |
2,481.5 |
2,504.5 |
| PP |
2,490.7 |
2,490.7 |
2,490.7 |
2,483.8 |
| S1 |
2,447.3 |
2,447.3 |
2,468.5 |
2,433.5 |
| S2 |
2,419.7 |
2,419.7 |
2,462.0 |
|
| S3 |
2,348.7 |
2,376.3 |
2,455.5 |
|
| S4 |
2,277.7 |
2,305.3 |
2,436.0 |
|
|
| 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 |
2,463.0 |
115.0 |
4.6% |
41.0 |
1.7% |
10% |
False |
True |
1,061,453 |
| 10 |
2,578.0 |
2,433.0 |
145.0 |
5.9% |
42.3 |
1.7% |
29% |
False |
False |
1,052,125 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.9% |
43.8 |
1.8% |
29% |
False |
False |
1,018,886 |
| 40 |
2,594.0 |
2,385.0 |
209.0 |
8.4% |
40.1 |
1.6% |
43% |
False |
False |
723,551 |
| 60 |
2,594.0 |
2,235.0 |
359.0 |
14.5% |
41.0 |
1.7% |
67% |
False |
False |
482,944 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.4% |
41.7 |
1.7% |
75% |
False |
False |
365,176 |
| 100 |
2,594.0 |
2,042.0 |
552.0 |
22.3% |
42.5 |
1.7% |
78% |
False |
False |
294,157 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.4% |
43.2 |
1.7% |
79% |
False |
False |
245,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.8 |
|
2.618 |
2,719.9 |
|
1.618 |
2,648.9 |
|
1.000 |
2,605.0 |
|
0.618 |
2,577.9 |
|
HIGH |
2,534.0 |
|
0.618 |
2,506.9 |
|
0.500 |
2,498.5 |
|
0.382 |
2,490.1 |
|
LOW |
2,463.0 |
|
0.618 |
2,419.1 |
|
1.000 |
2,392.0 |
|
1.618 |
2,348.1 |
|
2.618 |
2,277.1 |
|
4.250 |
2,161.3 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,498.5 |
2,516.5 |
| PP |
2,490.7 |
2,502.7 |
| S1 |
2,482.8 |
2,488.8 |
|