| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,493.0 |
2,454.0 |
-39.0 |
-1.6% |
2,532.0 |
| High |
2,509.0 |
2,503.0 |
-6.0 |
-0.2% |
2,553.0 |
| Low |
2,472.0 |
2,451.0 |
-21.0 |
-0.8% |
2,451.0 |
| Close |
2,479.0 |
2,491.0 |
12.0 |
0.5% |
2,491.0 |
| Range |
37.0 |
52.0 |
15.0 |
40.5% |
102.0 |
| ATR |
43.6 |
44.2 |
0.6 |
1.4% |
0.0 |
| Volume |
1,012,962 |
477,809 |
-535,153 |
-52.8% |
4,722,987 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,637.7 |
2,616.3 |
2,519.6 |
|
| R3 |
2,585.7 |
2,564.3 |
2,505.3 |
|
| R2 |
2,533.7 |
2,533.7 |
2,500.5 |
|
| R1 |
2,512.3 |
2,512.3 |
2,495.8 |
2,523.0 |
| PP |
2,481.7 |
2,481.7 |
2,481.7 |
2,487.0 |
| S1 |
2,460.3 |
2,460.3 |
2,486.2 |
2,471.0 |
| S2 |
2,429.7 |
2,429.7 |
2,481.5 |
|
| S3 |
2,377.7 |
2,408.3 |
2,476.7 |
|
| S4 |
2,325.7 |
2,356.3 |
2,462.4 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.3 |
2,749.7 |
2,547.1 |
|
| R3 |
2,702.3 |
2,647.7 |
2,519.1 |
|
| R2 |
2,600.3 |
2,600.3 |
2,509.7 |
|
| R1 |
2,545.7 |
2,545.7 |
2,500.4 |
2,522.0 |
| PP |
2,498.3 |
2,498.3 |
2,498.3 |
2,486.5 |
| S1 |
2,443.7 |
2,443.7 |
2,481.7 |
2,420.0 |
| S2 |
2,396.3 |
2,396.3 |
2,472.3 |
|
| S3 |
2,294.3 |
2,341.7 |
2,463.0 |
|
| S4 |
2,192.3 |
2,239.7 |
2,434.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,553.0 |
2,451.0 |
102.0 |
4.1% |
46.4 |
1.9% |
39% |
False |
True |
944,597 |
| 10 |
2,578.0 |
2,451.0 |
127.0 |
5.1% |
43.3 |
1.7% |
31% |
False |
True |
1,003,231 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.8% |
42.0 |
1.7% |
40% |
False |
False |
962,355 |
| 40 |
2,594.0 |
2,386.0 |
208.0 |
8.4% |
41.3 |
1.7% |
50% |
False |
False |
783,336 |
| 60 |
2,594.0 |
2,247.0 |
347.0 |
13.9% |
40.2 |
1.6% |
70% |
False |
False |
522,785 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.2% |
41.8 |
1.7% |
78% |
False |
False |
394,146 |
| 100 |
2,594.0 |
2,087.0 |
507.0 |
20.4% |
42.7 |
1.7% |
80% |
False |
False |
317,800 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.2% |
42.9 |
1.7% |
82% |
False |
False |
265,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,724.0 |
|
2.618 |
2,639.1 |
|
1.618 |
2,587.1 |
|
1.000 |
2,555.0 |
|
0.618 |
2,535.1 |
|
HIGH |
2,503.0 |
|
0.618 |
2,483.1 |
|
0.500 |
2,477.0 |
|
0.382 |
2,470.9 |
|
LOW |
2,451.0 |
|
0.618 |
2,418.9 |
|
1.000 |
2,399.0 |
|
1.618 |
2,366.9 |
|
2.618 |
2,314.9 |
|
4.250 |
2,230.0 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,486.3 |
2,487.3 |
| PP |
2,481.7 |
2,483.7 |
| S1 |
2,477.0 |
2,480.0 |
|