| 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 |
2,454.0 |
2,488.0 |
34.0 |
1.4% |
2,532.0 |
| High |
2,503.0 |
2,488.0 |
-15.0 |
-0.6% |
2,553.0 |
| Low |
2,451.0 |
2,464.0 |
13.0 |
0.5% |
2,451.0 |
| Close |
2,491.0 |
2,474.0 |
-17.0 |
-0.7% |
2,491.0 |
| Range |
52.0 |
24.0 |
-28.0 |
-53.8% |
102.0 |
| ATR |
44.2 |
43.0 |
-1.2 |
-2.8% |
0.0 |
| Volume |
477,809 |
495,292 |
17,483 |
3.7% |
4,722,987 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.3 |
2,534.7 |
2,487.2 |
|
| R3 |
2,523.3 |
2,510.7 |
2,480.6 |
|
| R2 |
2,499.3 |
2,499.3 |
2,478.4 |
|
| R1 |
2,486.7 |
2,486.7 |
2,476.2 |
2,481.0 |
| PP |
2,475.3 |
2,475.3 |
2,475.3 |
2,472.5 |
| S1 |
2,462.7 |
2,462.7 |
2,471.8 |
2,457.0 |
| S2 |
2,451.3 |
2,451.3 |
2,469.6 |
|
| S3 |
2,427.3 |
2,438.7 |
2,467.4 |
|
| S4 |
2,403.3 |
2,414.7 |
2,460.8 |
|
|
| 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 |
2,534.0 |
2,451.0 |
83.0 |
3.4% |
44.6 |
1.8% |
28% |
False |
False |
790,863 |
| 10 |
2,578.0 |
2,451.0 |
127.0 |
5.1% |
41.6 |
1.7% |
18% |
False |
False |
930,765 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.9% |
40.1 |
1.6% |
28% |
False |
False |
938,070 |
| 40 |
2,594.0 |
2,407.0 |
187.0 |
7.6% |
40.7 |
1.6% |
36% |
False |
False |
795,388 |
| 60 |
2,594.0 |
2,350.0 |
244.0 |
9.9% |
38.7 |
1.6% |
51% |
False |
False |
531,031 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.4% |
41.5 |
1.7% |
75% |
False |
False |
400,332 |
| 100 |
2,594.0 |
2,097.0 |
497.0 |
20.1% |
42.5 |
1.7% |
76% |
False |
False |
322,729 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.4% |
42.7 |
1.7% |
79% |
False |
False |
269,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,590.0 |
|
2.618 |
2,550.8 |
|
1.618 |
2,526.8 |
|
1.000 |
2,512.0 |
|
0.618 |
2,502.8 |
|
HIGH |
2,488.0 |
|
0.618 |
2,478.8 |
|
0.500 |
2,476.0 |
|
0.382 |
2,473.2 |
|
LOW |
2,464.0 |
|
0.618 |
2,449.2 |
|
1.000 |
2,440.0 |
|
1.618 |
2,425.2 |
|
2.618 |
2,401.2 |
|
4.250 |
2,362.0 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,476.0 |
2,480.0 |
| PP |
2,475.3 |
2,478.0 |
| S1 |
2,474.7 |
2,476.0 |
|