| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,488.0 |
2,472.0 |
-16.0 |
-0.6% |
2,532.0 |
| High |
2,488.0 |
2,518.0 |
30.0 |
1.2% |
2,553.0 |
| Low |
2,464.0 |
2,471.0 |
7.0 |
0.3% |
2,451.0 |
| Close |
2,474.0 |
2,509.0 |
35.0 |
1.4% |
2,491.0 |
| Range |
24.0 |
47.0 |
23.0 |
95.8% |
102.0 |
| ATR |
43.0 |
43.3 |
0.3 |
0.7% |
0.0 |
| Volume |
495,292 |
1,026,765 |
531,473 |
107.3% |
4,722,987 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,640.3 |
2,621.7 |
2,534.9 |
|
| R3 |
2,593.3 |
2,574.7 |
2,521.9 |
|
| R2 |
2,546.3 |
2,546.3 |
2,517.6 |
|
| R1 |
2,527.7 |
2,527.7 |
2,513.3 |
2,537.0 |
| PP |
2,499.3 |
2,499.3 |
2,499.3 |
2,504.0 |
| S1 |
2,480.7 |
2,480.7 |
2,504.7 |
2,490.0 |
| S2 |
2,452.3 |
2,452.3 |
2,500.4 |
|
| S3 |
2,405.3 |
2,433.7 |
2,496.1 |
|
| S4 |
2,358.3 |
2,386.7 |
2,483.2 |
|
|
| 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 |
2,518.0 |
2,451.0 |
67.0 |
2.7% |
39.8 |
1.6% |
87% |
True |
False |
782,974 |
| 10 |
2,578.0 |
2,451.0 |
127.0 |
5.1% |
40.4 |
1.6% |
46% |
False |
False |
922,214 |
| 20 |
2,578.0 |
2,433.0 |
145.0 |
5.8% |
40.1 |
1.6% |
52% |
False |
False |
945,778 |
| 40 |
2,594.0 |
2,407.0 |
187.0 |
7.5% |
41.0 |
1.6% |
55% |
False |
False |
820,808 |
| 60 |
2,594.0 |
2,379.0 |
215.0 |
8.6% |
38.7 |
1.5% |
60% |
False |
False |
548,140 |
| 80 |
2,594.0 |
2,115.0 |
479.0 |
19.1% |
41.8 |
1.7% |
82% |
False |
False |
413,039 |
| 100 |
2,594.0 |
2,097.0 |
497.0 |
19.8% |
42.2 |
1.7% |
83% |
False |
False |
332,808 |
| 120 |
2,594.0 |
2,016.0 |
578.0 |
23.0% |
42.7 |
1.7% |
85% |
False |
False |
278,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,717.8 |
|
2.618 |
2,641.0 |
|
1.618 |
2,594.0 |
|
1.000 |
2,565.0 |
|
0.618 |
2,547.0 |
|
HIGH |
2,518.0 |
|
0.618 |
2,500.0 |
|
0.500 |
2,494.5 |
|
0.382 |
2,489.0 |
|
LOW |
2,471.0 |
|
0.618 |
2,442.0 |
|
1.000 |
2,424.0 |
|
1.618 |
2,395.0 |
|
2.618 |
2,348.0 |
|
4.250 |
2,271.3 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,504.2 |
2,500.8 |
| PP |
2,499.3 |
2,492.7 |
| S1 |
2,494.5 |
2,484.5 |
|