| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
4,538.0 |
4,496.0 |
-42.0 |
-0.9% |
4,473.0 |
| High |
4,560.0 |
4,518.0 |
-42.0 |
-0.9% |
4,580.0 |
| Low |
4,525.0 |
4,483.0 |
-42.0 |
-0.9% |
4,471.0 |
| Close |
4,532.0 |
4,492.0 |
-40.0 |
-0.9% |
4,567.0 |
| Range |
35.0 |
35.0 |
0.0 |
0.0% |
109.0 |
| ATR |
35.1 |
36.1 |
1.0 |
2.8% |
0.0 |
| Volume |
20,008 |
24,766 |
4,758 |
23.8% |
128,148 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,602.7 |
4,582.3 |
4,511.3 |
|
| R3 |
4,567.7 |
4,547.3 |
4,501.6 |
|
| R2 |
4,532.7 |
4,532.7 |
4,498.4 |
|
| R1 |
4,512.3 |
4,512.3 |
4,495.2 |
4,505.0 |
| PP |
4,497.7 |
4,497.7 |
4,497.7 |
4,494.0 |
| S1 |
4,477.3 |
4,477.3 |
4,488.8 |
4,470.0 |
| S2 |
4,462.7 |
4,462.7 |
4,485.6 |
|
| S3 |
4,427.7 |
4,442.3 |
4,482.4 |
|
| S4 |
4,392.7 |
4,407.3 |
4,472.8 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,866.3 |
4,825.7 |
4,627.0 |
|
| R3 |
4,757.3 |
4,716.7 |
4,597.0 |
|
| R2 |
4,648.3 |
4,648.3 |
4,587.0 |
|
| R1 |
4,607.7 |
4,607.7 |
4,577.0 |
4,628.0 |
| PP |
4,539.3 |
4,539.3 |
4,539.3 |
4,549.5 |
| S1 |
4,498.7 |
4,498.7 |
4,557.0 |
4,519.0 |
| S2 |
4,430.3 |
4,430.3 |
4,547.0 |
|
| S3 |
4,321.3 |
4,389.7 |
4,537.0 |
|
| S4 |
4,212.3 |
4,280.7 |
4,507.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,580.0 |
4,483.0 |
97.0 |
2.2% |
32.4 |
0.7% |
9% |
False |
True |
22,556 |
| 10 |
4,580.0 |
4,448.0 |
132.0 |
2.9% |
29.1 |
0.6% |
33% |
False |
False |
22,640 |
| 20 |
4,580.0 |
4,340.0 |
240.0 |
5.3% |
32.5 |
0.7% |
63% |
False |
False |
21,578 |
| 40 |
4,580.0 |
4,271.0 |
309.0 |
6.9% |
28.8 |
0.6% |
72% |
False |
False |
20,678 |
| 60 |
4,580.0 |
4,172.0 |
408.0 |
9.1% |
20.9 |
0.5% |
78% |
False |
False |
13,811 |
| 80 |
4,580.0 |
4,031.0 |
549.0 |
12.2% |
17.0 |
0.4% |
84% |
False |
False |
10,383 |
| 100 |
4,580.0 |
3,950.0 |
630.0 |
14.0% |
14.0 |
0.3% |
86% |
False |
False |
8,318 |
| 120 |
4,580.0 |
3,950.0 |
630.0 |
14.0% |
12.7 |
0.3% |
86% |
False |
False |
6,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,666.8 |
|
2.618 |
4,609.6 |
|
1.618 |
4,574.6 |
|
1.000 |
4,553.0 |
|
0.618 |
4,539.6 |
|
HIGH |
4,518.0 |
|
0.618 |
4,504.6 |
|
0.500 |
4,500.5 |
|
0.382 |
4,496.4 |
|
LOW |
4,483.0 |
|
0.618 |
4,461.4 |
|
1.000 |
4,448.0 |
|
1.618 |
4,426.4 |
|
2.618 |
4,391.4 |
|
4.250 |
4,334.3 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,500.5 |
4,521.5 |
| PP |
4,497.7 |
4,511.7 |
| S1 |
4,494.8 |
4,501.8 |
|